MAGY vs. PLTW
Compare and contrast key facts about Roundhill Magnificent Seven Covered Call ETF (MAGY) and PLTR WeeklyPay™ ETF (PLTW).
MAGY and PLTW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
MAGY vs. PLTW - Performance Comparison
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MAGY vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MAGY Roundhill Magnificent Seven Covered Call ETF | -9.64% | 26.79% |
PLTW PLTR WeeklyPay™ ETF | -22.36% | 84.57% |
Returns By Period
In the year-to-date period, MAGY achieves a -9.64% return, which is significantly higher than PLTW's -22.36% return.
MAGY
- 1D
- 2.97%
- 1M
- -4.78%
- YTD
- -9.64%
- 6M
- -7.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 7.69%
- 1M
- 6.93%
- YTD
- -22.36%
- 6M
- -26.84%
- 1Y
- 75.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MAGY vs. PLTW - Expense Ratio Comparison
Both MAGY and PLTW have an expense ratio of 0.99%.
Return for Risk
MAGY vs. PLTW — Risk / Return Rank
MAGY
PLTW
MAGY vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven Covered Call ETF (MAGY) and PLTR WeeklyPay™ ETF (PLTW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| MAGY | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.29 | +0.77 |
Correlation
The correlation between MAGY and PLTW is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MAGY vs. PLTW - Dividend Comparison
MAGY's dividend yield for the trailing twelve months is around 37.14%, less than PLTW's 114.73% yield.
| TTM | 2025 | |
|---|---|---|
MAGY Roundhill Magnificent Seven Covered Call ETF | 37.14% | 23.38% |
PLTW PLTR WeeklyPay™ ETF | 114.73% | 72.40% |
Drawdowns
MAGY vs. PLTW - Drawdown Comparison
The maximum MAGY drawdown since its inception was -14.29%, smaller than the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for MAGY and PLTW.
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Drawdown Indicators
| MAGY | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -45.33% | +31.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.33% | — |
Current DrawdownCurrent decline from peak | -11.60% | -36.49% | +24.89% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -16.36% | +14.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.06% | — |
Volatility
MAGY vs. PLTW - Volatility Comparison
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Volatility by Period
| MAGY | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 45.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 69.45% | -54.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 73.38% | -58.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 73.38% | -58.51% |