MAGY vs. QDVO
Compare and contrast key facts about Roundhill Magnificent Seven Covered Call ETF (MAGY) and Amplify CWP Growth & Income ETF (QDVO).
MAGY and QDVO 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. QDVO is an actively managed fund by Amplify. It was launched on Aug 22, 2024.
Performance
MAGY vs. QDVO - Performance Comparison
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MAGY vs. QDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MAGY Roundhill Magnificent Seven Covered Call ETF | -9.17% | 26.79% |
QDVO Amplify CWP Growth & Income ETF | -4.93% | 31.22% |
Returns By Period
In the year-to-date period, MAGY achieves a -9.17% return, which is significantly lower than QDVO's -4.93% return.
MAGY
- 1D
- 0.52%
- 1M
- -4.67%
- YTD
- -9.17%
- 6M
- -7.20%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVO
- 1D
- 0.86%
- 1M
- -2.96%
- YTD
- -4.93%
- 6M
- -2.40%
- 1Y
- 21.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MAGY vs. QDVO - Expense Ratio Comparison
MAGY has a 0.99% expense ratio, which is higher than QDVO's 0.55% expense ratio.
Return for Risk
MAGY vs. QDVO — Risk / Return Rank
MAGY
QDVO
MAGY vs. QDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven Covered Call ETF (MAGY) and Amplify CWP Growth & Income ETF (QDVO). 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 | QDVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.92 | +0.18 |
Correlation
The correlation between MAGY and QDVO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MAGY vs. QDVO - Dividend Comparison
MAGY's dividend yield for the trailing twelve months is around 36.95%, more than QDVO's 11.17% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
MAGY Roundhill Magnificent Seven Covered Call ETF | 36.95% | 23.38% | 0.00% |
QDVO Amplify CWP Growth & Income ETF | 11.17% | 9.92% | 2.79% |
Drawdowns
MAGY vs. QDVO - Drawdown Comparison
The maximum MAGY drawdown since its inception was -14.29%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for MAGY and QDVO.
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Drawdown Indicators
| MAGY | QDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -17.75% | +3.46% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.24% | — |
Current DrawdownCurrent decline from peak | -11.14% | -6.70% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -2.51% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.75% | — |
Volatility
MAGY vs. QDVO - Volatility Comparison
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Volatility by Period
| MAGY | QDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.38% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 18.61% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 18.01% | -3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 18.01% | -3.17% |