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MSFO vs. MSFW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFO vs. MSFW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSFT Option Income Strategy ETF (MSFO) and Roundhill MSFT WeeklyPay™ ETF (MSFW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSFO achieves a -9.19% return, which is significantly higher than MSFW's -14.73% return.


MSFO

1D
-2.81%
1M
2.02%
YTD
-9.19%
6M
-7.90%
1Y
-4.82%
3Y*
5Y*
10Y*

MSFW

1D
-3.61%
1M
4.05%
YTD
-14.73%
6M
-13.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFO vs. MSFW - Yearly Performance Comparison


Correlation

The correlation between MSFO and MSFW is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 25, 2025

0.96

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Return for Risk

MSFO vs. MSFW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFO
MSFO Risk / Return Rank: 77
Overall Rank
MSFO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSFO Sortino Ratio Rank: 66
Sortino Ratio Rank
MSFO Omega Ratio Rank: 66
Omega Ratio Rank
MSFO Calmar Ratio Rank: 77
Calmar Ratio Rank
MSFO Martin Ratio Rank: 77
Martin Ratio Rank

MSFW
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSFO vs. MSFW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) and Roundhill MSFT WeeklyPay™ ETF (MSFW). 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.


MSFOMSFWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.17

Martin ratioReturn relative to average drawdown

-0.37

MSFO vs. MSFW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFOMSFWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

-0.76

+1.37

Drawdowns

MSFO vs. MSFW - Drawdown Comparison

The maximum MSFO drawdown since its inception was -29.29%, smaller than the maximum MSFW drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for MSFO and MSFW.


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Drawdown Indicators


MSFOMSFWDifference

Max Drawdown

Largest peak-to-trough decline

-29.29%

-40.42%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-29.29%

Current Drawdown

Current decline from peak

-16.79%

-26.27%

+9.48%

Average Drawdown

Average peak-to-trough decline

-6.56%

-17.45%

+10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.16%

Volatility

MSFO vs. MSFW - Volatility Comparison


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Volatility by Period


MSFOMSFWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

32.40%

-10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.78%

32.40%

-12.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

32.40%

-12.62%

MSFO vs. MSFW - Expense Ratio Comparison

Both MSFO and MSFW have an expense ratio of 0.99%.


Dividends

MSFO vs. MSFW - Dividend Comparison

MSFO's dividend yield for the trailing twelve months is around 38.67%, less than MSFW's 39.31% yield.


PositionTTM202520242023
MSFO
YieldMax MSFT Option Income Strategy ETF
38.67%33.91%35.15%6.44%
MSFW
Roundhill MSFT WeeklyPay™ ETF
39.31%20.25%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, MSFO and MSFW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MSFO and MSFW have the same expense ratio: 0.99% per year.

MSFW has the higher dividend yield at 39.31%, compared with 38.67% for MSFO.

MSFO is categorized as Options Trading, while MSFW is Derivative Income. They also come from different issuers: YieldMax and Roundhill.

Portfolio Optimizer

Find the right allocation for MSFO and MSFW

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