MSFU vs. MSFW

Last updated Apr 1, 2026

Compare and contrast key facts about Direxion Daily MSFT Bull 2X Shares (MSFU) and Roundhill MSFT WeeklyPay™ ETF (MSFW).

MSFU and MSFW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSFU is a passively managed fund by Direxion that tracks the performance of the Microsoft Corporation (150%). It was launched on Sep 6, 2022. MSFW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025.

Performance

MSFU vs. MSFW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MSFT Bull 2X Shares (MSFU) and Roundhill MSFT WeeklyPay™ ETF (MSFW). The values are adjusted to include any dividend payments, if applicable.

MSFU vs. MSFW - Yearly Performance Comparison

	2026 (YTD)	2025
MSFU Direxion Daily MSFT Bull 2X Shares	-44.20%	-15.51%
MSFW Roundhill MSFT WeeklyPay™ ETF	-27.89%	-7.81%

Returns By Period

In the year-to-date period, MSFU achieves a -44.20% return, which is significantly lower than MSFW's -27.89% return.

MSFU

• 1D: 6.23%
• 1M: -12.32%
• YTD: -44.20%
• 6M: -52.96%
• 1Y: -16.87%
• 3Y*: -1.81%
• 5Y*: —
• 10Y*: —

MSFW

• 1D: 3.80%
• 1M: -7.21%
• YTD: -27.89%
• 6M: -34.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFU vs. MSFW - Expense Ratio Comparison

MSFU has a 1.04% expense ratio, which is higher than MSFW's 0.99% expense ratio.

MSFU

Direxion Daily MSFT Bull 2X Shares

MSFW

Roundhill MSFT WeeklyPay™ ETF

Return for Risk

MSFU vs. MSFW — Risk / Return Rank

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

MSFU

MSFU Risk / Return Rank: 7
MSFU Sharpe Ratio Rank: 6
MSFU Sortino Ratio Rank: 8
MSFU Omega Ratio Rank: 8
MSFU Calmar Ratio Rank: 7
MSFU Martin Ratio Rank: 6

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.

MSFU vs. MSFW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bull 2X Shares (MSFU) 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.

	MSFU	MSFW	Difference
Sharpe ratio Return per unit of total volatility	-0.32	—	—
Sortino ratio Return per unit of downside risk	-0.12	—	—
Omega ratio Gain probability vs. loss probability	0.98	—	—
Calmar ratio Return relative to maximum drawdown	-0.31	—	—
Martin ratio Return relative to average drawdown	-0.78	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MSFU	MSFW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	-1.50	+1.53

Correlation

The correlation between MSFU and MSFW is 0.99, 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

MSFU vs. MSFW - Dividend Comparison

MSFU's dividend yield for the trailing twelve months is around 14.18%, less than MSFW's 38.11% yield.

	TTM	2025	2024	2023	2022
MSFU Direxion Daily MSFT Bull 2X Shares	14.18%	8.15%	7.00%	2.11%	0.54%
MSFW Roundhill MSFT WeeklyPay™ ETF	38.11%	20.25%	0.00%	0.00%	0.00%

Drawdowns

MSFU vs. MSFW - Drawdown Comparison

The maximum MSFU drawdown since its inception was -59.83%, which is greater than MSFW's maximum drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for MSFU and MSFW.

Drawdown Indicators

	MSFU	MSFW	Difference
Max Drawdown Largest peak-to-trough decline	-59.83%	-40.42%	-19.41%
Max Drawdown (1Y) Largest decline over 1 year	-59.83%	—	—
Current Drawdown Current decline from peak	-56.80%	-37.65%	-19.15%
Average Drawdown Average peak-to-trough decline	-15.00%	-14.40%	-0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.86%	—	—

Volatility

Volatility by Period

	MSFU	MSFW	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	39.28%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	52.78%	30.19%	+22.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.15%	30.19%	+14.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.15%	30.19%	+14.96%