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MSFW vs. AMZW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. AMZW - Performance Comparison

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

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MSFW vs. AMZW - Yearly Performance Comparison


2026 (YTD)2025
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.89%-7.81%
AMZW
Roundhill AMZN WeeklyPay ETF
-12.52%-2.94%

Returns By Period

In the year-to-date period, MSFW achieves a -27.89% return, which is significantly lower than AMZW's -12.52% return.


MSFW

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

AMZW

1D
4.56%
1M
-1.29%
YTD
-12.52%
6M
-8.96%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFW vs. AMZW - Expense Ratio Comparison

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


Return for Risk

MSFW vs. AMZW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill AMZN WeeklyPay ETF (AMZW). 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.

MSFW vs. AMZW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFWAMZWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

-0.21

-1.29

Correlation

The correlation between MSFW and AMZW is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MSFW vs. AMZW - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.11%, less than AMZW's 41.30% yield.


Drawdowns

MSFW vs. AMZW - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than AMZW's maximum drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for MSFW and AMZW.


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Drawdown Indicators


MSFWAMZWDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-26.79%

-13.63%

Current Drawdown

Current decline from peak

-37.65%

-22.69%

-14.96%

Average Drawdown

Average peak-to-trough decline

-14.40%

-9.61%

-4.79%

Volatility

MSFW vs. AMZW - Volatility Comparison


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Volatility by Period


MSFWAMZWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

37.58%

-7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.19%

37.58%

-7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

37.58%

-7.39%