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MSFW vs. CRSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFW vs. CRSH - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSFW achieves a -14.73% return, which is significantly lower than CRSH's 3.14% return.


MSFW

1D
-3.61%
1M
4.05%
YTD
-14.73%
6M
-13.76%
1Y
3Y*
5Y*
10Y*

CRSH

1D
-0.01%
1M
-8.50%
YTD
3.14%
6M
3.01%
1Y
-18.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFW vs. CRSH - Yearly Performance Comparison


Correlation

The correlation between MSFW and CRSH is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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Return for Risk

MSFW vs. CRSH — Risk / Return Rank

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

MSFW

CRSH
CRSH Risk / Return Rank: 44
Overall Rank
CRSH Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CRSH Sortino Ratio Rank: 55
Sortino Ratio Rank
CRSH Omega Ratio Rank: 55
Omega Ratio Rank
CRSH Calmar Ratio Rank: 44
Calmar Ratio Rank
CRSH Martin Ratio Rank: 55
Martin Ratio Rank
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.

MSFW vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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. CRSH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFWCRSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.76

-0.71

-0.05

Drawdowns

MSFW vs. CRSH - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for MSFW and CRSH.


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Drawdown Indicators


MSFWCRSHDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-63.68%

+23.26%

Max Drawdown (1Y)

Largest decline over 1 year

-33.45%

Current Drawdown

Current decline from peak

-26.27%

-59.42%

+33.15%

Average Drawdown

Average peak-to-trough decline

-17.45%

-43.11%

+25.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.14%

Volatility

MSFW vs. CRSH - Volatility Comparison


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Volatility by Period


MSFWCRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.66%

Volatility (1Y)

Calculated over the trailing 1-year period

32.40%

36.72%

-4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.40%

47.50%

-15.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

47.50%

-15.10%

MSFW vs. CRSH - Expense Ratio Comparison

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


Dividends

MSFW vs. CRSH - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 39.31%, less than CRSH's 96.17% yield.


PositionTTM20252024
CRSH
YieldMax Short TSLA Option Income Strategy ETF
96.17%138.78%94.25%
MSFW
Roundhill MSFT WeeklyPay™ ETF
39.31%20.25%0.00%

Frequently Asked Questions


MSFW and CRSH have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

CRSH has the higher dividend yield at 96.17%, compared with 39.31% for MSFW.

They also come from different issuers: Roundhill and YieldMax.

Portfolio Optimizer

Find the right allocation for MSFW and CRSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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