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MSFW vs. GOOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. GOOW - Performance Comparison

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

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MSFW vs. GOOW - Yearly Performance Comparison


2026 (YTD)2025
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.89%-7.81%
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-10.57%75.51%

Returns By Period

In the year-to-date period, MSFW achieves a -27.89% return, which is significantly lower than GOOW's -10.57% return.


MSFW

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

GOOW

1D
6.43%
1M
-9.30%
YTD
-10.57%
6M
19.53%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFW vs. GOOW - Expense Ratio Comparison

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


Return for Risk

MSFW vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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. GOOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFWGOOWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

2.66

-4.16

Correlation

The correlation between MSFW and GOOW is 0.16, 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. GOOW - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.11%, more than GOOW's 34.69% yield.


Drawdowns

MSFW vs. GOOW - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for MSFW and GOOW.


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Drawdown Indicators


MSFWGOOWDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-24.88%

-15.54%

Current Drawdown

Current decline from peak

-37.65%

-20.04%

-17.61%

Average Drawdown

Average peak-to-trough decline

-14.40%

-4.73%

-9.67%

Volatility

MSFW vs. GOOW - Volatility Comparison


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Volatility by Period


MSFWGOOWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

35.23%

-5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.19%

35.23%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

35.23%

-5.04%