MSFW vs. IBIG
MSFW (Roundhill MSFT WeeklyPay™ ETF) and IBIG (iShares iBonds Oct 2030 Term TIPS ETF) are both exchange-traded funds - MSFW is a Derivative Income fund actively managed by Roundhill, while IBIG is a Inflation-Protected Bonds fund tracking the ICE 2030 Maturity US Inflation-Linked Treasury Index. MSFW is actively managed, while IBIG is passively managed. At a 0.06 correlation, their price movements are largely independent. MSFW charges 0.99%/yr vs 0.10%/yr for IBIG.
Performance
MSFW vs. IBIG - Performance Comparison
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Returns By Period
In the year-to-date period, MSFW achieves a -29.10% return, which is significantly lower than IBIG's 0.71% return.
MSFW
- 1D
- -3.84%
- 1M
- -14.79%
- YTD
- -29.10%
- 6M
- -29.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIG
- 1D
- -0.31%
- 1M
- -0.46%
- YTD
- 0.71%
- 6M
- 0.85%
- 1Y
- 3.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFW vs. IBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSFW Roundhill MSFT WeeklyPay™ ETF | -29.10% | -7.80% |
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 0.71% | 1.84% |
Correlation
The correlation between MSFW and IBIG is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.06 |
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Return for Risk
MSFW vs. IBIG — Risk / Return Rank
MSFW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBIG
MSFW vs. IBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and iShares iBonds Oct 2030 Term TIPS ETF (IBIG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSFW | IBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.60 | — |
| Martin ratioReturn relative to average drawdown | — | 8.07 | — |
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Drawdowns
MSFW vs. IBIG - Drawdown Comparison
The maximum MSFW drawdown since its inception was -40.42%, which is greater than IBIG's maximum drawdown of -3.21%. Use the drawdown chart below to compare losses from any high point for MSFW and IBIG.
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Drawdown Indicators
| MSFW | IBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.42% | -3.21% | -37.21% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.35% | — |
Current DrawdownCurrent decline from peak | -38.69% | -1.35% | -37.34% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -0.77% | -17.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.43% | — |
Volatility
MSFW vs. IBIG - Volatility Comparison
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Volatility by Period
| MSFW | IBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.98% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.87% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.65% | 2.66% | +29.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.65% | 4.28% | +28.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.65% | 4.28% | +28.37% |
MSFW vs. IBIG - Expense Ratio Comparison
MSFW has a 0.99% expense ratio, which is higher than IBIG's 0.10% expense ratio.
Dividends
MSFW vs. IBIG - Dividend Comparison
MSFW's dividend yield for the trailing twelve months is around 49.90%, more than IBIG's 3.92% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 3.92% | 4.70% | 4.15% | 0.78% |
MSFW Roundhill MSFT WeeklyPay™ ETF | 49.90% | 20.25% | 0.00% | 0.00% |
Frequently Asked Questions
MSFW and IBIG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBIG is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBIG is cheaper with a 0.10% expense ratio, compared with 0.99% for MSFW.
MSFW has the higher dividend yield at 49.90%, compared with 3.92% for IBIG.
MSFW is categorized as Derivative Income, while IBIG is Inflation-Protected Bonds. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for MSFW and 0.10% for IBIG.
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