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MSFW vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSFT WeeklyPay™ ETF (MSFW) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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MSFW vs. LQTI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MSFW achieves a -27.94% return, which is significantly lower than LQTI's -0.52% return.


MSFW

1D
-0.08%
1M
-8.96%
YTD
-27.94%
6M
-34.66%
1Y
3Y*
5Y*
10Y*

LQTI

1D
0.51%
1M
-1.81%
YTD
-0.52%
6M
-0.10%
1Y
4.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFW vs. LQTI - Expense Ratio Comparison

MSFW has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

MSFW vs. LQTI — Risk / Return Rank

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

MSFW

LQTI
LQTI Risk / Return Rank: 4040
Overall Rank
LQTI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3434
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3232
Omega Ratio Rank
LQTI Calmar Ratio Rank: 5353
Calmar Ratio Rank
LQTI Martin Ratio Rank: 4444
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. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and FT Vest Investment Grade & Target Income ETF (LQTI). 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. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFWLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

0.89

-2.39

Correlation

The correlation between MSFW and LQTI is 0.10, 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. LQTI - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.14%, more than LQTI's 9.45% yield.


Drawdowns

MSFW vs. LQTI - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for MSFW and LQTI.


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Drawdown Indicators


MSFWLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-3.41%

-37.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-37.70%

-2.11%

-35.59%

Average Drawdown

Average peak-to-trough decline

-14.53%

-0.78%

-13.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

MSFW vs. LQTI - Volatility Comparison


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Volatility by Period


MSFWLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

30.11%

6.23%

+23.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

6.12%

+23.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.11%

6.12%

+23.99%