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MSFW vs. MAGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. MAGS - Performance Comparison

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

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MSFW vs. MAGS - Yearly Performance Comparison


2026 (YTD)2025
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.89%-7.81%
MAGS
Roundhill Magnificent Seven ETF
-12.16%16.46%

Returns By Period

In the year-to-date period, MSFW achieves a -27.89% return, which is significantly lower than MAGS's -12.16% return.


MSFW

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

MAGS

1D
4.60%
1M
-5.56%
YTD
-12.16%
6M
-9.36%
1Y
28.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFW vs. MAGS - Expense Ratio Comparison

MSFW has a 0.99% expense ratio, which is higher than MAGS's 0.29% expense ratio.


Return for Risk

MSFW vs. MAGS — Risk / Return Rank

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

MSFW

MAGS
MAGS Risk / Return Rank: 6262
Overall Rank
MAGS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 6767
Sortino Ratio Rank
MAGS Omega Ratio Rank: 6262
Omega Ratio Rank
MAGS Calmar Ratio Rank: 6363
Calmar Ratio Rank
MAGS Martin Ratio Rank: 5858
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. MAGS - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


MSFWMAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

1.34

-2.83

Correlation

The correlation between MSFW and MAGS is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSFW vs. MAGS - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.11%, more than MAGS's 1.68% yield.


TTM202520242023
MSFW
Roundhill MSFT WeeklyPay™ ETF
38.11%20.25%0.00%0.00%
MAGS
Roundhill Magnificent Seven ETF
1.68%1.48%0.81%0.44%

Drawdowns

MSFW vs. MAGS - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for MSFW and MAGS.


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Drawdown Indicators


MSFWMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-29.91%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-18.62%

Current Drawdown

Current decline from peak

-37.65%

-14.87%

-22.78%

Average Drawdown

Average peak-to-trough decline

-14.40%

-4.75%

-9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

Volatility

MSFW vs. MAGS - Volatility Comparison


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Volatility by Period


MSFWMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

28.68%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.19%

26.29%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

26.29%

+3.90%