MSFW vs. MAGY

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill Magnificent Seven Covered Call ETF (MAGY).

MSFW and MAGY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSFW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025.

Performance

MSFW vs. MAGY - Performance Comparison

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

MSFW vs. MAGY - Yearly Performance Comparison

	2026 (YTD)	2025
MSFW Roundhill MSFT WeeklyPay™ ETF	-27.89%	-7.81%
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.64%	7.91%

Returns By Period

In the year-to-date period, MSFW achieves a -27.89% return, which is significantly lower than MAGY's -9.64% return.

MSFW

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

MAGY

• 1D: 2.97%
• 1M: -4.78%
• YTD: -9.64%
• 6M: -7.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFW vs. MAGY - Expense Ratio Comparison

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

MSFW

Roundhill MSFT WeeklyPay™ ETF

MAGY

Roundhill Magnificent Seven Covered Call ETF

Return for Risk

MSFW vs. MAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill Magnificent Seven Covered Call ETF (MAGY). 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.

Sharpe Ratios by Period

	MSFW	MAGY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-1.50	1.06	-2.55

Correlation

The correlation between MSFW and MAGY is 0.49, 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. MAGY - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.11%, more than MAGY's 37.14% yield.

	TTM	2025
MSFW Roundhill MSFT WeeklyPay™ ETF	38.11%	20.25%
MAGY Roundhill Magnificent Seven Covered Call ETF	37.14%	23.38%

Drawdowns

MSFW vs. MAGY - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than MAGY's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for MSFW and MAGY.

Drawdown Indicators

	MSFW	MAGY	Difference
Max Drawdown Largest peak-to-trough decline	-40.42%	-14.29%	-26.13%
Current Drawdown Current decline from peak	-37.65%	-11.60%	-26.05%
Average Drawdown Average peak-to-trough decline	-14.40%	-2.20%	-12.20%

Volatility

Volatility by Period

	MSFW	MAGY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	30.19%	14.87%	+15.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.19%	14.87%	+15.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.19%	14.87%	+15.32%