MSFW vs. MSFO
Compare and contrast key facts about Roundhill MSFT WeeklyPay™ ETF (MSFW) and YieldMax MSFT Option Income Strategy ETF (MSFO).
MSFW and MSFO 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. MSFO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023.
Performance
MSFW vs. MSFO - Performance Comparison
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MSFW vs. MSFO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSFW Roundhill MSFT WeeklyPay™ ETF | -27.89% | -7.81% |
MSFO YieldMax MSFT Option Income Strategy ETF
| -20.13% | -2.99% |
Returns By Period
In the year-to-date period, MSFW achieves a -27.89% return, which is significantly lower than MSFO's -20.13% return.
MSFW
- 1D
- 3.80%
- 1M
- -7.21%
- YTD
- -27.89%
- 6M
- -34.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFO
- 1D
- 3.31%
- 1M
- -5.14%
- YTD
- -20.13%
- 6M
- -23.41%
- 1Y
- 0.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MSFW vs. MSFO - Expense Ratio Comparison
Both MSFW and MSFO have an expense ratio of 0.99%.
Return for Risk
MSFW vs. MSFO — Risk / Return Rank
MSFW
MSFO
MSFW vs. MSFO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and YieldMax MSFT Option Income Strategy ETF (MSFO). 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.
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Sharpe Ratios by Period
| MSFW | MSFO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.50 | 0.40 | -1.89 |
Correlation
The correlation between MSFW and MSFO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MSFW vs. MSFO - Dividend Comparison
MSFW's dividend yield for the trailing twelve months is around 38.11%, less than MSFO's 44.19% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFW Roundhill MSFT WeeklyPay™ ETF | 38.11% | 20.25% | 0.00% | 0.00% |
MSFO YieldMax MSFT Option Income Strategy ETF
| 44.19% | 33.91% | 35.15% | 6.44% |
Drawdowns
MSFW vs. MSFO - Drawdown Comparison
The maximum MSFW drawdown since its inception was -40.42%, which is greater than MSFO's maximum drawdown of -29.29%. Use the drawdown chart below to compare losses from any high point for MSFW and MSFO.
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Drawdown Indicators
| MSFW | MSFO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.42% | -29.29% | -11.13% |
Max Drawdown (1Y)Largest decline over 1 year | — | -29.29% | — |
Current DrawdownCurrent decline from peak | -37.65% | -26.82% | -10.83% |
Average DrawdownAverage peak-to-trough decline | -14.40% | -5.72% | -8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.45% | — |
Volatility
MSFW vs. MSFO - Volatility Comparison
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Volatility by Period
| MSFW | MSFO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.19% | 22.29% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.19% | 19.15% | +11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 19.15% | +11.04% |