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MSFW vs. MSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. MSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSFT WeeklyPay™ ETF (MSFW) and T-Rex 2X Long Microsoft Daily Target ETF (MSFX). The values are adjusted to include any dividend payments, if applicable.

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MSFW vs. MSFX - Yearly Performance Comparison


2026 (YTD)2025
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.89%-7.81%
MSFX
T-Rex 2X Long Microsoft Daily Target ETF
-44.31%-17.41%

Returns By Period

In the year-to-date period, MSFW achieves a -27.89% return, which is significantly higher than MSFX's -44.31% return.


MSFW

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

MSFX

1D
6.35%
1M
-12.12%
YTD
-44.31%
6M
-54.13%
1Y
-19.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFW vs. MSFX - Expense Ratio Comparison

MSFW has a 0.99% expense ratio, which is lower than MSFX's 1.05% expense ratio.


Return for Risk

MSFW vs. MSFX — Risk / Return Rank

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

MSFW

MSFX
MSFX Risk / Return Rank: 66
Overall Rank
MSFX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSFX Sortino Ratio Rank: 77
Sortino Ratio Rank
MSFX Omega Ratio Rank: 77
Omega Ratio Rank
MSFX Calmar Ratio Rank: 66
Calmar Ratio Rank
MSFX Martin Ratio Rank: 55
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. MSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and T-Rex 2X Long Microsoft Daily Target ETF (MSFX). 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. MSFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFWMSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

-0.39

-1.11

Correlation

The correlation between MSFW and MSFX is 0.99, 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. MSFX - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.11%, more than MSFX's 9.59% yield.


Drawdowns

MSFW vs. MSFX - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, smaller than the maximum MSFX drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for MSFW and MSFX.


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Drawdown Indicators


MSFWMSFXDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-60.86%

+20.44%

Max Drawdown (1Y)

Largest decline over 1 year

-60.86%

Current Drawdown

Current decline from peak

-37.65%

-57.85%

+20.20%

Average Drawdown

Average peak-to-trough decline

-14.40%

-19.07%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.49%

Volatility

MSFW vs. MSFX - Volatility Comparison


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Volatility by Period


MSFWMSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.18%

Volatility (6M)

Calculated over the trailing 6-month period

39.27%

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

53.16%

-22.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.19%

47.79%

-17.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

47.79%

-17.60%