MSFW vs. PLTW

Last updated Jun 4, 2026

MSFW (Roundhill MSFT WeeklyPay™ ETF) and PLTW (PLTR WeeklyPay™ ETF) are both Derivative Income funds from Roundhill. Both are actively managed. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

MSFW vs. PLTW - Performance Comparison

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

Returns By Period

In the year-to-date period, MSFW achieves a -14.73% return, which is significantly higher than PLTW's -26.21% return.

MSFW

• 1D: -3.61%
• 1M: 4.05%
• YTD: -14.73%
• 6M: -13.76%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTW

• 1D: -7.81%
• 1M: -4.39%
• YTD: -26.21%
• 6M: -26.03%
• 1Y: -0.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFW vs. PLTW - Yearly Performance Comparison

	2026 (YTD)	2025
MSFW Roundhill MSFT WeeklyPay™ ETF	-14.73%	-7.81%
PLTW PLTR WeeklyPay™ ETF	-26.21%	13.30%

Correlation

The correlation between MSFW and PLTW is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.46

MSFW vs. PLTW - Sectors Allocation Comparison

Sectors	MSFW	PLTW
Technology	31.6%	20.0%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

MSFW vs. PLTW — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 9
PLTW Sharpe Ratio Rank: 8
PLTW Sortino Ratio Rank: 11
PLTW Omega Ratio Rank: 11
PLTW Calmar Ratio Rank: 8
PLTW Martin Ratio Rank: 8

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. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and PLTR WeeklyPay™ ETF (PLTW). 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	PLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.76	0.19	-0.94

Drawdowns

MSFW vs. PLTW - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, smaller than the maximum PLTW drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for MSFW and PLTW.

Drawdown Indicators

	MSFW	PLTW	Difference
Max Drawdown Largest peak-to-trough decline	-40.42%	-46.29%	+5.87%
Max Drawdown (1Y) Largest decline over 1 year	—	-46.29%	—
Current Drawdown Current decline from peak	-26.27%	-39.64%	+13.37%
Average Drawdown Average peak-to-trough decline	-17.45%	-19.57%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	25.21%	—

Volatility

Volatility by Period

	MSFW	PLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.40%	61.73%	-29.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.40%	72.85%	-40.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.40%	72.85%	-40.45%

MSFW vs. PLTW - Expense Ratio Comparison

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

Dividends

MSFW vs. PLTW - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 39.31%, less than PLTW's 121.30% yield.

Position	TTM	2025
MSFW Roundhill MSFT WeeklyPay™ ETF	39.31%	20.25%
PLTW PLTR WeeklyPay™ ETF	121.30%	72.40%

Frequently Asked Questions

Can I hold both MSFW and PLTW in my portfolio?

MSFW and PLTW have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MSFW or PLTW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MSFW or PLTW?

MSFW and PLTW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, MSFW or PLTW?

PLTW has the higher dividend yield at 121.30%, compared with 39.31% for MSFW.