MSFW vs. QDTE

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE).

MSFW and QDTE 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. QDTE is an actively managed fund by Roundhill. It was launched on Mar 6, 2024.

Performance

MSFW vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

MSFW vs. QDTE - Yearly Performance Comparison

	2026 (YTD)	2025
MSFW Roundhill MSFT WeeklyPay™ ETF	-27.94%	-7.81%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	-3.92%	11.48%

Returns By Period

In the year-to-date period, MSFW achieves a -27.94% return, which is significantly lower than QDTE's -3.92% return.

MSFW

• 1D: -0.08%
• 1M: -8.96%
• YTD: -27.94%
• 6M: -34.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDTE

• 1D: 1.50%
• 1M: -4.27%
• YTD: -3.92%
• 6M: 0.35%
• 1Y: 21.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFW vs. QDTE - Expense Ratio Comparison

MSFW has a 0.99% expense ratio, which is higher than QDTE's 0.95% expense ratio.

MSFW

Roundhill MSFT WeeklyPay™ ETF

QDTE

Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF

Return for Risk

MSFW vs. QDTE — Risk / Return Rank

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

QDTE

QDTE Risk / Return Rank: 58
QDTE Sharpe Ratio Rank: 60
QDTE Sortino Ratio Rank: 54
QDTE Omega Ratio Rank: 56
QDTE Calmar Ratio Rank: 59
QDTE Martin Ratio Rank: 59

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. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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	QDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.50	0.80	-2.29

Correlation

The correlation between MSFW and QDTE is 0.52, 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. QDTE - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.14%, less than QDTE's 51.17% yield.

	TTM	2025	2024
MSFW Roundhill MSFT WeeklyPay™ ETF	38.14%	20.25%	0.00%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	51.17%	49.49%	32.09%

Drawdowns

MSFW vs. QDTE - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for MSFW and QDTE.

Drawdown Indicators

	MSFW	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-40.42%	-22.86%	-17.56%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.08%	—
Current Drawdown Current decline from peak	-37.70%	-6.92%	-30.78%
Average Drawdown Average peak-to-trough decline	-14.53%	-3.30%	-11.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.68%	—

Volatility

Volatility by Period

	MSFW	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	30.11%	19.37%	+10.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.11%	18.71%	+11.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.11%	18.71%	+11.40%