PortfoliosLab logoPortfoliosLab logo
MSFW vs. TSMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. TSMY - Performance Comparison

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

Loading graphics...

MSFW vs. TSMY - Yearly Performance Comparison


2026 (YTD)2025
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.89%-7.81%
TSMY
YieldMax TSM Option Income Strategy ETF
10.01%20.82%

Returns By Period

In the year-to-date period, MSFW achieves a -27.89% return, which is significantly lower than TSMY's 10.01% return.


MSFW

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

TSMY

1D
6.41%
1M
-7.42%
YTD
10.01%
6M
17.90%
1Y
81.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSFW vs. TSMY - Expense Ratio Comparison

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


Return for Risk

MSFW vs. TSMY — Risk / Return Rank

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

MSFW

TSMY
TSMY Risk / Return Rank: 9696
Overall Rank
TSMY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 9696
Sortino Ratio Rank
TSMY Omega Ratio Rank: 9494
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9797
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. TSMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and YieldMax TSM Option Income Strategy ETF (TSMY). 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. TSMY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


MSFWTSMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

1.15

-2.64

Correlation

The correlation between MSFW and TSMY is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MSFW vs. TSMY - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.11%, less than TSMY's 57.85% yield.


TTM20252024
MSFW
Roundhill MSFT WeeklyPay™ ETF
38.11%20.25%0.00%
TSMY
YieldMax TSM Option Income Strategy ETF
57.85%56.76%13.71%

Drawdowns

MSFW vs. TSMY - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, which is greater than TSMY's maximum drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for MSFW and TSMY.


Loading graphics...

Drawdown Indicators


MSFWTSMYDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-31.15%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

Current Drawdown

Current decline from peak

-37.65%

-10.08%

-27.57%

Average Drawdown

Average peak-to-trough decline

-14.40%

-5.81%

-8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

Volatility

MSFW vs. TSMY - Volatility Comparison


Loading graphics...

Volatility by Period


MSFWTSMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

31.08%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.19%

33.42%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

33.42%

-3.23%