MSFX vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and Roundhill BRKB WeeklyPay ETF (BRKW).

MSFX and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSFX is an actively managed fund by T-Rex. It was launched on Jan 10, 2024. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

MSFX vs. BRKW - Performance Comparison

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

MSFX vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
MSFX T-Rex 2X Long Microsoft Daily Target ETF	-44.61%	-7.56%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, MSFX achieves a -44.61% return, which is significantly lower than BRKW's -6.49% return.

MSFX

• 1D: -0.53%
• 1M: -15.17%
• YTD: -44.61%
• 6M: -54.72%
• 1Y: -22.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFX vs. BRKW - Expense Ratio Comparison

MSFX has a 1.05% expense ratio, which is higher than BRKW's 0.99% expense ratio.

MSFX

T-Rex 2X Long Microsoft Daily Target ETF

BRKW

Roundhill BRKB WeeklyPay ETF

Return for Risk

MSFX vs. BRKW — Risk / Return Rank

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

MSFX

MSFX Risk / Return Rank: 6
MSFX Sharpe Ratio Rank: 5
MSFX Sortino Ratio Rank: 6
MSFX Omega Ratio Rank: 6
MSFX Calmar Ratio Rank: 7
MSFX Martin Ratio Rank: 6

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.

MSFX vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.

	MSFX	BRKW	Difference
Sharpe ratio Return per unit of total volatility	-0.43	—	—
Sortino ratio Return per unit of downside risk	-0.32	—	—
Omega ratio Gain probability vs. loss probability	0.96	—	—
Calmar ratio Return relative to maximum drawdown	-0.32	—	—
Martin ratio Return relative to average drawdown	-0.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MSFX	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	-0.32	-0.07

Correlation

The correlation between MSFX and BRKW is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

MSFX vs. BRKW - Dividend Comparison

MSFX's dividend yield for the trailing twelve months is around 9.64%, less than BRKW's 20.90% yield.

	TTM	2025
MSFX T-Rex 2X Long Microsoft Daily Target ETF	9.64%	5.34%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%

Drawdowns

MSFX vs. BRKW - Drawdown Comparison

The maximum MSFX drawdown since its inception was -60.86%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for MSFX and BRKW.

Drawdown Indicators

	MSFX	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-60.86%	-11.86%	-49.00%
Max Drawdown (1Y) Largest decline over 1 year	-60.86%	—	—
Current Drawdown Current decline from peak	-58.07%	-9.47%	-48.60%
Average Drawdown Average peak-to-trough decline	-19.14%	-4.29%	-14.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.76%	—	—

Volatility

Volatility by Period

	MSFX	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	39.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	53.12%	17.90%	+35.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.75%	17.90%	+29.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.75%	17.90%	+29.85%