MSFY vs. AMDW

Last updated Jun 4, 2026

MSFY (Kurv Yield Premium Strategy Microsoft ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.21 correlation, their price movements are largely independent. MSFY charges 1.00%/yr vs 0.99%/yr for AMDW.

Performance

MSFY vs. AMDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Roundhill AMD WeeklyPay ETF (AMDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSFY achieves a -13.99% return, which is significantly lower than AMDW's 192.40% return.

MSFY

• 1D: -3.43%
• 1M: 4.37%
• YTD: -13.99%
• 6M: -12.67%
• 1Y: -7.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDW

• 1D: 4.91%
• 1M: 72.80%
• YTD: 192.40%
• 6M: 186.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFY vs. AMDW - Yearly Performance Comparison

	2026 (YTD)	2025
MSFY Kurv Yield Premium Strategy Microsoft ETF	-13.99%	-0.81%
AMDW Roundhill AMD WeeklyPay ETF	192.40%	34.24%

Correlation

The correlation between MSFY and AMDW is 0.21, 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	0.21

Return for Risk

MSFY vs. AMDW — Risk / Return Rank

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

MSFY

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

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.

MSFY vs. AMDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Roundhill AMD WeeklyPay ETF (AMDW). 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.

	MSFY	AMDW	Difference
Sharpe ratio: Return per unit of total volatility	-0.27	—	—
Sortino ratio: Return per unit of downside risk	-0.19	—	—
Omega ratio: Gain probability vs. loss probability	0.97	—	—
Calmar ratio: Return relative to maximum drawdown	-0.21	—	—
Martin ratio: Return relative to average drawdown	-0.47	—	—
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

	MSFY	AMDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	4.83	-4.63

Drawdowns

MSFY vs. AMDW - Drawdown Comparison

The maximum MSFY drawdown since its inception was -34.21%, roughly equal to the maximum AMDW drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for MSFY and AMDW.

Drawdown Indicators

	MSFY	AMDW	Difference
Max Drawdown Largest peak-to-trough decline	-34.21%	-34.64%	+0.43%
Max Drawdown (1Y) Largest decline over 1 year	-34.21%	—	—
Current Drawdown Current decline from peak	-20.53%	0.00%	-20.53%
Average Drawdown Average peak-to-trough decline	-7.20%	-14.66%	+7.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.40%	—	—

Volatility

Volatility by Period

	MSFY	AMDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.51%	81.56%	-55.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.27%	81.56%	-59.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.27%	81.56%	-59.29%

MSFY vs. AMDW - Expense Ratio Comparison

MSFY has a 1.00% expense ratio, which is higher than AMDW's 0.99% expense ratio.

Dividends

MSFY vs. AMDW - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 24.31%, less than AMDW's 28.98% yield.

Position	TTM	2025	2024	2023
AMDW Roundhill AMD WeeklyPay ETF	28.98%	34.78%	0.00%	0.00%
MSFY Kurv Yield Premium Strategy Microsoft ETF	24.31%	18.56%	14.35%	1.94%

Frequently Asked Questions

Can I hold both MSFY and AMDW in my portfolio?

MSFY and AMDW have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MSFY or AMDW?

On fees, AMDW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MSFY or AMDW?

AMDW is cheaper with a 0.99% expense ratio, compared with 1.00% for MSFY.

Which ETF pays a higher dividend yield, MSFY or AMDW?

AMDW has the higher dividend yield at 28.98%, compared with 24.31% for MSFY.

What is the main difference between MSFY and AMDW?

They also come from different issuers: Kurv and Roundhill. Their fees differ too: 1.00% for MSFY and 0.99% for AMDW.