MSFY vs. MSFW
MSFY (Kurv Yield Premium Strategy Microsoft ETF) and MSFW (Roundhill MSFT WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. With a 0.97 correlation, they move nearly in lockstep. MSFY charges 1.00%/yr vs 0.99%/yr for MSFW.
Performance
MSFY vs. MSFW - Performance Comparison
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Returns By Period
In the year-to-date period, MSFY achieves a -13.99% return, which is significantly higher than MSFW's -14.73% return.
MSFY
- 1D
- -3.43%
- 1M
- 4.37%
- YTD
- -13.99%
- 6M
- -12.67%
- 1Y
- -7.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFW
- 1D
- -3.61%
- 1M
- 4.05%
- YTD
- -14.73%
- 6M
- -13.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY vs. MSFW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | -13.99% | -0.81% |
MSFW Roundhill MSFT WeeklyPay™ ETF | -14.73% | -7.81% |
Correlation
The correlation between MSFY and MSFW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025 | 0.97 |
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Return for Risk
MSFY vs. MSFW — Risk / Return Rank
MSFY
MSFW
MSFY vs. MSFW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Roundhill MSFT WeeklyPay™ ETF (MSFW). 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 | MSFW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.97 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | — | — |
| Martin ratioReturn 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. | |||
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Sharpe Ratios by Period
| MSFY | MSFW | 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 | -0.76 | +0.96 |
Drawdowns
MSFY vs. MSFW - Drawdown Comparison
The maximum MSFY drawdown since its inception was -34.21%, smaller than the maximum MSFW drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for MSFY and MSFW.
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Drawdown Indicators
| MSFY | MSFW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -40.42% | +6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -34.21% | — | — |
Current DrawdownCurrent decline from peak | -20.53% | -26.27% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -17.45% | +10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.40% | — | — |
Volatility
MSFY vs. MSFW - Volatility Comparison
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Volatility by Period
| MSFY | MSFW | 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% | 32.40% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 32.40% | -10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 32.40% | -10.13% |
MSFY vs. MSFW - Expense Ratio Comparison
MSFY has a 1.00% expense ratio, which is higher than MSFW's 0.99% expense ratio.
Dividends
MSFY vs. MSFW - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 24.31%, less than MSFW's 39.31% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSFW Roundhill MSFT WeeklyPay™ ETF | 39.31% | 20.25% | 0.00% | 0.00% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 24.31% | 18.56% | 14.35% | 1.94% |
Frequently Asked Questions
With a correlation of 0.97, MSFY and MSFW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, MSFW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MSFW is cheaper with a 0.99% expense ratio, compared with 1.00% for MSFY.
MSFW has the higher dividend yield at 39.31%, compared with 24.31% for MSFY.
They also come from different issuers: Kurv and Roundhill. Their fees differ too: 1.00% for MSFY and 0.99% for MSFW.
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