MSFY vs. MSFW

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Roundhill MSFT WeeklyPay™ ETF (MSFW).

MSFY and MSFW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSFY is an actively managed fund by Kurv. It was launched on Oct 30, 2023. MSFW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025.

Performance

MSFY vs. MSFW - Performance Comparison

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

MSFY vs. MSFW - Yearly Performance Comparison

	2026 (YTD)	2025
MSFY Kurv Yield Premium Strategy Microsoft ETF	-26.14%	-0.81%
MSFW Roundhill MSFT WeeklyPay™ ETF	-27.89%	-7.81%

Returns By Period

In the year-to-date period, MSFY achieves a -26.14% return, which is significantly higher than MSFW's -27.89% return.

MSFY

• 1D: 3.28%
• 1M: -6.69%
• YTD: -26.14%
• 6M: -28.37%
• 1Y: -6.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSFW

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

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

MSFY vs. MSFW - Expense Ratio Comparison

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

MSFY

Kurv Yield Premium Strategy Microsoft ETF

MSFW

Roundhill MSFT WeeklyPay™ ETF

Return for Risk

MSFY vs. MSFW — Risk / Return Rank

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

MSFY

MSFY Risk / Return Rank: 8
MSFY Sharpe Ratio Rank: 7
MSFY Sortino Ratio Rank: 7
MSFY Omega Ratio Rank: 7
MSFY Calmar Ratio Rank: 9
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. 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 ratio Return per unit of total volatility	-0.25	—	—
Sortino ratio Return per unit of downside risk	-0.17	—	—
Omega ratio Gain probability vs. loss probability	0.97	—	—
Calmar ratio Return relative to maximum drawdown	-0.22	—	—
Martin ratio Return relative to average drawdown	-0.63	—	—
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	MSFW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	-1.50	+1.41

Correlation

The correlation between MSFY and MSFW is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MSFY vs. MSFW - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 28.28%, less than MSFW's 38.11% yield.

	TTM	2025	2024	2023
MSFY Kurv Yield Premium Strategy Microsoft ETF	28.28%	18.56%	14.35%	1.94%
MSFW Roundhill MSFT WeeklyPay™ ETF	38.11%	20.25%	0.00%	0.00%

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.

Drawdown Indicators

	MSFY	MSFW	Difference
Max Drawdown Largest peak-to-trough decline	-34.21%	-40.42%	+6.21%
Max Drawdown (1Y) Largest decline over 1 year	-34.21%	—	—
Current Drawdown Current decline from peak	-31.76%	-37.65%	+5.89%
Average Drawdown Average peak-to-trough decline	-5.99%	-14.40%	+8.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.69%	—	—

Volatility

Volatility by Period

	MSFY	MSFW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.82%	30.19%	-4.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.94%	30.19%	-9.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.94%	30.19%	-9.25%