MSFY vs. MSFW

Last updated Jun 24, 2026

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

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.

Returns By Period

In the year-to-date period, MSFY achieves a -25.63% return, which is significantly higher than MSFW's -27.29% return.

MSFY

• 1D: 2.04%
• 1M: -11.80%
• YTD: -25.63%
• 6M: -25.98%
• 1Y: -23.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSFW

• 1D: 2.55%
• 1M: -12.61%
• YTD: -27.29%
• 6M: -27.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFY vs. MSFW - Yearly Performance Comparison

	2026 (YTD)	2025
MSFY Kurv Yield Premium Strategy Microsoft ETF	-25.63%	0.24%
MSFW Roundhill MSFT WeeklyPay™ ETF	-27.29%	-7.80%

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 24, 2025	0.97

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: 3
MSFY Sharpe Ratio Rank: 2
MSFY Sortino Ratio Rank: 3
MSFY Omega Ratio Rank: 2
MSFY Calmar Ratio Rank: 3
MSFY Martin Ratio Rank: 2

MSFW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MSFY	MSFW	Difference
Sharpe ratio: Return per unit of total volatility	-0.84	—	—
Sortino ratio: Return per unit of downside risk	-1.04	—	—
Omega ratio: Gain probability vs. loss probability	0.86	—	—
Calmar ratio: Return relative to maximum drawdown	-0.68	—	—
Martin ratio: Return relative to average drawdown	-1.39	—	—

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	-31.29%	-37.13%	+5.84%
Average Drawdown Average peak-to-trough decline	-7.59%	-18.26%	+10.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.62%	—	—

Volatility

Volatility by Period

	MSFY	MSFW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.22%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.53%	32.71%	-5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.54%	32.71%	-10.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.54%	32.71%	-10.17%

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 28.13%, less than MSFW's 48.66% yield.

Position	TTM	2025	2024	2023
MSFW Roundhill MSFT WeeklyPay™ ETF	48.66%	20.25%	0.00%	0.00%
MSFY Kurv Yield Premium Strategy Microsoft ETF	28.13%	18.56%	14.35%	1.94%

Frequently Asked Questions

Can I hold both MSFY and MSFW in my portfolio?

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.

Which ETF is better, MSFY or MSFW?

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.

Which ETF is cheaper, MSFY or MSFW?

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

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

MSFW has the higher dividend yield at 48.66%, compared with 28.13% for MSFY.

What is the main difference between MSFY and MSFW?

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