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NFLW vs. MAGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLW vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill NFLX WeeklyPay ETF (NFLW) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

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NFLW vs. MAGS - Yearly Performance Comparison


2026 (YTD)2025
NFLW
Roundhill NFLX WeeklyPay ETF
1.96%-29.02%
MAGS
Roundhill Magnificent Seven ETF
-12.16%25.24%

Returns By Period

In the year-to-date period, NFLW achieves a 1.96% return, which is significantly higher than MAGS's -12.16% return.


NFLW

1D
3.99%
1M
-0.54%
YTD
1.96%
6M
-25.24%
1Y
3Y*
5Y*
10Y*

MAGS

1D
4.60%
1M
-5.56%
YTD
-12.16%
6M
-9.36%
1Y
28.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFLW vs. MAGS - Expense Ratio Comparison

NFLW has a 0.99% expense ratio, which is higher than MAGS's 0.29% expense ratio.


Return for Risk

NFLW vs. MAGS — Risk / Return Rank

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

NFLW

MAGS
MAGS Risk / Return Rank: 6262
Overall Rank
MAGS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 6767
Sortino Ratio Rank
MAGS Omega Ratio Rank: 6262
Omega Ratio Rank
MAGS Calmar Ratio Rank: 6363
Calmar Ratio Rank
MAGS Martin Ratio Rank: 5858
Martin Ratio Rank
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.

NFLW vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill NFLX WeeklyPay ETF (NFLW) and Roundhill Magnificent Seven ETF (MAGS). 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.


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

NFLW vs. MAGS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NFLWMAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.84

1.34

-2.18

Correlation

The correlation between NFLW and MAGS is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NFLW vs. MAGS - Dividend Comparison

NFLW's dividend yield for the trailing twelve months is around 50.49%, more than MAGS's 1.68% yield.


TTM202520242023
NFLW
Roundhill NFLX WeeklyPay ETF
50.49%38.89%0.00%0.00%
MAGS
Roundhill Magnificent Seven ETF
1.68%1.48%0.81%0.44%

Drawdowns

NFLW vs. MAGS - Drawdown Comparison

The maximum NFLW drawdown since its inception was -50.73%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for NFLW and MAGS.


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Drawdown Indicators


NFLWMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-50.73%

-29.91%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-18.62%

Current Drawdown

Current decline from peak

-35.06%

-14.87%

-20.19%

Average Drawdown

Average peak-to-trough decline

-24.28%

-4.75%

-19.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

Volatility

NFLW vs. MAGS - Volatility Comparison


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Volatility by Period


NFLWMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

40.36%

28.68%

+11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.36%

26.29%

+14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.36%

26.29%

+14.07%