TSLW vs. MAGS
Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill Magnificent Seven ETF (MAGS).
TSLW and MAGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. MAGS is an actively managed fund by Roundhill. It was launched on Apr 10, 2023.
Performance
TSLW vs. MAGS - Performance Comparison
Loading graphics...
TSLW vs. MAGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -21.43% | 33.77% |
MAGS Roundhill Magnificent Seven ETF | -12.16% | 26.93% |
Returns By Period
In the year-to-date period, TSLW achieves a -21.43% return, which is significantly lower than MAGS's -12.16% return.
TSLW
- 1D
- 5.53%
- 1M
- -9.58%
- YTD
- -21.43%
- 6M
- -21.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAGS
- 1D
- 4.60%
- 1M
- -5.56%
- YTD
- -12.16%
- 6M
- -9.36%
- 1Y
- 28.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSLW vs. MAGS - Expense Ratio Comparison
TSLW has a 0.99% expense ratio, which is higher than MAGS's 0.29% expense ratio.
Return for Risk
TSLW vs. MAGS — Risk / Return Rank
TSLW
MAGS
TSLW vs. MAGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) 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.
Loading graphics...
Sharpe Ratios by Period
| TSLW | MAGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.99 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 1.34 | -1.23 |
Correlation
The correlation between TSLW and MAGS is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TSLW vs. MAGS - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 83.63%, more than MAGS's 1.68% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | 83.63% | 49.31% | 0.00% | 0.00% |
MAGS Roundhill Magnificent Seven ETF | 1.68% | 1.48% | 0.81% | 0.44% |
Drawdowns
TSLW vs. MAGS - Drawdown Comparison
The maximum TSLW drawdown since its inception was -32.91%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for TSLW and MAGS.
Loading graphics...
Drawdown Indicators
| TSLW | MAGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.91% | -29.91% | -3.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -18.62% | — |
Current DrawdownCurrent decline from peak | -29.20% | -14.87% | -14.33% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -4.75% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.29% | — |
Volatility
TSLW vs. MAGS - Volatility Comparison
Loading graphics...
Volatility by Period
| TSLW | MAGS | Difference | |
|---|---|---|---|
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 | 56.71% | 28.68% | +28.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.71% | 26.29% | +30.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 26.29% | +30.42% |