TSYW vs. MAGY

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Roundhill Magnificent Seven Covered Call ETF (MAGY).

TSYW and MAGY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSYW is an actively managed fund by Roundhill. It was launched on Nov 12, 2025. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025.

Performance

TSYW vs. MAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Roundhill Magnificent Seven Covered Call ETF (MAGY). The values are adjusted to include any dividend payments, if applicable.

TSYW vs. MAGY - Yearly Performance Comparison

	2026 (YTD)	2025
TSYW Roundhill Treasury Bond WeeklyPay ETF	-0.81%	-2.56%
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.64%	2.03%

Returns By Period

In the year-to-date period, TSYW achieves a -0.81% return, which is significantly higher than MAGY's -9.64% return.

TSYW

• 1D: 0.04%
• 1M: -5.24%
• YTD: -0.81%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MAGY

• 1D: 2.97%
• 1M: -4.78%
• YTD: -9.64%
• 6M: -7.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSYW vs. MAGY - Expense Ratio Comparison

Both TSYW and MAGY have an expense ratio of 0.99%.

TSYW

Roundhill Treasury Bond WeeklyPay ETF

MAGY

Roundhill Magnificent Seven Covered Call ETF

Return for Risk

TSYW vs. MAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Roundhill Magnificent Seven Covered Call ETF (MAGY). 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.

Sharpe Ratios by Period

	TSYW	MAGY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.80	1.06	-1.85

Correlation

The correlation between TSYW and MAGY is 0.21, 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

TSYW vs. MAGY - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 4.88%, less than MAGY's 37.14% yield.

	TTM	2025
TSYW Roundhill Treasury Bond WeeklyPay ETF	4.88%	1.63%
MAGY Roundhill Magnificent Seven Covered Call ETF	37.14%	23.38%

Drawdowns

TSYW vs. MAGY - Drawdown Comparison

The maximum TSYW drawdown since its inception was -6.69%, smaller than the maximum MAGY drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TSYW and MAGY.

Drawdown Indicators

	TSYW	MAGY	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-14.29%	+7.60%
Current Drawdown Current decline from peak	-5.24%	-11.60%	+6.36%
Average Drawdown Average peak-to-trough decline	-2.94%	-2.20%	-0.74%

Volatility

Volatility by Period

	TSYW	MAGY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	14.87%	-3.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.16%	14.87%	-3.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.16%	14.87%	-3.71%