WEEK vs. MAGY

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Weekly T-Bill ETF (WEEK) and Roundhill Magnificent Seven Covered Call ETF (MAGY).

WEEK and MAGY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEEK is an actively managed fund by Roundhill. It was launched on Mar 5, 2025. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025.

Performance

WEEK vs. MAGY - Performance Comparison

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

WEEK vs. MAGY - Yearly Performance Comparison

	2026 (YTD)	2025
WEEK Roundhill Weekly T-Bill ETF	0.83%	2.82%
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.64%	26.79%

Returns By Period

In the year-to-date period, WEEK achieves a 0.83% return, which is significantly higher than MAGY's -9.64% return.

WEEK

• 1D: 0.02%
• 1M: 0.33%
• YTD: 0.83%
• 6M: 1.82%
• 1Y: 3.94%
• 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)

WEEK vs. MAGY - Expense Ratio Comparison

WEEK has a 0.19% expense ratio, which is lower than MAGY's 0.99% expense ratio.

MAGY

Roundhill Magnificent Seven Covered Call ETF

WEEK

Roundhill Weekly T-Bill ETF

Return for Risk

WEEK vs. MAGY — Risk / Return Rank

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

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 100

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.

WEEK vs. MAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Weekly T-Bill ETF (WEEK) 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.

	WEEK	MAGY	Difference
Sharpe ratio Return per unit of total volatility	9.49	—	—
Sortino ratio Return per unit of downside risk	19.60	—	—
Omega ratio Gain probability vs. loss probability	4.73	—	—
Calmar ratio Return relative to maximum drawdown	30.44	—	—
Martin ratio Return relative to average drawdown	267.59	—	—
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

	WEEK	MAGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	9.75	1.06	+8.69

Correlation

The correlation between WEEK and MAGY is 0.02, 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

WEEK vs. MAGY - Dividend Comparison

WEEK's dividend yield for the trailing twelve months is around 3.91%, less than MAGY's 37.14% yield.

	TTM	2025
WEEK Roundhill Weekly T-Bill ETF	3.91%	3.27%
MAGY Roundhill Magnificent Seven Covered Call ETF	37.14%	23.38%

Drawdowns

WEEK vs. MAGY - Drawdown Comparison

The maximum WEEK drawdown since its inception was -0.13%, smaller than the maximum MAGY drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for WEEK and MAGY.

Drawdown Indicators

	WEEK	MAGY	Difference
Max Drawdown Largest peak-to-trough decline	-0.13%	-14.29%	+14.16%
Max Drawdown (1Y) Largest decline over 1 year	-0.13%	—	—
Current Drawdown Current decline from peak	0.00%	-11.60%	+11.60%
Average Drawdown Average peak-to-trough decline	-0.01%	-2.20%	+2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	—	—

Volatility

Volatility by Period

	WEEK	MAGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	0.42%	14.87%	-14.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.41%	14.87%	-14.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.41%	14.87%	-14.46%