BRKC vs. BRKW
BRKC (YieldMax BRK.B Option Income Strategy ETF) and BRKW (Roundhill BRKB WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.99% expense ratio.
Performance
BRKC vs. BRKW - Performance Comparison
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Returns By Period
In the year-to-date period, BRKC achieves a -3.15% return, which is significantly higher than BRKW's -6.96% return.
BRKC
- 1D
- 0.52%
- 1M
- 2.36%
- YTD
- -3.15%
- 6M
- -3.23%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRKW
- 1D
- 0.87%
- 1M
- 3.11%
- YTD
- -6.96%
- 6M
- -7.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRKC vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | -3.15% | 0.83% |
BRKW Roundhill BRKB WeeklyPay ETF | -6.96% | 2.09% |
Correlation
The correlation between BRKC and BRKW is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025 | 0.92 |
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Return for Risk
BRKC vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.
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Sharpe Ratios by Period
| BRKC | BRKW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | -0.30 | +0.13 |
Drawdowns
BRKC vs. BRKW - Drawdown Comparison
The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum BRKW drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for BRKC and BRKW.
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Drawdown Indicators
| BRKC | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.59% | -12.64% | +5.05% |
Current DrawdownCurrent decline from peak | -5.10% | -9.92% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -5.36% | +2.23% |
Volatility
BRKC vs. BRKW - Volatility Comparison
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Volatility by Period
| BRKC | BRKW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 17.22% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.67% | 17.22% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 17.22% | -4.55% |
BRKC vs. BRKW - Expense Ratio Comparison
Both BRKC and BRKW have an expense ratio of 0.99%.
Dividends
BRKC vs. BRKW - Dividend Comparison
BRKC's dividend yield for the trailing twelve months is around 20.53%, less than BRKW's 24.97% yield.
| Position | TTM | 2025 |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | 20.53% | 10.81% |
BRKW Roundhill BRKB WeeklyPay ETF | 24.97% | 14.45% |
Frequently Asked Questions
With a correlation of 0.92, BRKC and BRKW 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.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BRKC and BRKW have the same expense ratio: 0.99% per year.
BRKW has the higher dividend yield at 24.97%, compared with 20.53% for BRKC.
They also come from different issuers: YieldMax and Roundhill.
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