BRKC vs. USD
BRKC (YieldMax BRK.B Option Income Strategy ETF) and USD (ProShares Ultra Semiconductors) are both exchange-traded funds - BRKC is a Derivative Income fund actively managed by YieldMax, while USD is a Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). BRKC is actively managed, while USD is passively managed. Over the past year, BRKC returned -1.49% vs 185.84% for USD. At a correlation of -0.22, they often move in opposite directions. BRKC charges 0.99%/yr vs 0.95%/yr for USD.
Performance
BRKC vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, BRKC achieves a -0.82% return, which is significantly lower than USD's 83.22% return.
BRKC
- 1D
- 0.26%
- 1M
- 1.71%
- YTD
- -0.82%
- 6M
- -0.54%
- 1Y
- -1.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD
- 1D
- -0.77%
- 1M
- 0.95%
- YTD
- 83.22%
- 6M
- 78.17%
- 1Y
- 185.84%
- 3Y*
- 113.73%
- 5Y*
- 63.17%
- 10Y*
- 60.90%
BRKC vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | -0.82% | 0.76% |
USD ProShares Ultra Semiconductors | 83.22% | 72.54% |
Correlation
The correlation between BRKC and USD is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | -0.22 |
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Return for Risk
BRKC vs. USD — Risk / Return Rank
BRKC
USD
BRKC vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and ProShares Ultra Semiconductors (USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRKC | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.38 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 5.88 | -6.08 |
| Martin ratioReturn relative to average drawdown | -0.41 | 16.26 | -16.66 |
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Drawdowns
BRKC vs. USD - Drawdown Comparison
The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BRKC and USD.
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Drawdown Indicators
| BRKC | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.59% | -88.63% | +81.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -31.80% | +24.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -64.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -77.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.85% | — |
Current DrawdownCurrent decline from peak | -2.82% | -15.35% | +12.53% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -32.29% | +29.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 11.48% | -7.75% |
Volatility
BRKC vs. USD - Volatility Comparison
The current volatility for YieldMax BRK.B Option Income Strategy ETF (BRKC) is 2.40%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. This indicates that BRKC experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRKC | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 34.08% | -31.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 53.79% | -44.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 67.97% | -55.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 77.72% | -65.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 69.82% | -57.36% |
BRKC vs. USD - Expense Ratio Comparison
BRKC has a 0.99% expense ratio, which is higher than USD's 0.95% expense ratio.
Dividends
BRKC vs. USD - Dividend Comparison
BRKC's dividend yield for the trailing twelve months is around 20.90%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | 20.90% | 10.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
BRKC and USD have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.08%) compared to BRKC (2.40%). In terms of maximum drawdown, BRKC dropped -7.59% vs USD's -88.63%.
On 1-year performance, USD leads with 185.84% vs -1.49% for BRKC. On fees, USD is cheaper at 0.95% per year. On volatility, BRKC has been the lower-risk option at 2.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USD has performed better with a 185.84% return vs -1.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USD is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKC.
BRKC has the higher dividend yield at 20.90%, compared with 0.25% for USD.
BRKC is categorized as Derivative Income, while USD is Leveraged Equities. They also come from different issuers: YieldMax and ProShares. Their fees differ too: 0.99% for BRKC and 0.95% for USD.
USD currently has the higher Sharpe Ratio (2.76 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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