BRKU vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about Direxion Daily BRKB Bull 2X Shares (BRKU) and Roundhill BRKB WeeklyPay ETF (BRKW).

BRKU and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRKU is an actively managed fund by Direxion. It was launched on Dec 11, 2024. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

BRKU vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily BRKB Bull 2X Shares (BRKU) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

BRKU vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
BRKU Direxion Daily BRKB Bull 2X Shares	-12.18%	0.63%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, BRKU achieves a -12.18% return, which is significantly lower than BRKW's -6.49% return.

BRKU

• 1D: -0.28%
• 1M: -2.22%
• YTD: -12.18%
• 6M: -13.32%
• 1Y: -29.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKU vs. BRKW - Expense Ratio Comparison

BRKU has a 0.97% expense ratio, which is lower than BRKW's 0.99% expense ratio.

BRKW

Roundhill BRKB WeeklyPay ETF

BRKU

Direxion Daily BRKB Bull 2X Shares

Return for Risk

BRKU vs. BRKW — Risk / Return Rank

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

BRKU

BRKU Risk / Return Rank: 1
BRKU Sharpe Ratio Rank: 1
BRKU Sortino Ratio Rank: 2
BRKU Omega Ratio Rank: 1
BRKU Calmar Ratio Rank: 1
BRKU Martin Ratio Rank: 2

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.

BRKU vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BRKB Bull 2X Shares (BRKU) 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.

	BRKU	BRKW	Difference
Sharpe ratio Return per unit of total volatility	-0.84	—	—
Sortino ratio Return per unit of downside risk	-1.04	—	—
Omega ratio Gain probability vs. loss probability	0.86	—	—
Calmar ratio Return relative to maximum drawdown	-0.88	—	—
Martin ratio Return relative to average drawdown	-1.35	—	—
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

	BRKU	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	-0.32	+0.10

Correlation

The correlation between BRKU and BRKW is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BRKU vs. BRKW - Dividend Comparison

BRKU's dividend yield for the trailing twelve months is around 2.90%, less than BRKW's 20.90% yield.

	TTM	2025
BRKU Direxion Daily BRKB Bull 2X Shares	2.90%	2.44%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%

Drawdowns

BRKU vs. BRKW - Drawdown Comparison

The maximum BRKU drawdown since its inception was -33.97%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for BRKU and BRKW.

Drawdown Indicators

	BRKU	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-33.97%	-11.86%	-22.11%
Max Drawdown (1Y) Largest decline over 1 year	-33.97%	—	—
Current Drawdown Current decline from peak	-31.09%	-9.47%	-21.62%
Average Drawdown Average peak-to-trough decline	-17.10%	-4.29%	-12.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.25%	—	—

Volatility

Volatility by Period

	BRKU	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.55%	17.90%	+17.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.68%	17.90%	+17.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.68%	17.90%	+17.78%