BRKW vs. BRKC
BRKW (Roundhill BRKB WeeklyPay ETF) and BRKC (YieldMax BRK.B Option Income Strategy 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
BRKW vs. BRKC - Performance Comparison
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Returns By Period
In the year-to-date period, BRKW achieves a -8.59% return, which is significantly lower than BRKC's -4.34% return.
BRKW
- 1D
- 0.53%
- 1M
- -0.64%
- YTD
- -8.59%
- 6M
- -9.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRKC
- 1D
- 0.39%
- 1M
- -0.26%
- YTD
- -4.34%
- 6M
- -5.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRKW vs. BRKC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | -8.59% | 2.09% |
BRKC YieldMax BRK.B Option Income Strategy ETF | -4.34% | 0.83% |
Correlation
The correlation between BRKW and BRKC 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
BRKW vs. BRKC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and YieldMax BRK.B Option Income Strategy ETF (BRKC). 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
| BRKW | BRKC | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | -0.28 | -0.13 |
Drawdowns
BRKW vs. BRKC - Drawdown Comparison
The maximum BRKW drawdown since its inception was -12.64%, which is greater than BRKC's maximum drawdown of -7.59%. Use the drawdown chart below to compare losses from any high point for BRKW and BRKC.
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Drawdown Indicators
| BRKW | BRKC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -7.59% | -5.05% |
Current DrawdownCurrent decline from peak | -11.51% | -6.26% | -5.25% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -3.11% | -2.21% |
Volatility
BRKW vs. BRKC - Volatility Comparison
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Volatility by Period
| BRKW | BRKC | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 12.69% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 12.69% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 12.69% | +4.55% |
BRKW vs. BRKC - Expense Ratio Comparison
Both BRKW and BRKC have an expense ratio of 0.99%.
Dividends
BRKW vs. BRKC - Dividend Comparison
BRKW's dividend yield for the trailing twelve months is around 25.42%, more than BRKC's 20.30% yield.
| Position | TTM | 2025 |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | 20.30% | 10.81% |
BRKW Roundhill BRKB WeeklyPay ETF | 25.42% | 14.45% |
Frequently Asked Questions
With a correlation of 0.92, BRKW and BRKC 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.
BRKW and BRKC have the same expense ratio: 0.99% per year.
BRKW has the higher dividend yield at 25.42%, compared with 20.30% for BRKC.
They also come from different issuers: Roundhill and YieldMax.
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