BRKW vs. BRKC

Last updated Jun 26, 2026

BRKW (Roundhill BRKB WeeklyPay ETF) and BRKC (YieldMax BRK.B Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, BRKW returned -3.41% vs -1.47% for BRKC. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.99% expense ratio.

Performance

BRKW vs. BRKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BRKB WeeklyPay ETF (BRKW) and YieldMax BRK.B Option Income Strategy ETF (BRKC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRKW achieves a -5.09% return, which is significantly lower than BRKC's -1.60% return.

BRKW

• 1D: -1.72%
• 1M: 0.55%
• YTD: -5.09%
• 6M: -4.87%
• 1Y: -3.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKC

• 1D: -0.78%
• 1M: 1.00%
• YTD: -1.60%
• 6M: -1.32%
• 1Y: -1.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKW vs. BRKC - Yearly Performance Comparison

	2026 (YTD)	2025
BRKW Roundhill BRKB WeeklyPay ETF	-5.09%	1.85%
BRKC YieldMax BRK.B Option Income Strategy ETF	-1.60%	1.11%

Correlation

The correlation between BRKW and BRKC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025	0.92

The correlation between BRKW and BRKC has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

BRKW vs. BRKC — Risk / Return Rank

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

BRKW

BRKW Risk / Return Rank: 7
BRKW Sharpe Ratio Rank: 7
BRKW Sortino Ratio Rank: 7
BRKW Omega Ratio Rank: 7
BRKW Calmar Ratio Rank: 7
BRKW Martin Ratio Rank: 7

BRKC

BRKC Risk / Return Rank: 8
BRKC Sharpe Ratio Rank: 8
BRKC Sortino Ratio Rank: 7
BRKC Omega Ratio Rank: 7
BRKC Calmar Ratio Rank: 8
BRKC Martin Ratio Rank: 7

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.

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.

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.

	BRKW	BRKC	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	-0.12	-0.08
Sortino ratio: Return per unit of downside risk	-0.16	-0.08	-0.08
Omega ratio: Gain probability vs. loss probability	0.98	0.99	-0.01
Calmar ratio: Return relative to maximum drawdown	-0.27	-0.19	-0.08
Martin ratio: Return relative to average drawdown	-0.54	-0.40	-0.15

BRKW vs. BRKC - Sharpe Ratio Comparison

The current BRKW Sharpe Ratio is -0.20, which is lower than the BRKC Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BRKW and BRKC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	BRKW	BRKC	Difference
Max Drawdown Largest peak-to-trough decline	-12.64%	-7.59%	-5.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-7.59%	-5.05%
Current Drawdown Current decline from peak	-8.12%	-3.58%	-4.54%
Average Drawdown Average peak-to-trough decline	-5.47%	-3.15%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.27%	3.69%	+2.58%

Volatility

BRKW vs. BRKC - Volatility Comparison

Roundhill BRKB WeeklyPay ETF (BRKW) has a higher volatility of 4.69% compared to YieldMax BRK.B Option Income Strategy ETF (BRKC) at 2.55%. This indicates that BRKW's price experiences larger fluctuations and is considered to be riskier than BRKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRKW	BRKC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	2.55%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	9.67%	+3.08%
Volatility (1Y) Calculated over the trailing 1-year period	17.21%	12.57%	+4.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.16%	12.46%	+4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	12.46%	+4.70%

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 25.75%, more than BRKC's 21.49% yield.

Position	TTM	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	21.49%	10.81%
BRKW Roundhill BRKB WeeklyPay ETF	25.75%	14.45%

Frequently Asked Questions

Can I hold both BRKW and BRKC in my portfolio?

With a correlation of 0.93, 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.

Which is riskier, BRKW or BRKC?

BRKW has higher volatility (4.69%) compared to BRKC (2.55%). In terms of maximum drawdown, BRKW dropped -12.64% vs BRKC's -7.59%.

Which ETF is better, BRKW or BRKC?

On 1-year performance, BRKC leads with -1.47% vs -3.41% for BRKW. Both ETFs have the same 0.99% expense ratio. On volatility, BRKC has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRKW or BRKC?

Over the 1-year period, BRKC has performed better with a -1.47% return vs -3.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRKW or BRKC?

BRKW and BRKC have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, BRKW or BRKC?

BRKW has the higher dividend yield at 25.75%, compared with 21.49% for BRKC.

What is the main difference between BRKW and BRKC?

They also come from different issuers: Roundhill and YieldMax.

Which has better risk-adjusted returns?

BRKC currently has the higher Sharpe Ratio (-0.12 vs -0.20), 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.