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BRKW vs. FXP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BRKW vs. FXP

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill BRKB WeeklyPay ETF (BRKW) and ProShares UltraShort FTSE China 50 (FXP).

BRKW and FXP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025. FXP is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-200%). It was launched on Nov 8, 2007.

Performance

BRKW vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BRKB WeeklyPay ETF (BRKW) and ProShares UltraShort FTSE China 50 (FXP). The values are adjusted to include any dividend payments, if applicable.

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BRKW vs. FXP - Yearly Performance Comparison

2026 (YTD)2025
BRKW
Roundhill BRKB WeeklyPay ETF		-6.49%2.09%
FXP
ProShares UltraShort FTSE China 50		13.74%-16.04%

Returns By Period

In the year-to-date period, BRKW achieves a -6.49% return, which is significantly lower than FXP's 13.74% return.

BRKW

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

FXP

1D
1.76%
1M
6.33%
YTD
13.74%
6M
29.26%
1Y
-11.66%
3Y*
-27.25%
5Y*
-16.43%
10Y*
-23.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Roundhill BRKB WeeklyPay ETF

ProShares UltraShort FTSE China 50

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Often compared with FXP:
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BRKW vs. FXP - Expense Ratio Comparison

BRKW has a 0.99% expense ratio, which is higher than FXP's 0.95% expense ratio.

BRKW
Roundhill BRKB WeeklyPay ETF
FXP
ProShares UltraShort FTSE China 50

Return for Risk

BRKW vs. FXP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRKW
FXP
FXP Risk / Return Rank: 99
Overall Rank
FXP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 99
Sortino Ratio Rank
FXP Omega Ratio Rank: 99
Omega Ratio Rank
FXP Calmar Ratio Rank: 99
Calmar Ratio Rank
FXP Martin Ratio Rank: 1010
Martin Ratio Rank
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. FXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and ProShares UltraShort FTSE China 50 (FXP). 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.

BRKW vs. FXP - Sharpe Ratio Comparison

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Sharpe Ratios by Period

BRKWFXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

-0.25

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

-0.26

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

-0.43

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

-0.44

+0.12

Correlation

The correlation between BRKW and FXP is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

BRKW vs. FXP - Dividend Comparison

BRKW's dividend yield for the trailing twelve months is around 20.90%, more than FXP's 4.11% yield.

TTM20252024202320222021202020192018
BRKW
Roundhill BRKB WeeklyPay ETF		20.90%14.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXP
ProShares UltraShort FTSE China 50		4.11%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%

Drawdowns

BRKW vs. FXP - Drawdown Comparison

The maximum BRKW drawdown since its inception was -11.86%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for BRKW and FXP.

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Drawdown Indicators

BRKWFXPDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-99.94%

+88.08%

Max Drawdown (1Y)

Largest decline over 1 year

—

-52.42%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-87.85%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-95.29%

—

Current Drawdown

Current decline from peak

-9.47%

-99.92%

+90.45%

Average Drawdown

Average peak-to-trough decline

-4.29%

-94.10%

+89.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

42.53%

—

Volatility

BRKW vs. FXP - Volatility Comparison

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Volatility by Period

BRKWFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

13.38%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

28.89%

—

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

47.75%

-29.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

63.03%

-45.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

54.95%

-37.05%