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BRKW vs. HOOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRKW vs. HOOX - Performance Comparison

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

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BRKW vs. HOOX - Yearly Performance Comparison


2026 (YTD)2025
BRKW
Roundhill BRKB WeeklyPay ETF
-6.49%2.09%
HOOX
Defiance Daily Target 2X Long HOOD ETF
-68.18%48.86%

Returns By Period

In the year-to-date period, BRKW achieves a -6.49% return, which is significantly higher than HOOX's -68.18% return.


BRKW

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

HOOX

1D
1.55%
1M
-25.01%
YTD
-68.18%
6M
-82.51%
1Y
38.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRKW vs. HOOX - Expense Ratio Comparison

BRKW has a 0.99% expense ratio, which is lower than HOOX's 1.31% expense ratio.


Return for Risk

BRKW vs. HOOX — Risk / Return Rank

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

BRKW

HOOX
HOOX Risk / Return Rank: 3131
Overall Rank
HOOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HOOX Sortino Ratio Rank: 5353
Sortino Ratio Rank
HOOX Omega Ratio Rank: 4242
Omega Ratio Rank
HOOX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HOOX Martin Ratio Rank: 1919
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. HOOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and Defiance Daily Target 2X Long HOOD ETF (HOOX). 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. HOOX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRKWHOOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.21

-0.53

Correlation

The correlation between BRKW and HOOX is -0.12. 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. HOOX - Dividend Comparison

BRKW's dividend yield for the trailing twelve months is around 20.90%, less than HOOX's 44.38% yield.


Drawdowns

BRKW vs. HOOX - Drawdown Comparison

The maximum BRKW drawdown since its inception was -11.86%, smaller than the maximum HOOX drawdown of -87.11%. Use the drawdown chart below to compare losses from any high point for BRKW and HOOX.


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Drawdown Indicators


BRKWHOOXDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-87.11%

+75.25%

Max Drawdown (1Y)

Largest decline over 1 year

-87.11%

Current Drawdown

Current decline from peak

-9.47%

-85.27%

+75.80%

Average Drawdown

Average peak-to-trough decline

-4.29%

-30.07%

+25.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.54%

Volatility

BRKW vs. HOOX - Volatility Comparison


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Volatility by Period


BRKWHOOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.82%

Volatility (6M)

Calculated over the trailing 6-month period

101.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

142.51%

-124.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

142.54%

-124.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

142.54%

-124.64%