DUG vs. BRKW
DUG (ProShares UltraShort Oil & Gas) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - DUG is a Leveraged Equities fund tracking the DJ Global United States (All) / Oil & Gas -IND (-200%), while BRKW is a Derivative Income fund actively managed by Roundhill. DUG is passively managed, while BRKW is actively managed. Over the past year, DUG returned -52.73% vs 5.51% for BRKW. Their -0.00 correlation means they have often moved in opposite directions in the past. DUG charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
DUG vs. BRKW - Performance Comparison
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Returns By Period
In the year-to-date period, DUG achieves a -47.25% return, which is significantly lower than BRKW's -0.25% return.
DUG
- 1D
- -1.85%
- 1M
- -20.41%
- 6M
- -30.77%
- YTD
- -47.25%
- 1Y
- -52.73%
- 3Y*
- -25.03%
- 5Y*
- -40.83%
- 10Y*
- -32.74%
- ALL TIME*
- -30.09%
BRKW
- 1D
- 0.14%
- 1M
- 0.52%
- 6M
- 5.39%
- YTD
- -0.25%
- 1Y
- 5.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $150.77K | $150.96K | $130.23K | |
| $1.33M | $1.11M | $2.13M |
DUG vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DUG ProShares UltraShort Oil & Gas | -47.25% | -5.31% |
BRKW Roundhill BRKB WeeklyPay ETF | -0.25% | 1.85% |
Correlation
The correlation between DUG and BRKW is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | -0.00 |
DUG vs. BRKW - Sectors Allocation Comparison
Sectors
DUG
BRKW
Financial Services
Basic Materials
-
-
Communication Services
-
-
Consumer Cyclical
-
-
Consumer Defensive
-
-
Energy
-
-
Healthcare
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
-
Utilities
-
-
Financial Services
DUG
BRKW
Basic Materials
DUG
-
BRKW
-
Communication Services
DUG
-
BRKW
-
Consumer Cyclical
DUG
-
BRKW
-
Consumer Defensive
DUG
-
BRKW
-
Energy
DUG
-
BRKW
-
Healthcare
DUG
-
BRKW
-
Industrials
DUG
-
BRKW
-
Real Estate
DUG
-
BRKW
-
Technology
DUG
-
BRKW
-
Utilities
DUG
-
BRKW
-
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Return for Risk
DUG vs. BRKW — Risk / Return Rank
DUG
BRKW
DUG vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Oil & Gas (DUG) 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.
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.
| DUG | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.07 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 0.41 | -1.31 |
| Martin ratioReturn relative to average drawdown | -1.43 | 0.81 | -2.24 |
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Drawdowns
DUG vs. BRKW - Drawdown Comparison
The maximum DUG drawdown since its inception was -99.92%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for DUG and BRKW.
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Drawdown Indicators
| DUG | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -12.64% | -87.28% |
Max Drawdown (1Y)Largest decline over 1 year | -57.00% | -12.64% | -44.36% |
Max Drawdown (3Y)Largest decline over 3 years | -65.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -94.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.46% | — | — |
Current DrawdownCurrent decline from peak | -99.92% | -3.43% | -96.49% |
Average DrawdownAverage peak-to-trough decline | -89.04% | -5.52% | -83.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.55% | 6.41% | +29.14% |
Volatility
DUG vs. BRKW - Volatility Comparison
ProShares UltraShort Oil & Gas (DUG) has a higher volatility of 12.01% compared to Roundhill BRKB WeeklyPay ETF (BRKW) at 5.28%. This indicates that DUG's price experiences larger fluctuations and is considered to be riskier than BRKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUG | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.01% | 5.28% | +6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 33.36% | 13.34% | +20.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.16% | 17.55% | +24.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.13% | 17.32% | +33.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.79% | 17.32% | +41.47% |
DUG vs. BRKW - Expense Ratio Comparison
DUG has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
DUG vs. BRKW - Dividend Comparison
DUG's dividend yield for the trailing twelve months is around 4.54%, less than BRKW's 22.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 22.89% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DUG ProShares UltraShort Oil & Gas | 4.54% | 3.21% | 5.66% | 4.16% | 0.28% | 0.00% | 0.10% | 0.56% | 0.29% |
Frequently Asked Questions
DUG and BRKW have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUG has higher volatility (12.01%) compared to BRKW (5.28%). In terms of maximum drawdown, DUG dropped -99.92% vs BRKW's -12.64%.
On 1-year performance, BRKW leads with 5.51% vs -52.73% for DUG. On fees, DUG is cheaper at 0.95% per year. On volatility, BRKW has been the lower-risk option at 5.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BRKW has performed better with a 5.51% return vs -52.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DUG is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 22.89%, compared with 4.54% for DUG.
DUG is categorized as Leveraged Equities, while BRKW is Derivative Income. They also come from different issuers: ProShares and Roundhill. Their fees differ too: 0.95% for DUG and 0.99% for BRKW.
BRKW currently has the higher Sharpe Ratio (0.30 vs -1.21), 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.
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