HELX vs. UNHW

Last updated Jul 15, 2026

HELX (Franklin Genomic Advancements ETF) and UNHW (Roundhill UNH WeeklyPay ETF) are both exchange-traded funds - HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton, while UNHW is a Leveraged Equities fund actively managed by Roundhill Investments. Both are actively managed. At a 0.25 correlation, their price movements are largely independent. HELX charges 0.50%/yr vs 0.99%/yr for UNHW.

Performance

HELX vs. UNHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and Roundhill UNH WeeklyPay ETF (UNHW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HELX achieves a 8.78% return, which is significantly lower than UNHW's 32.80% return.

HELX

• 1D: -0.59%
• 1M: 11.40%
• 6M: 5.93%
• YTD: 8.78%
• 1Y: 41.52%
• 3Y*: 9.01%
• 5Y*: -4.09%
• 10Y*: —

UNHW

• 1D: -1.13%
• 1M: 5.22%
• 6M: 31.52%
• YTD: 32.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HELX vs. UNHW - Yearly Performance Comparison

	2026 (YTD)	2025
HELX Franklin Genomic Advancements ETF	8.78%	-2.24%
UNHW Roundhill UNH WeeklyPay ETF	32.80%	1.54%

Correlation

The correlation between HELX and UNHW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025	0.25

HELX vs. UNHW - Sectors Allocation Comparison

Sectors	HELX	UNHW
Healthcare	96.5%	27.9%
Basic Materials	2.4%	-
Technology	1.1%	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HELX vs. UNHW — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 64
HELX Sharpe Ratio Rank: 75
HELX Sortino Ratio Rank: 75
HELX Omega Ratio Rank: 67
HELX Calmar Ratio Rank: 58
HELX Martin Ratio Rank: 45

UNHW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HELX vs. UNHW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Roundhill UNH WeeklyPay ETF (UNHW). 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.

	HELX	UNHW	Difference
Sharpe ratio: Return per unit of total volatility	1.91	—	—
Sortino ratio: Return per unit of downside risk	2.68	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.32	—	—
Martin ratio: Return relative to average drawdown	5.89	—	—

Drawdowns

HELX vs. UNHW - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than UNHW's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for HELX and UNHW.

Drawdown Indicators

	HELX	UNHW	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-32.28%	-26.47%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	—	—
Current Drawdown Current decline from peak	-31.74%	-1.66%	-30.08%
Average Drawdown Average peak-to-trough decline	-34.30%	-10.39%	-23.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.08%	—	—

Volatility

Volatility by Period

	HELX	UNHW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.89%	47.35%	-25.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.10%	47.35%	-23.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.35%	47.35%	-20.00%

HELX vs. UNHW - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is lower than UNHW's 0.99% expense ratio.

Dividends

HELX vs. UNHW - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.36%, less than UNHW's 19.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	0.36%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%
UNHW Roundhill UNH WeeklyPay ETF	19.69%	2.81%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HELX and UNHW in my portfolio?

HELX and UNHW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HELX or UNHW?

On fees, HELX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HELX or UNHW?

HELX is cheaper with a 0.50% expense ratio, compared with 0.99% for UNHW.

Which ETF pays a higher dividend yield, HELX or UNHW?

UNHW has the higher dividend yield at 19.69%, compared with 0.36% for HELX.

What is the main difference between HELX and UNHW?

HELX is categorized as Health & Biotech Equities, while UNHW is Leveraged Equities. They also come from different issuers: Franklin Templeton and Roundhill Investments. Their fees differ too: 0.50% for HELX and 0.99% for UNHW.