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OZEM vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OZEM vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Glp-1 & Weight Loss ETF (OZEM) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OZEM achieves a -11.95% return, which is significantly lower than PBPH's -1.13% return.


OZEM

1D
-0.73%
1M
-4.02%
YTD
-11.95%
6M
-5.58%
1Y
21.16%
3Y*
5Y*
10Y*

PBPH

1D
0.58%
1M
0.07%
YTD
-1.13%
6M
-0.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OZEM vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between OZEM and PBPH is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.73

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Return for Risk

OZEM vs. PBPH — Risk / Return Rank

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

OZEM
OZEM Risk / Return Rank: 2323
Overall Rank
OZEM Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
OZEM Sortino Ratio Rank: 2525
Sortino Ratio Rank
OZEM Omega Ratio Rank: 2424
Omega Ratio Rank
OZEM Calmar Ratio Rank: 2424
Calmar Ratio Rank
OZEM Martin Ratio Rank: 2020
Martin Ratio Rank

PBPH
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.

OZEM vs. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Glp-1 & Weight Loss ETF (OZEM) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


OZEMPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

2.30

OZEM vs. PBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OZEMPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.04

+0.43

Drawdowns

OZEM vs. PBPH - Drawdown Comparison

The maximum OZEM drawdown since its inception was -28.65%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for OZEM and PBPH.


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Drawdown Indicators


OZEMPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-28.65%

-11.10%

-17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-19.16%

Current Drawdown

Current decline from peak

-18.74%

-8.69%

-10.05%

Average Drawdown

Average peak-to-trough decline

-8.90%

-4.23%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

Volatility

OZEM vs. PBPH - Volatility Comparison


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Volatility by Period


OZEMPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

Volatility (1Y)

Calculated over the trailing 1-year period

24.46%

16.78%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.04%

16.78%

+8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

16.78%

+8.26%

OZEM vs. PBPH - Expense Ratio Comparison

OZEM has a 0.59% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

OZEM vs. PBPH - Dividend Comparison

OZEM's dividend yield for the trailing twelve months is around 1.36%, more than PBPH's 0.09% yield.


Frequently Asked Questions


OZEM and PBPH have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.59% for OZEM.

OZEM has the higher dividend yield at 1.36%, compared with 0.09% for PBPH.

They also come from different issuers: Roundhill and Portfolio Building Block. Their fees differ too: 0.59% for OZEM and 0.13% for PBPH.

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