PBE vs. UNHW
PBE (Invesco Dynamic Biotechnology & Genome ETF) and UNHW (Roundhill UNH WeeklyPay ETF) are both exchange-traded funds - PBE is a Health & Biotech Equities fund tracking the Dynamic Biotech & Genome Intellidex Index (AMEX), while UNHW is a Leveraged Equities fund actively managed by Roundhill. PBE is passively managed, while UNHW is actively managed. Their 0.32 correlation means their historical movements had little consistent relationship. PBE charges 0.59%/yr vs 0.99%/yr for UNHW.
Performance
PBE vs. UNHW - Performance Comparison
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Returns By Period
In the year-to-date period, PBE achieves a 10.26% return, which is significantly lower than UNHW's 28.78% return.
PBE
- 1D
- -1.64%
- 1M
- -2.64%
- 6M
- 10.64%
- YTD
- 10.26%
- 1Y
- 39.36%
- 3Y*
- 13.77%
- 5Y*
- 3.98%
- 10Y*
- 8.19%
- ALL TIME*
- 9.16%
UNHW
- 1D
- -2.01%
- 1M
- -2.79%
- 6M
- 53.98%
- YTD
- 28.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $494.21K | $657.50K | $547.45K | |
| $422.89K | $606.85K | $362.14K |
PBE vs. UNHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PBE Invesco Dynamic Biotechnology & Genome ETF | 10.26% | 1.29% |
UNHW Roundhill UNH WeeklyPay ETF | 28.78% | 1.54% |
Correlation
The correlation between PBE and UNHW is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.32 |
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Return for Risk
PBE vs. UNHW — Risk / Return Rank
PBE
UNHW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PBE vs. UNHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Biotechnology & Genome ETF (PBE) 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.
| PBE | UNHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | — | — |
| Martin ratioReturn relative to average drawdown | 9.57 | — | — |
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Drawdowns
PBE vs. UNHW - Drawdown Comparison
The maximum PBE drawdown since its inception was -45.69%, which is greater than UNHW's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for PBE and UNHW.
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Drawdown Indicators
| PBE | UNHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.69% | -32.28% | -13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.84% | — | — |
Current DrawdownCurrent decline from peak | -3.83% | -5.92% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -16.13% | -9.82% | -6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | — | — |
Volatility
PBE vs. UNHW - Volatility Comparison
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Volatility by Period
| PBE | UNHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 46.45% | -27.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 46.45% | -23.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.73% | 46.45% | -21.72% |
PBE vs. UNHW - Expense Ratio Comparison
PBE has a 0.59% expense ratio, which is lower than UNHW's 0.99% expense ratio.
Dividends
PBE vs. UNHW - Dividend Comparison
PBE's dividend yield for the trailing twelve months is around 1.73%, less than UNHW's 21.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBE Invesco Dynamic Biotechnology & Genome ETF | 1.73% | 1.00% | 0.05% | 0.02% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.57% | 0.38% | 1.12% |
UNHW Roundhill UNH WeeklyPay ETF | 21.91% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PBE and UNHW have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PBE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PBE is cheaper with a 0.59% expense ratio, compared with 0.99% for UNHW.
UNHW has the higher dividend yield at 21.91%, compared with 1.73% for PBE.
PBE is categorized as Health & Biotech Equities, while UNHW is Leveraged Equities. They also come from different issuers: Invesco and Roundhill. Their fees differ too: 0.59% for PBE and 0.99% for UNHW.
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