PSCH vs. UNHW
PSCH (Invesco S&P SmallCap Health Care ETF) and UNHW (Roundhill UNH WeeklyPay ETF) are both exchange-traded funds - PSCH is a Health & Biotech Equities fund tracking the S&P SmallCap 600 Health Care Index, while UNHW is a Leveraged Equities fund actively managed by Roundhill. PSCH is passively managed, while UNHW is actively managed. Their 0.40 correlation means their historical movements had little consistent relationship. PSCH charges 0.29%/yr vs 0.99%/yr for UNHW.
Performance
PSCH vs. UNHW - Performance Comparison
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Returns By Period
In the year-to-date period, PSCH achieves a 21.97% return, which is significantly lower than UNHW's 28.89% return.
PSCH
- 1D
- 0.65%
- 1M
- -0.09%
- 6M
- 20.27%
- YTD
- 21.97%
- 1Y
- 41.37%
- 3Y*
- 7.41%
- 5Y*
- -2.71%
- 10Y*
- 8.26%
- ALL TIME*
- 12.50%
UNHW
- 1D
- 0.09%
- 1M
- -2.71%
- 6M
- 54.46%
- YTD
- 28.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.89M | $1.58M | $1.08M | |
| $423.60K | $609.21K | $366.99K |
PSCH vs. UNHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSCH Invesco S&P SmallCap Health Care ETF | 21.97% | -2.01% |
UNHW Roundhill UNH WeeklyPay ETF | 28.89% | 1.54% |
Correlation
The correlation between PSCH and UNHW is 0.40, 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 | 0.40 |
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Return for Risk
PSCH vs. UNHW — Risk / Return Rank
PSCH
UNHW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PSCH vs. UNHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Health Care ETF (PSCH) 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.
| PSCH | UNHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | — | — |
| Martin ratioReturn relative to average drawdown | 8.67 | — | — |
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Drawdowns
PSCH vs. UNHW - Drawdown Comparison
The maximum PSCH drawdown since its inception was -46.32%, which is greater than UNHW's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for PSCH and UNHW.
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Drawdown Indicators
| PSCH | UNHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.32% | -32.28% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.32% | — | — |
Current DrawdownCurrent decline from peak | -16.84% | -5.84% | -11.00% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -9.80% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | — | — |
Volatility
PSCH vs. UNHW - Volatility Comparison
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Volatility by Period
| PSCH | UNHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 46.31% | -26.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.95% | 46.31% | -23.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.64% | 46.31% | -22.67% |
PSCH vs. UNHW - Expense Ratio Comparison
PSCH has a 0.29% expense ratio, which is lower than UNHW's 0.99% expense ratio.
Dividends
PSCH vs. UNHW - Dividend Comparison
PSCH's dividend yield for the trailing twelve months is around 0.01%, less than UNHW's 22.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PSCH Invesco S&P SmallCap Health Care ETF | 0.01% | 0.04% | 0.27% | 0.01% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% |
UNHW Roundhill UNH WeeklyPay ETF | 22.57% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSCH and UNHW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSCH is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSCH is cheaper with a 0.29% expense ratio, compared with 0.99% for UNHW.
UNHW has the higher dividend yield at 22.57%, compared with 0.01% for PSCH.
PSCH is categorized as Health & Biotech Equities, while UNHW is Leveraged Equities. They also come from different issuers: Invesco and Roundhill. Their fees differ too: 0.29% for PSCH and 0.99% for UNHW.
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