REW vs. BRKW
REW (ProShares UltraShort Technology) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - REW is a Leveraged Equities fund tracking the Dow Jones U.S. Technology Index (-200%), while BRKW is a Derivative Income fund actively managed by Roundhill. REW is passively managed, while BRKW is actively managed. At a 0.15 correlation, their price movements are largely independent. REW charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
REW vs. BRKW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, REW achieves a -46.84% return, which is significantly lower than BRKW's -6.96% return.
REW
- 1D
- 3.10%
- 1M
- -27.36%
- YTD
- -46.84%
- 6M
- -45.91%
- 1Y
- -64.13%
- 3Y*
- -46.81%
- 5Y*
- -39.85%
- 10Y*
- -44.91%
BRKW
- 1D
- 0.87%
- 1M
- 3.11%
- YTD
- -6.96%
- 6M
- -7.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
REW vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
REW ProShares UltraShort Technology | -46.84% | -29.98% |
BRKW Roundhill BRKB WeeklyPay ETF | -6.96% | 2.09% |
Correlation
The correlation between REW and BRKW is 0.15, 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 Jun 20, 2025 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
REW vs. BRKW — Risk / Return Rank
REW
BRKW
REW vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Technology (REW) 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.
| REW | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.70 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | — | — |
| Martin ratioReturn relative to average drawdown | -1.95 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| REW | BRKW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.52 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.77 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.79 | -0.30 | -0.48 |
Drawdowns
REW vs. BRKW - Drawdown Comparison
The maximum REW drawdown since its inception was -99.99%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for REW and BRKW.
Loading charts...
Drawdown Indicators
| REW | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -12.64% | -87.35% |
Max Drawdown (1Y)Largest decline over 1 year | -66.25% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -86.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -93.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.79% | — | — |
Current DrawdownCurrent decline from peak | -99.99% | -9.92% | -90.07% |
Average DrawdownAverage peak-to-trough decline | -86.88% | -5.36% | -81.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.85% | — | — |
Volatility
REW vs. BRKW - Volatility Comparison
Loading charts...
Volatility by Period
| REW | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.34% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 34.28% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.16% | 17.22% | +24.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.63% | 17.22% | +34.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.84% | 17.22% | +31.62% |
REW vs. BRKW - Expense Ratio Comparison
REW has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
REW vs. BRKW - Dividend Comparison
REW's dividend yield for the trailing twelve months is around 10.71%, less than BRKW's 24.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 24.97% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REW ProShares UltraShort Technology | 10.71% | 6.69% | 5.68% | 5.97% | 0.65% | 0.00% | 0.27% | 1.80% | 0.51% |
Frequently Asked Questions
REW and BRKW have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, REW is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
REW is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 24.97%, compared with 10.71% for REW.
REW 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 REW and 0.99% for BRKW.
Find the right allocation for REW and BRKW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer