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RTXG vs. BRKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RTXG vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long RTX Daily ETF (RTXG) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

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RTXG vs. BRKW - Yearly Performance Comparison


2026 (YTD)2025
RTXG
Leverage Shares 2X Long RTX Daily ETF
8.22%45.76%
BRKW
Roundhill BRKB WeeklyPay ETF
-6.49%2.09%

Returns By Period

In the year-to-date period, RTXG achieves a 8.22% return, which is significantly higher than BRKW's -6.49% return.


RTXG

1D
2.00%
1M
-17.27%
YTD
8.22%
6M
25.60%
1Y
3Y*
5Y*
10Y*

BRKW

1D
-0.03%
1M
-0.58%
YTD
-6.49%
6M
-6.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RTXG vs. BRKW - Expense Ratio Comparison

RTXG has a 0.75% expense ratio, which is lower than BRKW's 0.99% expense ratio.


Return for Risk

RTXG vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long RTX Daily ETF (RTXG) 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.


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

RTXG vs. BRKW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RTXGBRKWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.05

-0.32

+2.37

Correlation

The correlation between RTXG and BRKW is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RTXG vs. BRKW - Dividend Comparison

RTXG's dividend yield for the trailing twelve months is around 5.88%, less than BRKW's 20.90% yield.


Drawdowns

RTXG vs. BRKW - Drawdown Comparison

The maximum RTXG drawdown since its inception was -23.74%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for RTXG and BRKW.


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Drawdown Indicators


RTXGBRKWDifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-11.86%

-11.88%

Current Drawdown

Current decline from peak

-17.27%

-9.47%

-7.80%

Average Drawdown

Average peak-to-trough decline

-4.63%

-4.29%

-0.34%

Volatility

RTXG vs. BRKW - Volatility Comparison


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Volatility by Period


RTXGBRKWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

47.85%

17.90%

+29.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.85%

17.90%

+29.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.85%

17.90%

+29.95%