SCC vs. BRKW
SCC (ProShares UltraShort Consumer Services) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - SCC is a Leveraged Equities fund tracking the DJ Global United States (All) / Consumer Services -IND (-200%), while BRKW is a Derivative Income fund actively managed by Roundhill. SCC is passively managed, while BRKW is actively managed. Over the past year, SCC returned -12.48% vs -2.44% for BRKW. At a correlation of -0.18, they often move in opposite directions. SCC charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
SCC vs. BRKW - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 8.21% return, which is significantly higher than BRKW's -3.91% return.
SCC
- 1D
- 2.43%
- 1M
- 8.97%
- YTD
- 8.21%
- 6M
- 13.36%
- 1Y
- -12.48%
- 3Y*
- -21.64%
- 5Y*
- -14.17%
- 10Y*
- -24.95%
BRKW
- 1D
- 1.29%
- 1M
- 1.43%
- YTD
- -3.91%
- 6M
- -3.53%
- 1Y
- -2.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCC vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -22.39% |
BRKW Roundhill BRKB WeeklyPay ETF | -3.91% | 1.85% |
Correlation
The correlation between SCC and BRKW is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | -0.18 |
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Return for Risk
SCC vs. BRKW — Risk / Return Rank
SCC
BRKW
SCC vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
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.
| SCC | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.99 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.19 | -0.28 |
| Martin ratioReturn relative to average drawdown | -0.72 | -0.39 | -0.34 |
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Drawdowns
SCC vs. BRKW - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for SCC and BRKW.
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Drawdown Indicators
| SCC | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -12.64% | -87.28% |
Max Drawdown (1Y)Largest decline over 1 year | -26.45% | -12.64% | -13.81% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -6.97% | -92.93% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -5.45% | -80.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 6.35% | +10.95% |
Volatility
SCC vs. BRKW - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 12.97% compared to Roundhill BRKB WeeklyPay ETF (BRKW) at 4.52%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than BRKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 4.52% | +8.45% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 12.76% | +15.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 17.21% | +19.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 17.14% | +27.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 17.14% | +22.53% |
SCC vs. BRKW - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
SCC vs. BRKW - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.35%, less than BRKW's 25.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 25.43% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 4.35% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
Frequently Asked Questions
SCC and BRKW have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (12.97%) compared to BRKW (4.52%). In terms of maximum drawdown, SCC dropped -99.92% vs BRKW's -12.64%.
On 1-year performance, BRKW leads with -2.44% vs -12.48% for SCC. On fees, SCC is cheaper at 0.95% per year. On volatility, BRKW has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BRKW has performed better with a -2.44% return vs -12.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 25.43%, compared with 4.35% for SCC.
SCC 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 SCC and 0.99% for BRKW.
BRKW currently has the higher Sharpe Ratio (-0.14 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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