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. At a correlation of -0.19, 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 3.99% return, which is significantly higher than BRKW's -7.76% return.
SCC
- 1D
- 1.71%
- 1M
- 1.88%
- YTD
- 3.99%
- 6M
- 4.09%
- 1Y
- -15.43%
- 3Y*
- -25.44%
- 5Y*
- -15.79%
- 10Y*
- -25.08%
BRKW
- 1D
- 0.91%
- 1M
- 1.58%
- YTD
- -7.76%
- 6M
- -8.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCC vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -22.45% |
BRKW Roundhill BRKB WeeklyPay ETF | -7.76% | 2.09% |
Correlation
The correlation between SCC and BRKW is -0.19, 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 (All Time) Calculated using the full available price history since Jun 20, 2025 | -0.19 |
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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.
| SCC | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | — | — |
| Martin ratioReturn relative to average drawdown | -0.80 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCC | BRKW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | -0.36 | -0.28 |
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 | -29.02% | — | — |
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% | -10.70% | -89.20% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -5.34% | -80.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | — | — |
Volatility
SCC vs. BRKW - Volatility Comparison
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Volatility by Period
| SCC | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 17.23% | +19.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 17.23% | +26.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 17.23% | +22.29% |
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 4.53%, less than BRKW's 25.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 25.19% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 4.53% | 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 -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCC is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCC is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 25.19%, compared with 4.53% 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.
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