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 -15.16% vs 5.51% for BRKW. Their -0.19 correlation means they have often moved in opposite directions in the past. 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 3.71% return, which is significantly higher than BRKW's -0.25% return.
SCC
- 1D
- -6.23%
- 1M
- 1.57%
- 6M
- 6.70%
- YTD
- 3.71%
- 1Y
- -15.16%
- 3Y*
- -20.88%
- 5Y*
- -14.68%
- 10Y*
- -24.58%
- ALL TIME*
- -25.78%
BRKW
- 1D
- 0.14%
- 1M
- 0.52%
- 6M
- 5.39%
- YTD
- -0.25%
- 1Y
- 5.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $150.77K | $150.96K | $130.23K | |
| $353.66K | $227.58K | $240.11K |
SCC vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.71% | -22.39% |
BRKW Roundhill BRKB WeeklyPay ETF | -0.25% | 1.85% |
Correlation
The correlation between SCC and BRKW is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 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.
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 | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.07 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.41 | -0.84 |
| Martin ratioReturn relative to average drawdown | -0.65 | 0.81 | -1.46 |
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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 | -25.54% | -12.64% | -12.90% |
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 | -95.14% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -3.43% | -96.47% |
Average DrawdownAverage peak-to-trough decline | -86.05% | -5.52% | -80.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.80% | 6.41% | +10.39% |
Volatility
SCC vs. BRKW - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 13.88% compared to Roundhill BRKB WeeklyPay ETF (BRKW) at 5.28%. 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 | 13.88% | 5.28% | +8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 30.01% | 13.34% | +16.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.04% | 17.55% | +21.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.54% | 17.32% | +27.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 17.32% | +22.35% |
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 3.46%, less than BRKW's 22.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 22.89% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 3.46% | 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 -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (13.88%) compared to BRKW (5.28%). In terms of maximum drawdown, SCC dropped -99.92% vs BRKW's -12.64%.
On 1-year performance, BRKW leads with 5.51% vs -15.16% for SCC. On fees, SCC is cheaper at 0.95% per year. On volatility, BRKW has been the lower-risk option at 5.28%. 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 5.51% return vs -15.16%. 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 22.89%, compared with 3.46% 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 (0.30 vs -0.28), 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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