SIJ vs. BRKW
SIJ (ProShares UltraShort Industrials) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - SIJ is a Leveraged Equities fund tracking the DJ Global United States (All) / Industrials -IND (-200%), while BRKW is a Derivative Income fund actively managed by Roundhill. SIJ is passively managed, while BRKW is actively managed. Over the past year, SIJ returned -32.13% vs 0.71% for BRKW. At a correlation of -0.20, they often move in opposite directions. SIJ charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
SIJ vs. BRKW - Performance Comparison
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Returns By Period
In the year-to-date period, SIJ achieves a -28.55% return, which is significantly lower than BRKW's -3.93% return.
SIJ
- 1D
- -1.30%
- 1M
- -6.93%
- 6M
- -21.99%
- YTD
- -28.55%
- 1Y
- -32.13%
- 3Y*
- -28.25%
- 5Y*
- -19.80%
- 10Y*
- -27.81%
BRKW
- 1D
- -0.20%
- 1M
- 1.01%
- 6M
- -3.07%
- YTD
- -3.93%
- 1Y
- 0.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIJ vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIJ ProShares UltraShort Industrials | -28.55% | -14.37% |
BRKW Roundhill BRKB WeeklyPay ETF | -3.93% | 1.85% |
Correlation
The correlation between SIJ 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 (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | -0.20 |
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Return for Risk
SIJ vs. BRKW — Risk / Return Rank
SIJ
BRKW
SIJ vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Industrials (SIJ) 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.
| SIJ | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.02 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 0.00 | -0.85 |
| Martin ratioReturn relative to average drawdown | -1.64 | 0.01 | -1.65 |
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Drawdowns
SIJ vs. BRKW - Drawdown Comparison
The maximum SIJ drawdown since its inception was -99.93%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for SIJ and BRKW.
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Drawdown Indicators
| SIJ | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -12.64% | -87.29% |
Max Drawdown (1Y)Largest decline over 1 year | -37.53% | -12.64% | -24.89% |
Max Drawdown (3Y)Largest decline over 3 years | -72.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -78.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -96.42% | — | — |
Current DrawdownCurrent decline from peak | -99.93% | -7.00% | -92.93% |
Average DrawdownAverage peak-to-trough decline | -86.79% | -5.47% | -81.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.35% | 6.26% | +13.09% |
Volatility
SIJ vs. BRKW - Volatility Comparison
ProShares UltraShort Industrials (SIJ) has a higher volatility of 13.89% compared to Roundhill BRKB WeeklyPay ETF (BRKW) at 5.18%. This indicates that SIJ'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
| SIJ | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.89% | 5.18% | +8.71% |
Volatility (6M)Calculated over the trailing 6-month period | 28.40% | 13.20% | +15.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.95% | 17.23% | +16.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.22% | 17.28% | +18.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.65% | 17.28% | +22.37% |
SIJ vs. BRKW - Expense Ratio Comparison
SIJ has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
SIJ vs. BRKW - Dividend Comparison
SIJ's dividend yield for the trailing twelve months is around 4.93%, less than BRKW's 25.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 25.20% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIJ ProShares UltraShort Industrials | 4.93% | 5.38% | 5.99% | 4.90% | 0.00% | 0.00% | 0.00% | 1.49% | 0.39% |
Frequently Asked Questions
SIJ 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.
SIJ has higher volatility (13.89%) compared to BRKW (5.18%). In terms of maximum drawdown, SIJ dropped -99.93% vs BRKW's -12.64%.
On 1-year performance, BRKW leads with 0.71% vs -32.13% for SIJ. On fees, SIJ is cheaper at 0.95% per year. On volatility, BRKW has been the lower-risk option at 5.18%. 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 0.71% return vs -32.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SIJ is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 25.20%, compared with 4.93% for SIJ.
SIJ 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 SIJ and 0.99% for BRKW.
BRKW currently has the higher Sharpe Ratio (0.00 vs -0.94), 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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