SZK vs. BRKW
SZK (ProShares UltraShort Consumer Goods) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - SZK is a Leveraged Equities fund tracking the Dow Jones U.S. Consumer Goods Index (-200%), while BRKW is a Derivative Income fund actively managed by Roundhill. SZK is passively managed, while BRKW is actively managed. Over the past year, SZK returned -11.75% vs 9.88% for BRKW. Their -0.33 correlation means they have often moved in opposite directions in the past. SZK charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
SZK vs. BRKW - Performance Comparison
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Returns By Period
In the year-to-date period, SZK achieves a -18.22% return, which is significantly lower than BRKW's 1.68% return.
SZK
- 1D
- -0.26%
- 1M
- -3.10%
- 6M
- 2.45%
- YTD
- -18.22%
- 1Y
- -11.75%
- 3Y*
- -6.63%
- 5Y*
- -4.12%
- 10Y*
- -16.27%
- ALL TIME*
- -19.52%
BRKW
- 1D
- 0.40%
- 1M
- 2.66%
- 6M
- 1.77%
- YTD
- 1.68%
- 1Y
- 9.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $155.70K | $156.17K | $128.65K | |
| $56.40K | $61.28K | $43.80K |
SZK vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SZK ProShares UltraShort Consumer Goods | -18.22% | 8.23% |
BRKW Roundhill BRKB WeeklyPay ETF | 1.68% | 1.85% |
Correlation
The correlation between SZK and BRKW is -0.33, 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. | -0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | -0.33 |
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Return for Risk
SZK vs. BRKW — Risk / Return Rank
SZK
BRKW
SZK vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) 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.
| SZK | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.11 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.79 | -1.19 |
| Martin ratioReturn relative to average drawdown | -0.77 | 1.55 | -2.31 |
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Drawdowns
SZK vs. BRKW - Drawdown Comparison
The maximum SZK drawdown since its inception was -99.40%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for SZK and BRKW.
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Drawdown Indicators
| SZK | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -12.64% | -86.76% |
Max Drawdown (1Y)Largest decline over 1 year | -29.26% | -12.64% | -16.62% |
Max Drawdown (3Y)Largest decline over 3 years | -41.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.78% | — | — |
Current DrawdownCurrent decline from peak | -99.31% | -1.56% | -97.75% |
Average DrawdownAverage peak-to-trough decline | -82.13% | -5.48% | -76.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.39% | 6.40% | +8.99% |
Volatility
SZK vs. BRKW - Volatility Comparison
ProShares UltraShort Consumer Goods (SZK) has a higher volatility of 11.39% compared to Roundhill BRKB WeeklyPay ETF (BRKW) at 5.19%. This indicates that SZK'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
| SZK | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 5.19% | +6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 22.80% | 13.18% | +9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.20% | 17.21% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.97% | 17.27% | +14.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 17.27% | +16.50% |
SZK vs. BRKW - Expense Ratio Comparison
SZK has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
SZK vs. BRKW - Dividend Comparison
SZK's dividend yield for the trailing twelve months is around 2.81%, less than BRKW's 22.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 22.34% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SZK ProShares UltraShort Consumer Goods | 2.81% | 2.90% | 5.70% | 4.03% | 0.56% | 0.00% | 0.19% | 1.70% | 0.50% |
Frequently Asked Questions
SZK and BRKW have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZK has higher volatility (11.39%) compared to BRKW (5.19%). In terms of maximum drawdown, SZK dropped -99.40% vs BRKW's -12.64%.
On 1-year performance, BRKW leads with 9.88% vs -11.75% for SZK. On fees, SZK is cheaper at 0.95% per year. On volatility, BRKW has been the lower-risk option at 5.19%. 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 9.88% return vs -11.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SZK is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 22.34%, compared with 2.81% for SZK.
SZK 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 SZK and 0.99% for BRKW.
BRKW currently has the higher Sharpe Ratio (0.58 vs -0.42), 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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