TARK vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about Tradr 2X Long Innovation ETF (TARK) and Roundhill BRKB WeeklyPay ETF (BRKW).

TARK and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TARK is an actively managed fund by AXS. It was launched on Apr 28, 2022. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

TARK vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Innovation ETF (TARK) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

TARK vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
TARK Tradr 2X Long Innovation ETF	-25.67%	20.55%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, TARK achieves a -25.67% return, which is significantly lower than BRKW's -6.49% return.

TARK

• 1D: 2.39%
• 1M: -16.90%
• YTD: -25.67%
• 6M: -44.98%
• 1Y: 59.91%
• 3Y*: 12.64%
• 5Y*: —
• 10Y*: —

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TARK vs. BRKW - Expense Ratio Comparison

TARK has a 1.15% expense ratio, which is higher than BRKW's 0.99% expense ratio.

TARK

Tradr 2X Long Innovation ETF

BRKW

Roundhill BRKB WeeklyPay ETF

Return for Risk

TARK vs. BRKW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TARK

TARK Risk / Return Rank: 40
TARK Sharpe Ratio Rank: 36
TARK Sortino Ratio Rank: 56
TARK Omega Ratio Rank: 44
TARK Calmar Ratio Rank: 38
TARK Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TARK vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Innovation ETF (TARK) 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.

	TARK	BRKW	Difference
Sharpe ratio Return per unit of total volatility	0.71	—	—
Sortino ratio Return per unit of downside risk	1.51	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.05	—	—
Martin ratio Return relative to average drawdown	2.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TARK	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	-0.32	+0.18

Correlation

The correlation between TARK and BRKW is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TARK vs. BRKW - Dividend Comparison

TARK's dividend yield for the trailing twelve months is around 40.35%, more than BRKW's 20.90% yield.

	TTM	2025	2024
TARK Tradr 2X Long Innovation ETF	40.35%	30.00%	0.59%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%	0.00%

Drawdowns

TARK vs. BRKW - Drawdown Comparison

The maximum TARK drawdown since its inception was -77.82%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for TARK and BRKW.

Drawdown Indicators

	TARK	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-77.82%	-11.86%	-65.96%
Max Drawdown (1Y) Largest decline over 1 year	-57.57%	—	—
Current Drawdown Current decline from peak	-51.09%	-9.47%	-41.62%
Average Drawdown Average peak-to-trough decline	-51.46%	-4.29%	-47.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.59%	—	—

Volatility

Volatility by Period

	TARK	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	54.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	84.33%	17.90%	+66.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.51%	17.90%	+73.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.51%	17.90%	+73.61%