TARK vs. BRKW

Last updated Jun 3, 2026

TARK (Tradr 2X Long Innovation ETF) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - TARK is a Leveraged Equities fund actively managed by AXS, while BRKW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. At a correlation of -0.05, they often move in opposite directions. TARK charges 1.15%/yr vs 0.99%/yr for BRKW.

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.

Returns By Period

In the year-to-date period, TARK achieves a -1.67% return, which is significantly higher than BRKW's -8.59% return.

TARK

• 1D: -3.51%
• 1M: 6.42%
• YTD: -1.67%
• 6M: -5.56%
• 1Y: 58.98%
• 3Y*: 22.58%
• 5Y*: —
• 10Y*: —

BRKW

• 1D: 0.53%
• 1M: -0.64%
• YTD: -8.59%
• 6M: -9.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TARK vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
TARK Tradr 2X Long Innovation ETF	-1.67%	20.55%
BRKW Roundhill BRKB WeeklyPay ETF	-8.59%	2.09%

Correlation

The correlation between TARK and BRKW is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025	-0.05

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: 24
TARK Sharpe Ratio Rank: 24
TARK Sortino Ratio Rank: 28
TARK Omega Ratio Rank: 26
TARK Calmar Ratio Rank: 24
TARK Martin Ratio Rank: 19

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	0.83	—	—
Sortino ratio Return per unit of downside risk	1.50	—	—
Omega ratio Gain probability vs. loss probability	1.17	—	—
Calmar ratio Return relative to maximum drawdown	1.11	—	—
Martin ratio Return relative to average drawdown	2.19	—	—
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	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	-0.41	+0.34

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 -12.64%. 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%	-12.64%	-65.18%
Max Drawdown (1Y) Largest decline over 1 year	-57.57%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-65.55%	—	—
Current Drawdown Current decline from peak	-35.30%	-11.51%	-23.79%
Average Drawdown Average peak-to-trough decline	-51.00%	-5.32%	-45.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.21%	—	—

Volatility

Volatility by Period

	TARK	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	50.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	71.71%	17.24%	+54.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.60%	17.24%	+73.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.60%	17.24%	+73.36%

TARK vs. BRKW - Expense Ratio Comparison

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

Dividends

TARK vs. BRKW - Dividend Comparison

TARK's dividend yield for the trailing twelve months is around 30.51%, more than BRKW's 25.42% yield.

Position	TTM	2025	2024
BRKW Roundhill BRKB WeeklyPay ETF	25.42%	14.45%	0.00%
TARK Tradr 2X Long Innovation ETF	30.51%	30.00%	0.59%

Frequently Asked Questions

Can I hold both TARK and BRKW in my portfolio?

TARK and BRKW have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TARK or BRKW?

On fees, BRKW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TARK or BRKW?

BRKW is cheaper with a 0.99% expense ratio, compared with 1.15% for TARK.

Which ETF pays a higher dividend yield, TARK or BRKW?

TARK has the higher dividend yield at 30.51%, compared with 25.42% for BRKW.

What is the main difference between TARK and BRKW?

TARK is categorized as Leveraged Equities, while BRKW is Derivative Income. They also come from different issuers: AXS and Roundhill. Their fees differ too: 1.15% for TARK and 0.99% for BRKW.