UBEW vs. COM
UBEW (Roundhill UBER WeeklyPay ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both exchange-traded funds - UBEW is a fund fund actively managed by Roundhill, while COM is a Commodities fund tracking the Auspice Broad Commodity ER Index. UBEW is actively managed, while COM is passively managed. At a correlation of -0.05, they often move in opposite directions. UBEW charges 0.99%/yr vs 0.70%/yr for COM.
Performance
UBEW vs. COM - Performance Comparison
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Returns By Period
In the year-to-date period, UBEW achieves a -17.10% return, which is significantly lower than COM's 12.95% return.
UBEW
- 1D
- -2.28%
- 1M
- -12.95%
- YTD
- -17.10%
- 6M
- -27.95%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COM
- 1D
- -0.78%
- 1M
- -3.21%
- YTD
- 12.95%
- 6M
- 11.92%
- 1Y
- 20.17%
- 3Y*
- 6.54%
- 5Y*
- 7.89%
- 10Y*
- —
UBEW vs. COM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBEW Roundhill UBER WeeklyPay ETF | -17.10% | -17.23% |
COM Direxion Auspice Broad Commodity Strategy ETF | 12.95% | 1.63% |
Correlation
The correlation between UBEW and COM 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 Oct 24, 2025 | -0.05 |
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Return for Risk
UBEW vs. COM — Risk / Return Rank
UBEW
COM
UBEW vs. COM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill UBER WeeklyPay ETF (UBEW) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| UBEW | COM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.93 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.09 | 0.70 | -1.80 |
Drawdowns
UBEW vs. COM - Drawdown Comparison
The maximum UBEW drawdown since its inception was -37.34%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for UBEW and COM.
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Drawdown Indicators
| UBEW | COM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -15.95% | -21.39% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.21% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.02% | — |
Current DrawdownCurrent decline from peak | -35.86% | -6.21% | -29.65% |
Average DrawdownAverage peak-to-trough decline | -25.10% | -6.28% | -18.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.65% | — |
Volatility
UBEW vs. COM - Volatility Comparison
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Volatility by Period
| UBEW | COM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.16% | 10.50% | +31.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 9.60% | +32.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.16% | 9.78% | +32.38% |
UBEW vs. COM - Expense Ratio Comparison
UBEW has a 0.99% expense ratio, which is higher than COM's 0.70% expense ratio.
Dividends
UBEW vs. COM - Dividend Comparison
UBEW's dividend yield for the trailing twelve months is around 32.36%, more than COM's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.50% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
UBEW Roundhill UBER WeeklyPay ETF | 32.36% | 8.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UBEW and COM 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.
On fees, COM is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COM is cheaper with a 0.70% expense ratio, compared with 0.99% for UBEW.
UBEW has the higher dividend yield at 32.36%, compared with 2.50% for COM.
They also come from different issuers: Roundhill and Direxion. Their fees differ too: 0.99% for UBEW and 0.70% for COM.
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