UBEW vs. COM
UBEW (Roundhill UBER WeeklyPay ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both exchange-traded funds - UBEW is a Leveraged Equities 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. Their -0.09 correlation means they have often moved in opposite directions in the past. 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 -18.40% return, which is significantly lower than COM's 15.99% return.
UBEW
- 1D
- -0.02%
- 1M
- -6.79%
- 6M
- -16.16%
- YTD
- -18.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COM
- 1D
- -0.07%
- 1M
- 3.63%
- 6M
- 10.51%
- YTD
- 15.99%
- 1Y
- 25.72%
- 3Y*
- 7.73%
- 5Y*
- 8.21%
- 10Y*
- —
- ALL TIME*
- 7.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.30M | $1.76M | $5.12M | |
| $64.73K | $104.09K | $137.20K |
UBEW vs. COM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBEW Roundhill UBER WeeklyPay ETF | -18.40% | -16.62% |
COM Direxion Auspice Broad Commodity Strategy ETF | 15.99% | 2.33% |
Correlation
The correlation between UBEW and COM is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.09 |
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Return for Risk
UBEW vs. COM — Risk / Return Rank
UBEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| UBEW | COM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.47 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.32 | — |
| Martin ratioReturn relative to average drawdown | — | 10.03 | — |
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Drawdowns
UBEW vs. COM - Drawdown Comparison
The maximum UBEW drawdown since its inception was -41.53%, 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 | -41.53% | -15.95% | -25.58% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.63% | — |
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 | -36.87% | -3.69% | -33.18% |
Average DrawdownAverage peak-to-trough decline | -26.92% | -6.26% | -20.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.53% | — |
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 | — | 2.01% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.30% | 10.09% | +33.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.30% | 9.44% | +33.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.30% | 9.73% | +33.57% |
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 41.60%, more than COM's 2.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
UBEW Roundhill UBER WeeklyPay ETF | 41.60% | 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 -0.09, 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 41.60%, compared with 2.51% for COM.
UBEW is categorized as Leveraged Equities, while COM is Commodities. 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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