UBEW vs. EIPX
UBEW (Roundhill UBER WeeklyPay ETF) and EIPX (FT Energy Income Partners Strategy ETF) are both exchange-traded funds - UBEW is a fund fund actively managed by Roundhill, while EIPX is a Energy Equities fund actively managed by First Trust. Both are actively managed. At a correlation of -0.05, they often move in opposite directions. UBEW charges 0.99%/yr vs 0.95%/yr for EIPX.
Performance
UBEW vs. EIPX - Performance Comparison
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Returns By Period
In the year-to-date period, UBEW achieves a -18.80% return, which is significantly lower than EIPX's 20.93% return.
UBEW
- 1D
- -2.97%
- 1M
- -3.85%
- YTD
- -18.80%
- 6M
- -17.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EIPX
- 1D
- 1.02%
- 1M
- -3.17%
- YTD
- 20.93%
- 6M
- 20.98%
- 1Y
- 27.12%
- 3Y*
- 21.25%
- 5Y*
- —
- 10Y*
- —
UBEW vs. EIPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBEW Roundhill UBER WeeklyPay ETF | -18.80% | -16.62% |
EIPX FT Energy Income Partners Strategy ETF | 20.93% | 2.14% |
Correlation
The correlation between UBEW and EIPX 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 23, 2025 | -0.05 |
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Return for Risk
UBEW vs. EIPX — Risk / Return Rank
UBEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EIPX
UBEW vs. EIPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill UBER WeeklyPay ETF (UBEW) and FT Energy Income Partners Strategy ETF (EIPX). 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 | EIPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.41 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.27 | — |
| Martin ratioReturn relative to average drawdown | — | 16.25 | — |
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Drawdowns
UBEW vs. EIPX - Drawdown Comparison
The maximum UBEW drawdown since its inception was -38.17%, which is greater than EIPX's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for UBEW and EIPX.
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Drawdown Indicators
| UBEW | EIPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -15.43% | -22.74% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.17% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.43% | — |
Current DrawdownCurrent decline from peak | -37.17% | -3.41% | -33.76% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -2.29% | -23.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.67% | — |
Volatility
UBEW vs. EIPX - Volatility Comparison
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Volatility by Period
| UBEW | EIPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.44% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.25% | 11.17% | +31.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.25% | 15.02% | +27.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.25% | 15.02% | +27.23% |
UBEW vs. EIPX - Expense Ratio Comparison
UBEW has a 0.99% expense ratio, which is higher than EIPX's 0.95% expense ratio.
Dividends
UBEW vs. EIPX - Dividend Comparison
UBEW's dividend yield for the trailing twelve months is around 35.87%, more than EIPX's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EIPX FT Energy Income Partners Strategy ETF | 2.70% | 3.23% | 3.27% | 3.48% | 0.34% |
UBEW Roundhill UBER WeeklyPay ETF | 35.87% | 8.98% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UBEW and EIPX 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, EIPX is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIPX is cheaper with a 0.95% expense ratio, compared with 0.99% for UBEW.
UBEW has the higher dividend yield at 35.87%, compared with 2.70% for EIPX.
They also come from different issuers: Roundhill and First Trust. Their fees differ too: 0.99% for UBEW and 0.95% for EIPX.
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