UBEW vs. IXC
UBEW (Roundhill UBER WeeklyPay ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - UBEW is a fund fund actively managed by Roundhill, while IXC is a Energy Equities fund tracking the S&P Global Energy Sector Index. UBEW is actively managed, while IXC is passively managed. At a correlation of -0.08, they often move in opposite directions. UBEW charges 0.99%/yr vs 0.46%/yr for IXC.
Performance
UBEW vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, UBEW achieves a -15.76% return, which is significantly lower than IXC's 32.22% return.
UBEW
- 1D
- 0.12%
- 1M
- -3.71%
- YTD
- -15.76%
- 6M
- -26.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
UBEW vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBEW Roundhill UBER WeeklyPay ETF | -15.76% | -17.23% |
IXC iShares Global Energy ETF | 32.22% | 2.00% |
Correlation
The correlation between UBEW and IXC is -0.08, 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 | -0.08 |
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Return for Risk
UBEW vs. IXC — Risk / Return Rank
UBEW
IXC
UBEW vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill UBER WeeklyPay ETF (UBEW) and iShares Global Energy ETF (IXC). 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 | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.58 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.07 | 0.32 | -1.39 |
Drawdowns
UBEW vs. IXC - Drawdown Comparison
The maximum UBEW drawdown since its inception was -37.34%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for UBEW and IXC.
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Drawdown Indicators
| UBEW | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -67.88% | +30.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -34.82% | -4.84% | -29.98% |
Average DrawdownAverage peak-to-trough decline | -24.96% | -17.48% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.20% | — |
Volatility
UBEW vs. IXC - Volatility Comparison
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Volatility by Period
| UBEW | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.34% | 18.75% | +23.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.34% | 23.50% | +18.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.34% | 26.85% | +15.49% |
UBEW vs. IXC - Expense Ratio Comparison
UBEW has a 0.99% expense ratio, which is higher than IXC's 0.46% expense ratio.
Dividends
UBEW vs. IXC - Dividend Comparison
UBEW's dividend yield for the trailing twelve months is around 31.85%, more than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
UBEW Roundhill UBER WeeklyPay ETF | 31.85% | 8.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UBEW and IXC have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXC is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXC is cheaper with a 0.46% expense ratio, compared with 0.99% for UBEW.
UBEW has the higher dividend yield at 31.85%, compared with 2.79% for IXC.
They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for UBEW and 0.46% for IXC.
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