UBEW vs. IXC
UBEW (Roundhill UBER WeeklyPay ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - UBEW is a Leveraged Equities fund actively managed by Roundhill, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. UBEW is actively managed, while IXC is passively managed. Their -0.13 correlation means they have often moved in opposite directions in the past. UBEW charges 0.99%/yr vs 0.40%/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 -18.40% return, which is significantly lower than IXC's 34.71% return.
UBEW
- 1D
- -0.02%
- 1M
- -6.79%
- 6M
- -16.16%
- YTD
- -18.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IXC
- 1D
- 0.63%
- 1M
- 13.16%
- 6M
- 19.17%
- YTD
- 34.71%
- 1Y
- 45.16%
- 3Y*
- 16.60%
- 5Y*
- 22.34%
- 10Y*
- 10.52%
- ALL TIME*
- 8.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $40.96M | $62.51M | $57.88M | |
| $64.73K | $104.09K | $137.20K |
UBEW vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBEW Roundhill UBER WeeklyPay ETF | -18.40% | -16.62% |
IXC iShares Global Energy ETF | 34.71% | 3.51% |
Correlation
The correlation between UBEW and IXC is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.13 |
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Return for Risk
UBEW vs. IXC — Risk / Return Rank
UBEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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 | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.83 | — |
| Martin ratioReturn relative to average drawdown | — | 8.78 | — |
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Drawdowns
UBEW vs. IXC - Drawdown Comparison
The maximum UBEW drawdown since its inception was -41.53%, 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 | -41.53% | -67.88% | +26.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.36% | — |
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 | -36.87% | -3.05% | -33.82% |
Average DrawdownAverage peak-to-trough decline | -26.92% | -17.42% | -9.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.95% | — |
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 | — | 6.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.03% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.30% | 19.61% | +23.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.30% | 23.37% | +19.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.30% | 26.82% | +16.48% |
UBEW vs. IXC - Expense Ratio Comparison
UBEW has a 0.99% expense ratio, which is higher than IXC's 0.40% expense ratio.
Dividends
UBEW vs. IXC - Dividend Comparison
UBEW's dividend yield for the trailing twelve months is around 41.60%, more than IXC's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.82% | 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 | 41.60% | 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 -0.13, 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 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXC is cheaper with a 0.40% expense ratio, compared with 0.99% for UBEW.
UBEW has the higher dividend yield at 41.60%, compared with 2.82% for IXC.
UBEW is categorized as Leveraged Equities, while IXC is Energy Equities. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for UBEW and 0.40% for IXC.
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