UBR vs. BRKW
UBR (ProShares Ultra MSCI Brazil) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - UBR is a Leveraged Equities fund tracking the MSCI Brazil Index (200%), while BRKW is a Derivative Income fund actively managed by Roundhill. UBR is passively managed, while BRKW is actively managed. At a 0.02 correlation, their price movements are largely independent. UBR charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
UBR vs. BRKW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UBR achieves a 13.03% return, which is significantly higher than BRKW's -7.76% return.
UBR
- 1D
- -5.40%
- 1M
- -21.46%
- YTD
- 13.03%
- 6M
- 3.25%
- 1Y
- 56.81%
- 3Y*
- 8.90%
- 5Y*
- -5.17%
- 10Y*
- -1.90%
BRKW
- 1D
- 0.91%
- 1M
- 1.58%
- YTD
- -7.76%
- 6M
- -8.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UBR vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBR ProShares Ultra MSCI Brazil | 13.03% | 29.32% |
BRKW Roundhill BRKB WeeklyPay ETF | -7.76% | 2.09% |
Correlation
The correlation between UBR and BRKW is 0.02, 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 Jun 20, 2025 | 0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UBR vs. BRKW — Risk / Return Rank
UBR
BRKW
UBR vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Brazil (UBR) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.
| UBR | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | — | — |
| Martin ratioReturn relative to average drawdown | 5.36 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UBR | BRKW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | -0.36 | +0.16 |
Drawdowns
UBR vs. BRKW - Drawdown Comparison
The maximum UBR drawdown since its inception was -97.15%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for UBR and BRKW.
Loading charts...
Drawdown Indicators
| UBR | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.15% | -12.64% | -84.51% |
Max Drawdown (1Y)Largest decline over 1 year | -31.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -58.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -87.57% | — | — |
Current DrawdownCurrent decline from peak | -92.84% | -10.70% | -82.14% |
Average DrawdownAverage peak-to-trough decline | -77.90% | -5.34% | -72.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.63% | — | — |
Volatility
UBR vs. BRKW - Volatility Comparison
Loading charts...
Volatility by Period
| UBR | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 41.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.62% | 17.23% | +32.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.66% | 17.23% | +38.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.68% | 17.23% | +49.45% |
UBR vs. BRKW - Expense Ratio Comparison
UBR has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
UBR vs. BRKW - Dividend Comparison
UBR's dividend yield for the trailing twelve months is around 1.85%, less than BRKW's 25.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 25.19% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBR ProShares Ultra MSCI Brazil | 1.85% | 2.05% | 8.09% | 1.15% | 0.00% | 0.00% | 0.00% | 0.53% | 0.13% |
Frequently Asked Questions
UBR and BRKW have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBR is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBR is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 25.19%, compared with 1.85% for UBR.
UBR is categorized as Leveraged Equities, while BRKW is Derivative Income. They also come from different issuers: ProShares and Roundhill. Their fees differ too: 0.95% for UBR and 0.99% for BRKW.
Find the right allocation for UBR and BRKW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer