UCC vs. BRKW
UCC (ProShares Ultra Consumer Services) and BRKW (Roundhill BRKB WeeklyPay ETF) are both exchange-traded funds - UCC is a Leveraged Equities fund tracking the Dow Jones U.S. Consumer Services Index (200%), while BRKW is a Derivative Income fund actively managed by Roundhill. UCC is passively managed, while BRKW is actively managed. At a 0.20 correlation, their price movements are largely independent. UCC charges 0.95%/yr vs 0.99%/yr for BRKW.
Performance
UCC vs. BRKW - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UCC having a -7.17% return and BRKW slightly higher at -6.96%.
UCC
- 1D
- 0.91%
- 1M
- -2.31%
- YTD
- -7.17%
- 6M
- -6.64%
- 1Y
- 10.16%
- 3Y*
- 18.80%
- 5Y*
- 0.60%
- 10Y*
- 14.07%
BRKW
- 1D
- 0.87%
- 1M
- 3.11%
- YTD
- -6.96%
- 6M
- -7.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UCC vs. BRKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UCC ProShares Ultra Consumer Services | -7.17% | 24.34% |
BRKW Roundhill BRKB WeeklyPay ETF | -6.96% | 2.09% |
Correlation
The correlation between UCC and BRKW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025 | 0.20 |
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Return for Risk
UCC vs. BRKW — Risk / Return Rank
UCC
BRKW
UCC vs. BRKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) 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.
| UCC | BRKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.08 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | — | — |
| Martin ratioReturn relative to average drawdown | 1.01 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UCC | BRKW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | -0.30 | +0.63 |
Drawdowns
UCC vs. BRKW - Drawdown Comparison
The maximum UCC drawdown since its inception was -83.05%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for UCC and BRKW.
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Drawdown Indicators
| UCC | BRKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.05% | -12.64% | -70.41% |
Max Drawdown (1Y)Largest decline over 1 year | -29.14% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -48.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.77% | — | — |
Current DrawdownCurrent decline from peak | -17.12% | -9.92% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -5.36% | -16.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.14% | — | — |
Volatility
UCC vs. BRKW - Volatility Comparison
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Volatility by Period
| UCC | BRKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.43% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.20% | 17.22% | +18.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.60% | 17.22% | +26.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.61% | 17.22% | +23.39% |
UCC vs. BRKW - Expense Ratio Comparison
UCC has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.
Dividends
UCC vs. BRKW - Dividend Comparison
UCC's dividend yield for the trailing twelve months is around 1.17%, less than BRKW's 24.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 24.97% | 14.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UCC ProShares Ultra Consumer Services | 1.17% | 1.10% | 0.17% | 0.04% | 0.25% | 0.00% | 0.02% | 0.17% | 0.18% | 0.14% | 0.21% | 0.14% |
Frequently Asked Questions
UCC and BRKW have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UCC is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UCC is cheaper with a 0.95% expense ratio, compared with 0.99% for BRKW.
BRKW has the higher dividend yield at 24.97%, compared with 1.17% for UCC.
UCC 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 UCC and 0.99% for BRKW.
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