UCYB vs. BRKW

Last updated Apr 3, 2026

Compare and contrast key facts about ProShares Ultra Nasdaq Cybersecurity (UCYB) and Roundhill BRKB WeeklyPay ETF (BRKW).

UCYB and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UCYB is a passively managed fund by ProShares that tracks the performance of the Nasdaq CTA Cybersecurity Index (200%). It was launched on Jan 19, 2021. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

UCYB vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Cybersecurity (UCYB) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

UCYB vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
UCYB ProShares Ultra Nasdaq Cybersecurity	-21.89%	-8.41%
BRKW Roundhill BRKB WeeklyPay ETF	-6.79%	2.09%

Returns By Period

In the year-to-date period, UCYB achieves a -21.89% return, which is significantly lower than BRKW's -6.79% return.

UCYB

• 1D: 3.00%
• 1M: -0.14%
• YTD: -21.89%
• 6M: -34.25%
• 1Y: -12.51%
• 3Y*: 16.91%
• 5Y*: 5.01%
• 10Y*: —

BRKW

• 1D: -0.33%
• 1M: -1.06%
• YTD: -6.79%
• 6M: -6.49%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UCYB vs. BRKW - Expense Ratio Comparison

UCYB has a 0.97% expense ratio, which is lower than BRKW's 0.99% expense ratio.

BRKW

Roundhill BRKB WeeklyPay ETF

UCYB

ProShares Ultra Nasdaq Cybersecurity

Return for Risk

UCYB vs. BRKW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UCYB

UCYB Risk / Return Rank: 8
UCYB Sharpe Ratio Rank: 7
UCYB Sortino Ratio Rank: 9
UCYB Omega Ratio Rank: 9
UCYB Calmar Ratio Rank: 7
UCYB Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UCYB vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Cybersecurity (UCYB) 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.

	UCYB	BRKW	Difference
Sharpe ratio Return per unit of total volatility	-0.26	—	—
Sortino ratio Return per unit of downside risk	-0.04	—	—
Omega ratio Gain probability vs. loss probability	0.99	—	—
Calmar ratio Return relative to maximum drawdown	-0.24	—	—
Martin ratio Return relative to average drawdown	-0.60	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UCYB	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	-0.34	+0.37

Correlation

The correlation between UCYB and BRKW is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UCYB vs. BRKW - Dividend Comparison

UCYB's dividend yield for the trailing twelve months is around 2.78%, less than BRKW's 20.97% yield.

	TTM	2025	2024	2023	2022	2021
UCYB ProShares Ultra Nasdaq Cybersecurity	2.78%	1.90%	2.16%	0.56%	0.00%	0.91%
BRKW Roundhill BRKB WeeklyPay ETF	20.97%	14.45%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UCYB vs. BRKW - Drawdown Comparison

The maximum UCYB drawdown since its inception was -62.69%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for UCYB and BRKW.

Drawdown Indicators

	UCYB	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-62.69%	-11.86%	-50.83%
Max Drawdown (1Y) Largest decline over 1 year	-42.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-62.69%	—	—
Current Drawdown Current decline from peak	-36.04%	-9.77%	-26.27%
Average Drawdown Average peak-to-trough decline	-27.73%	-4.31%	-23.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.81%	—	—

Volatility

Volatility by Period

	UCYB	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	33.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	48.99%	17.86%	+31.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.30%	17.86%	+30.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.51%	17.86%	+30.65%