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UMDD vs. BRKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UMDD vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares UltraPro MidCap400 (UMDD) and Roundhill BRKB WeeklyPay ETF (BRKW).

UMDD and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UMDD is a passively managed fund by ProShares that tracks the performance of the S&P MidCap 400 Index (300%). It was launched on Feb 9, 2010. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

UMDD vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro MidCap400 (UMDD) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

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UMDD vs. BRKW - Yearly Performance Comparison

2026 (YTD)2025
UMDD
ProShares UltraPro MidCap400		5.14%21.63%
BRKW
Roundhill BRKB WeeklyPay ETF		-6.49%2.09%

Returns By Period

In the year-to-date period, UMDD achieves a 5.14% return, which is significantly higher than BRKW's -6.49% return.

UMDD

1D
2.82%
1M
-17.06%
YTD
5.14%
6M
4.81%
1Y
28.13%
3Y*
13.87%
5Y*
-1.48%
10Y*
10.04%

BRKW

1D
-0.03%
1M
-0.58%
YTD
-6.49%
6M
-6.66%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ProShares UltraPro MidCap400

Roundhill BRKB WeeklyPay ETF

Often compared with UMDD:
UMDD vs. MIDUUMDD vs. SMDDUMDD vs. MVVUMDD vs. SAAUMDD vs. TQQQUMDD vs. UPROUMDD vs. MDY
Often compared with BRKW:
BRKW vs. BRK-BBRKW vs. BRKUBRKW vs. BRKCBRKW vs. NVDWBRKW vs. AMZWBRKW vs. GLDBRKW vs. WPAY

UMDD vs. BRKW - Expense Ratio Comparison

UMDD has a 0.95% expense ratio, which is lower than BRKW's 0.99% expense ratio.

BRKW
Roundhill BRKB WeeklyPay ETF
UMDD
ProShares UltraPro MidCap400

Return for Risk

UMDD vs. BRKW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UMDD
UMDD Risk / Return Rank: 3030
Overall Rank
UMDD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UMDD Sortino Ratio Rank: 3434
Sortino Ratio Rank
UMDD Omega Ratio Rank: 3333
Omega Ratio Rank
UMDD Calmar Ratio Rank: 3030
Calmar Ratio Rank
UMDD Martin Ratio Rank: 3131
Martin Ratio Rank
BRKW
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.

UMDD vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro MidCap400 (UMDD) 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.

UMDDBRKWDifference

Sharpe ratio

Return per unit of total volatility

0.45

—

—

Sortino ratio

Return per unit of downside risk

1.05

—

—

Omega ratio

Gain probability vs. loss probability

1.14

—

—

Calmar ratio

Return relative to maximum drawdown

0.79

—

—

Martin ratio

Return relative to average drawdown

2.84

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMDD vs. BRKW - Sharpe Ratio Comparison

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Sharpe Ratios by Period

UMDDBRKWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.32

+0.62

Correlation

The correlation between UMDD and BRKW is 0.23, 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

UMDD vs. BRKW - Dividend Comparison

UMDD's dividend yield for the trailing twelve months is around 1.00%, less than BRKW's 20.90% yield.

TTM20252024202320222021202020192018201720162015
UMDD
ProShares UltraPro MidCap400		1.00%1.00%0.76%0.19%0.49%0.06%0.08%0.64%0.32%0.00%0.03%0.06%
BRKW
Roundhill BRKB WeeklyPay ETF		20.90%14.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UMDD vs. BRKW - Drawdown Comparison

The maximum UMDD drawdown since its inception was -86.24%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for UMDD and BRKW.

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Drawdown Indicators

UMDDBRKWDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-11.86%

-74.38%

Max Drawdown (1Y)

Largest decline over 1 year

-38.30%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-64.61%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-86.24%

—

—

Current Drawdown

Current decline from peak

-27.99%

-9.47%

-18.52%

Average Drawdown

Average peak-to-trough decline

-23.71%

-4.29%

-19.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.66%

—

—

Volatility

UMDD vs. BRKW - Volatility Comparison

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Volatility by Period

UMDDBRKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.56%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

36.08%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

63.30%

17.90%

+45.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.88%

17.90%

+40.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.19%

17.90%

+44.29%