UNHW vs. BETZ
UNHW (Roundhill UNH WeeklyPay ETF) and BETZ (Roundhill Sports Betting & iGaming ETF) are both exchange-traded funds - UNHW is a Leveraged Equities fund actively managed by Roundhill, while BETZ is a Consumer Discretionary Equities fund tracking the Roundhill Sports Betting & iGaming Index. UNHW is actively managed, while BETZ is passively managed. Their 0.13 correlation means their historical movements had little consistent relationship. UNHW charges 0.99%/yr vs 0.75%/yr for BETZ.
Performance
UNHW vs. BETZ - Performance Comparison
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Returns By Period
In the year-to-date period, UNHW achieves a 28.78% return, which is significantly higher than BETZ's -8.87% return.
UNHW
- 1D
- -2.01%
- 1M
- -2.79%
- 6M
- 53.98%
- YTD
- 28.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BETZ
- 1D
- -0.58%
- 1M
- 0.36%
- 6M
- 2.90%
- YTD
- -8.87%
- 1Y
- -16.95%
- 3Y*
- 3.15%
- 5Y*
- -5.84%
- 10Y*
- —
- ALL TIME*
- 4.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $205.48K | $310.34K | $782.30K | |
| $422.89K | $606.85K | $362.14K |
UNHW vs. BETZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UNHW Roundhill UNH WeeklyPay ETF | 28.78% | 1.54% |
BETZ Roundhill Sports Betting & iGaming ETF | -8.87% | 2.93% |
Correlation
The correlation between UNHW and BETZ is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.13 |
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Return for Risk
UNHW vs. BETZ — Risk / Return Rank
UNHW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BETZ
UNHW vs. BETZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill UNH WeeklyPay ETF (UNHW) and Roundhill Sports Betting & iGaming ETF (BETZ). 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.
| UNHW | BETZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.88 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.60 | — |
| Martin ratioReturn relative to average drawdown | — | -0.93 | — |
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Drawdowns
UNHW vs. BETZ - Drawdown Comparison
The maximum UNHW drawdown since its inception was -32.28%, smaller than the maximum BETZ drawdown of -60.82%. Use the drawdown chart below to compare losses from any high point for UNHW and BETZ.
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Drawdown Indicators
| UNHW | BETZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | -60.82% | +28.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -29.20% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.20% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.79% | — |
Current DrawdownCurrent decline from peak | -5.92% | -38.35% | +32.43% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -33.89% | +24.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 18.92% | — |
Volatility
UNHW vs. BETZ - Volatility Comparison
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Volatility by Period
| UNHW | BETZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.04% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 46.45% | 21.17% | +25.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.45% | 26.97% | +19.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.45% | 27.85% | +18.60% |
UNHW vs. BETZ - Expense Ratio Comparison
UNHW has a 0.99% expense ratio, which is higher than BETZ's 0.75% expense ratio.
Dividends
UNHW vs. BETZ - Dividend Comparison
UNHW's dividend yield for the trailing twelve months is around 21.91%, more than BETZ's 5.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BETZ Roundhill Sports Betting & iGaming ETF | 5.02% | 4.57% | 0.86% | 0.00% | 0.66% | 0.00% | 0.28% |
UNHW Roundhill UNH WeeklyPay ETF | 21.91% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UNHW and BETZ 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, BETZ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BETZ is cheaper with a 0.75% expense ratio, compared with 0.99% for UNHW.
UNHW has the higher dividend yield at 21.91%, compared with 5.02% for BETZ.
UNHW is categorized as Leveraged Equities, while BETZ is Consumer Discretionary Equities. Their fees differ too: 0.99% for UNHW and 0.75% for BETZ.
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