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UPW vs. BRKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UPW vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares Ultra Utilities (UPW) and Roundhill BRKB WeeklyPay ETF (BRKW).

UPW and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UPW is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Utilities Index (200%). It was launched on Jan 30, 2007. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

UPW vs. BRKW - Performance Comparison

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

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UPW vs. BRKW - Yearly Performance Comparison

2026 (YTD)2025
UPW
ProShares Ultra Utilities		15.87%12.62%
BRKW
Roundhill BRKB WeeklyPay ETF		-6.49%2.09%

Returns By Period

In the year-to-date period, UPW achieves a 15.87% return, which is significantly higher than BRKW's -6.49% return.

UPW

1D
1.28%
1M
-4.45%
YTD
15.87%
6M
8.55%
1Y
32.00%
3Y*
18.77%
5Y*
13.07%
10Y*
11.32%

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 Ultra Utilities

Roundhill BRKB WeeklyPay ETF

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UPW vs. BRKW - Expense Ratio Comparison

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

BRKW
Roundhill BRKB WeeklyPay ETF
UPW
ProShares Ultra Utilities

Return for Risk

UPW vs. BRKW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UPW
UPW Risk / Return Rank: 5252
Overall Rank
UPW Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 5252
Sortino Ratio Rank
UPW Omega Ratio Rank: 4848
Omega Ratio Rank
UPW Calmar Ratio Rank: 6363
Calmar Ratio Rank
UPW Martin Ratio Rank: 4141
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.

UPW vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Utilities (UPW) 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.

UPWBRKWDifference

Sharpe ratio

Return per unit of total volatility

1.02

—

—

Sortino ratio

Return per unit of downside risk

1.45

—

—

Omega ratio

Gain probability vs. loss probability

1.19

—

—

Calmar ratio

Return relative to maximum drawdown

1.72

—

—

Martin ratio

Return relative to average drawdown

4.02

—

—

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

UPW vs. BRKW - Sharpe Ratio Comparison

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Sharpe Ratios by Period

UPWBRKWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.32

+0.59

Correlation

The correlation between UPW and BRKW is 0.14, 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

UPW vs. BRKW - Dividend Comparison

UPW's dividend yield for the trailing twelve months is around 1.38%, less than BRKW's 20.90% yield.

TTM20252024202320222021202020192018201720162015
UPW
ProShares Ultra Utilities		1.38%1.67%1.83%2.40%1.55%1.30%0.83%0.83%1.98%1.51%1.70%2.16%
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

UPW vs. BRKW - Drawdown Comparison

The maximum UPW drawdown since its inception was -77.75%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for UPW and BRKW.

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Drawdown Indicators

UPWBRKWDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-11.86%

-65.89%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

—

—

Current Drawdown

Current decline from peak

-6.02%

-9.47%

+3.45%

Average Drawdown

Average peak-to-trough decline

-22.71%

-4.29%

-18.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.10%

—

—

Volatility

UPW vs. BRKW - Volatility Comparison

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Volatility by Period

UPWBRKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

20.96%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

31.40%

17.90%

+13.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.12%

17.90%

+16.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.06%

17.90%

+19.16%