URAA vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Roundhill BRKB WeeklyPay ETF (BRKW).

URAA and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URAA is a passively managed fund by Direxion that tracks the performance of the Solactive United States Uranium and Nuclear Energy ETF Select Index (200%). It was launched on Jun 25, 2024. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

URAA vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

URAA vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
URAA Direxion Daily Uranium Industry Bull 2X Shares	17.77%	22.08%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, URAA achieves a 17.77% return, which is significantly higher than BRKW's -6.49% return.

URAA

• 1D: 3.28%
• 1M: -27.08%
• YTD: 17.77%
• 6M: -6.10%
• 1Y: 227.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

URAA vs. BRKW - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than BRKW's 0.99% expense ratio.

URAA

Direxion Daily Uranium Industry Bull 2X Shares

BRKW

Roundhill BRKB WeeklyPay ETF

Return for Risk

URAA vs. BRKW — Risk / Return Rank

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

URAA

URAA Risk / Return Rank: 89
URAA Sharpe Ratio Rank: 94
URAA Sortino Ratio Rank: 91
URAA Omega Ratio Rank: 82
URAA Calmar Ratio Rank: 96
URAA Martin Ratio Rank: 83

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.

URAA vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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.

	URAA	BRKW	Difference
Sharpe ratio Return per unit of total volatility	2.42	—	—
Sortino ratio Return per unit of downside risk	2.74	—	—
Omega ratio Gain probability vs. loss probability	1.34	—	—
Calmar ratio Return relative to maximum drawdown	4.73	—	—
Martin ratio Return relative to average drawdown	10.35	—	—
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

	URAA	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	-0.32	+0.69

Correlation

The correlation between URAA and BRKW is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

URAA vs. BRKW - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 8.64%, less than BRKW's 20.90% yield.

	TTM	2025	2024
URAA Direxion Daily Uranium Industry Bull 2X Shares	8.64%	9.14%	4.36%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%	0.00%

Drawdowns

URAA vs. BRKW - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for URAA and BRKW.

Drawdown Indicators

	URAA	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-67.45%	-11.86%	-55.59%
Max Drawdown (1Y) Largest decline over 1 year	-49.11%	—	—
Current Drawdown Current decline from peak	-40.70%	-9.47%	-31.23%
Average Drawdown Average peak-to-trough decline	-26.36%	-4.29%	-22.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.44%	—	—

Volatility

Volatility by Period

	URAA	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	73.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	94.44%	17.90%	+76.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.30%	17.90%	+70.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.30%	17.90%	+70.40%