UWM vs. BRKL
UWM (ProShares Ultra Russell2000) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. UWM is passively managed, while BRKL is actively managed. Their 0.10 correlation means their historical movements had little consistent relationship. UWM charges 0.95%/yr vs 0.45%/yr for BRKL.
Performance
UWM vs. BRKL - Performance Comparison
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Returns By Period
UWM
- 1D
- 3.34%
- 1M
- -1.55%
- 6M
- 23.05%
- YTD
- 38.52%
- 1Y
- 76.90%
- 3Y*
- 22.09%
- 5Y*
- 4.52%
- 10Y*
- 11.49%
- ALL TIME*
- 7.33%
BRKL
- 1D
- 0.36%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37K | $14.77K | $14.77K | |
| $17.74M | $17.63M | $19.86M |
UWM vs. BRKL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UWM ProShares Ultra Russell2000 | -2.32% |
BRKL Corgi BRKB 2x Daily ETF | 1.84% |
Correlation
The correlation between UWM and BRKL is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | 0.10 |
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Return for Risk
UWM vs. BRKL — Risk / Return Rank
UWM
BRKL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UWM vs. BRKL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Russell2000 (UWM) and Corgi BRKB 2x Daily ETF (BRKL). 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.
| UWM | BRKL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | — | — |
| Martin ratioReturn relative to average drawdown | 11.84 | — | — |
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Drawdowns
UWM vs. BRKL - Drawdown Comparison
The maximum UWM drawdown since its inception was -88.21%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for UWM and BRKL.
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Drawdown Indicators
| UWM | BRKL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.21% | -7.03% | -81.18% |
Max Drawdown (1Y)Largest decline over 1 year | -22.28% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -49.79% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -61.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.46% | — | — |
Current DrawdownCurrent decline from peak | -3.36% | 0.00% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -30.64% | -3.93% | -26.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | — | — |
Volatility
UWM vs. BRKL - Volatility Comparison
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Volatility by Period
| UWM | BRKL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 27.96% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.36% | 30.17% | +8.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.94% | 30.17% | +14.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.03% | 30.17% | +15.86% |
UWM vs. BRKL - Expense Ratio Comparison
UWM has a 0.95% expense ratio, which is higher than BRKL's 0.45% expense ratio.
Dividends
UWM vs. BRKL - Dividend Comparison
UWM's dividend yield for the trailing twelve months is around 0.81%, while BRKL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKL Corgi BRKB 2x Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UWM ProShares Ultra Russell2000 | 0.81% | 1.05% | 1.16% | 0.34% | 0.40% | 0.00% | 0.07% | 0.55% | 0.41% | 0.11% | 0.27% | 0.23% |
Frequently Asked Questions
UWM and BRKL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRKL is cheaper with a 0.45% expense ratio, compared with 0.95% for UWM.
UWM has the higher dividend yield at 0.81%, compared with 0.00% for BRKL.
They also come from different issuers: ProShares and Corgi. Their fees differ too: 0.95% for UWM and 0.45% for BRKL.
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