UWM vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares Ultra Russell2000 (UWM) and Roundhill BRKB WeeklyPay ETF (BRKW).

UWM and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UWM is a passively managed fund by ProShares that tracks the performance of the Russell 2000 Index (200%). It was launched on Jan 25, 2007. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

UWM vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Russell2000 (UWM) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

UWM vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
UWM ProShares Ultra Russell2000	0.73%	33.08%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, UWM achieves a 0.73% return, which is significantly higher than BRKW's -6.49% return.

UWM

• 1D: 1.33%
• 1M: -10.99%
• YTD: 0.73%
• 6M: 2.10%
• 1Y: 43.12%
• 3Y*: 15.19%
• 5Y*: -3.18%
• 10Y*: 10.03%

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)

UWM vs. BRKW - Expense Ratio Comparison

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

BRKW

Roundhill BRKB WeeklyPay ETF

UWM

ProShares Ultra Russell2000

Return for Risk

UWM vs. BRKW — Risk / Return Rank

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

UWM

UWM Risk / Return Rank: 53
UWM Sharpe Ratio Rank: 49
UWM Sortino Ratio Rank: 55
UWM Omega Ratio Rank: 48
UWM Calmar Ratio Rank: 60
UWM Martin Ratio Rank: 53

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.

UWM vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Russell2000 (UWM) 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.

	UWM	BRKW	Difference
Sharpe ratio Return per unit of total volatility	0.94	—	—
Sortino ratio Return per unit of downside risk	1.51	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.62	—	—
Martin ratio Return relative to average drawdown	5.48	—	—
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

	UWM	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	-0.32	+0.44

Correlation

The correlation between UWM and BRKW is 0.18, 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

UWM vs. BRKW - Dividend Comparison

UWM's dividend yield for the trailing twelve months is around 1.02%, less than BRKW's 20.90% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UWM ProShares Ultra Russell2000	1.02%	1.05%	1.16%	0.34%	0.40%	0.00%	0.07%	0.55%	0.41%	0.11%	0.27%	0.23%
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

UWM vs. BRKW - Drawdown Comparison

The maximum UWM drawdown since its inception was -88.21%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for UWM and BRKW.

Drawdown Indicators

	UWM	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-88.21%	-11.86%	-76.35%
Max Drawdown (1Y) Largest decline over 1 year	-26.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-71.46%	—	—
Current Drawdown Current decline from peak	-26.33%	-9.47%	-16.86%
Average Drawdown Average peak-to-trough decline	-31.07%	-4.29%	-26.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.83%	—	—

Volatility

Volatility by Period

	UWM	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.23%	17.90%	+28.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.04%	17.90%	+27.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.99%	17.90%	+28.09%