UX vs. WPAY

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Uranium ETF (UX) and Roundhill WeeklyPay™ Universe ETF (WPAY).

UX and WPAY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UX is an actively managed fund by Roundhill. It was launched on Jan 28, 2025. WPAY is a passively managed fund by Roundhill that tracks the performance of the Solactive Roundhill WeeklyPay™ Universe Index. It was launched on Sep 3, 2025.

Performance

UX vs. WPAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Uranium ETF (UX) and Roundhill WeeklyPay™ Universe ETF (WPAY). The values are adjusted to include any dividend payments, if applicable.

UX vs. WPAY - Yearly Performance Comparison

	2026 (YTD)	2025
UX Roundhill Uranium ETF	2.86%	4.57%
WPAY Roundhill WeeklyPay™ Universe ETF	-10.65%	-2.47%

Returns By Period

In the year-to-date period, UX achieves a 2.86% return, which is significantly higher than WPAY's -10.65% return.

UX

• 1D: 4.92%
• 1M: -0.77%
• YTD: 2.86%
• 6M: -0.22%
• 1Y: 36.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WPAY

• 1D: -1.58%
• 1M: -3.05%
• YTD: -10.65%
• 6M: -19.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UX vs. WPAY - Expense Ratio Comparison

UX has a 0.75% expense ratio, which is lower than WPAY's 0.99% expense ratio.

WPAY

Roundhill WeeklyPay™ Universe ETF

UX

Roundhill Uranium ETF

Return for Risk

UX vs. WPAY — Risk / Return Rank

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

UX

UX Risk / Return Rank: 53
UX Sharpe Ratio Rank: 54
UX Sortino Ratio Rank: 59
UX Omega Ratio Rank: 48
UX Calmar Ratio Rank: 63
UX Martin Ratio Rank: 43

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.

UX vs. WPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Uranium ETF (UX) and Roundhill WeeklyPay™ Universe ETF (WPAY). 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.

	UX	WPAY	Difference
Sharpe ratio Return per unit of total volatility	0.98	—	—
Sortino ratio Return per unit of downside risk	1.53	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.63	—	—
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.

Sharpe Ratios by Period

	UX	WPAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	-0.78	+1.22

Correlation

The correlation between UX and WPAY is 0.32, 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

UX vs. WPAY - Dividend Comparison

UX's dividend yield for the trailing twelve months is around 1.44%, less than WPAY's 36.55% yield.

	TTM	2025
UX Roundhill Uranium ETF	1.44%	1.48%
WPAY Roundhill WeeklyPay™ Universe ETF	36.55%	21.51%

Drawdowns

UX vs. WPAY - Drawdown Comparison

The maximum UX drawdown since its inception was -23.72%, smaller than the maximum WPAY drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for UX and WPAY.

Drawdown Indicators

	UX	WPAY	Difference
Max Drawdown Largest peak-to-trough decline	-23.72%	-26.17%	+2.45%
Max Drawdown (1Y) Largest decline over 1 year	-23.72%	—	—
Current Drawdown Current decline from peak	-16.78%	-25.35%	+8.57%
Average Drawdown Average peak-to-trough decline	-9.07%	-11.92%	+2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.61%	—	—

Volatility

Volatility by Period

	UX	WPAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.49%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	37.90%	28.83%	+9.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.52%	28.83%	+8.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.52%	28.83%	+8.69%