PortfoliosLab logoPortfoliosLab logo
NYLI Winslow Large Cap Growth ETF (IWLG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US45409F7693
CUSIP
45409F769
Issuer
NYLI
Inception Date
Jun 23, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NYLI Winslow Large Cap Growth ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NYLI Winslow Large Cap Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

NYLI Winslow Large Cap Growth ETF (IWLG) has returned -10.98% so far this year and 9.90% over the past 12 months.


NYLI Winslow Large Cap Growth ETF

1D
-0.04%
1M
-4.36%
YTD
-10.98%
6M
-10.92%
1Y
9.90%
3Y*
19.94%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 23, 2022, IWLG's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, your investment would double in approximately 3.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +13.1%, while the worst month was Sep 2022 at -10.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IWLG closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.6%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.06%-3.23%-6.14%1.11%-10.98%
20253.34%-3.45%-8.69%2.17%9.70%7.31%1.67%-1.12%3.32%4.59%-2.78%-0.86%14.73%
20244.54%7.04%1.55%-4.82%4.67%8.08%-2.48%1.84%2.74%-0.74%6.81%-0.67%31.47%
20237.19%-1.92%5.85%1.42%6.03%5.27%3.07%-0.65%-5.79%-0.81%13.13%5.04%43.25%
2022-1.40%11.69%-5.74%-10.18%7.36%7.31%-6.91%-0.01%

Benchmark Metrics

NYLI Winslow Large Cap Growth ETF has an annualized alpha of 0.17%, beta of 1.22, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since June 24, 2022.

  • This ETF captured 121.14% of S&P 500 Index gains and 111.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Alpha
0.17%
Beta
1.22
0.89
Upside Capture
121.14%
Downside Capture
111.34%

Expense Ratio

IWLG has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IWLG ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IWLG Risk / Return Rank: 2323
Overall Rank
IWLG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IWLG Sortino Ratio Rank: 2525
Sortino Ratio Rank
IWLG Omega Ratio Rank: 2424
Omega Ratio Rank
IWLG Calmar Ratio Rank: 2020
Calmar Ratio Rank
IWLG Martin Ratio Rank: 2121
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NYLI Winslow Large Cap Growth ETF (IWLG) and compare them to a chosen benchmark (S&P 500 Index).


IWLGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.88

-0.45

Sortino ratio

Return per unit of downside risk

0.79

1.37

-0.57

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.57

1.39

-0.82

Martin ratio

Return relative to average drawdown

1.81

6.43

-4.62

Explore IWLG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

NYLI Winslow Large Cap Growth ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.602022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.00$0.00$0.63$0.00$0.01

Dividend yield

0.00%0.00%1.34%0.01%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for NYLI Winslow Large Cap Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the NYLI Winslow Large Cap Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NYLI Winslow Large Cap Growth ETF was 23.19%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current NYLI Winslow Large Cap Growth ETF drawdown is 15.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.19%Jan 24, 202552Apr 8, 202552Jun 24, 2025104
-19.45%Oct 30, 2025103Mar 30, 2026
-19.4%Aug 16, 202243Oct 14, 2022145May 15, 2023188
-12.9%Jul 11, 202418Aug 5, 202448Oct 11, 202466
-10.69%Jul 19, 202371Oct 26, 202311Nov 10, 202382

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...