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Defiance R2000 Enhanced Options & 0DTE Income ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

88636J139

Issuer

Defiance

Inception Date

Oct 30, 2023

Index Tracked

Russell 2000 Index

Distribution Policy

Distributing

Asset Class

Alternatives

Expense Ratio

IWMY has a high expense ratio of 0.99%, indicating above-average management fees.


Expense ratio chart for IWMY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWMY: 0.99%

Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Defiance R2000 Enhanced Options & 0DTE Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5,000,000.00%10,000,000.00%15,000,000.00%20,000,000.00%25,000,000.00%NovemberDecember2025FebruaryMarchApril
23,499,900.00%
31.75%
IWMY (Defiance R2000 Enhanced Options & 0DTE Income ETF)
Benchmark (^GSPC)

Returns By Period

Defiance R2000 Enhanced Options & 0DTE Income ETF had a return of -6.68% year-to-date (YTD) and 0.89% in the last 12 months.


IWMY

YTD

-6.68%

1M

-5.89%

6M

-7.98%

1Y

0.89%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of IWMY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.31%-2.57%-4.28%-4.07%-6.68%
2024-2.27%0.88%4.08%-3.36%4.41%0.41%4.81%-1.42%2.76%-2.29%4.41%-4.50%7.54%
202322,177,800.00%5.58%23,416,400.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IWMY is 20, meaning it’s performing worse than 80% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IWMY is 2020
Overall Rank
The Sharpe Ratio Rank of IWMY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IWMY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IWMY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IWMY is 2121
Calmar Ratio Rank
The Martin Ratio Rank of IWMY is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for IWMY, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
IWMY: 0.02
^GSPC: 0.46
The chart of Sortino ratio for IWMY, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
IWMY: 0.13
^GSPC: 0.77
The chart of Omega ratio for IWMY, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
IWMY: 1.02
^GSPC: 1.11
The chart of Calmar ratio for IWMY, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
IWMY: 0.02
^GSPC: 0.47
The chart of Martin ratio for IWMY, currently valued at 0.08, compared to the broader market0.0020.0040.0060.00
IWMY: 0.08
^GSPC: 1.94

The current Defiance R2000 Enhanced Options & 0DTE Income ETF Sharpe ratio is 0.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Defiance R2000 Enhanced Options & 0DTE Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchApril
0.02
0.46
IWMY (Defiance R2000 Enhanced Options & 0DTE Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Defiance R2000 Enhanced Options & 0DTE Income ETF provided a 112.71% dividend yield over the last twelve months, with an annual payout of $26.49 per share.


20.00%40.00%60.00%80.00%100.00%$0.00$5.00$10.00$15.00$20.00$25.00$30.00$35.0020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$26.49$32.23$6.75

Dividend yield

112.71%107.92%11.34%

Monthly Dividends

The table displays the monthly dividend distributions for Defiance R2000 Enhanced Options & 0DTE Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$1.00$1.13$1.25$1.26$4.64
2024$0.00$3.87$3.30$3.21$4.23$2.73$4.74$0.00$3.67$3.63$1.43$1.41$32.23
2023$6.75$6.75

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.93%
-10.07%
IWMY (Defiance R2000 Enhanced Options & 0DTE Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Defiance R2000 Enhanced Options & 0DTE Income 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 Defiance R2000 Enhanced Options & 0DTE Income ETF was 18.72%, occurring on Apr 10, 2025. The portfolio has not yet recovered.

The current Defiance R2000 Enhanced Options & 0DTE Income ETF drawdown is 11.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.72%Feb 19, 202537Apr 10, 2025
-7.07%Aug 1, 20243Aug 5, 202430Sep 17, 202433
-6.52%Nov 12, 202427Dec 19, 202438Feb 18, 202565
-5.27%Dec 28, 202313Jan 17, 202444Mar 20, 202457
-4.48%Apr 10, 20246Apr 17, 202419May 14, 202425

Volatility

Volatility Chart

The current Defiance R2000 Enhanced Options & 0DTE Income ETF volatility is 10.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.40%
14.23%
IWMY (Defiance R2000 Enhanced Options & 0DTE Income ETF)
Benchmark (^GSPC)