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BITW vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITW vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise 10 Crypto Index ETF (BITW) and YieldMax MSTR Short Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITW achieves a -29.75% return, which is significantly lower than WNTR's 7.92% return.


BITW

1D
0.66%
1M
4.51%
6M
-17.92%
YTD
-29.75%
1Y
-42.84%
3Y*
48.44%
5Y*
0.56%
10Y*
ALL TIME*
23.73%

WNTR

1D
-2.34%
1M
5.36%
6M
2.42%
YTD
7.92%
1Y
106.98%
3Y*
5Y*
10Y*
ALL TIME*
44.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.51M$1.45M$2.54M
$3.95M$3.66M$3.95M

BITW vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between BITW and WNTR is -0.78, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.78

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.77

The correlation between BITW and WNTR has been stable across timeframes, ranging from -0.78 to -0.77 - a consistent structural relationship.

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Return for Risk

BITW vs. WNTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BITW
BITW Risk / Return Rank: 33
Overall Rank
BITW Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 33
Sortino Ratio Rank
BITW Omega Ratio Rank: 33
Omega Ratio Rank
BITW Calmar Ratio Rank: 33
Calmar Ratio Rank
BITW Martin Ratio Rank: 33
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6363
Overall Rank
WNTR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 5959
Sortino Ratio Rank
WNTR Omega Ratio Rank: 6363
Omega Ratio Rank
WNTR Calmar Ratio Rank: 6464
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BITW vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index ETF (BITW) and YieldMax MSTR Short Option Income Strategy ETF (WNTR). 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.


BITWWNTRDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

0.87

1.30

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.76

2.52

-3.28

Martin ratioReturn relative to average drawdown

-1.15

6.38

-7.53

BITW vs. WNTR - Sharpe Ratio Comparison

The current BITW Sharpe Ratio is -0.87, which is lower than the WNTR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of BITW and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BITW vs. WNTR - Drawdown Comparison

The maximum BITW drawdown since its inception was -96.46%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for BITW and WNTR.


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Drawdown Indicators


BITWWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-42.65%

-53.81%

Max Drawdown (1Y)

Largest decline over 1 year

-56.45%

-42.65%

-13.80%

Max Drawdown (3Y)

Largest decline over 3 years

-56.45%

Max Drawdown (5Y)

Largest decline over 5 years

-91.93%

Current Drawdown

Current decline from peak

-70.30%

-11.95%

-58.35%

Average Drawdown

Average peak-to-trough decline

-69.58%

-20.12%

-49.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.18%

16.84%

+20.34%

Volatility

BITW vs. WNTR - Volatility Comparison

The current volatility for Bitwise 10 Crypto Index ETF (BITW) is 8.53%, while YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a volatility of 13.23%. This indicates that BITW experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITWWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

13.23%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

35.28%

46.95%

-11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

49.69%

54.62%

-4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.91%

53.31%

+10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.36%

53.31%

+54.05%

BITW vs. WNTR - Expense Ratio Comparison

BITW has a 0.75% expense ratio, which is lower than WNTR's 1.00% expense ratio.


Dividends

BITW vs. WNTR - Dividend Comparison

BITW has not paid dividends to shareholders, while WNTR's dividend yield for the trailing twelve months is around 109.83%.


Frequently Asked Questions


BITW and WNTR have a correlation of -0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (13.23%) compared to BITW (8.53%). In terms of maximum drawdown, BITW dropped -96.46% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 106.98% vs -42.84% for BITW. On fees, BITW is cheaper at 0.75% per year. On volatility, BITW has been the lower-risk option at 8.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WNTR has performed better with a 106.98% return vs -42.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITW is cheaper with a 0.75% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 109.83%, compared with 0.00% for BITW.

BITW is categorized as Cryptocurrency, while WNTR is Derivative Income. They also come from different issuers: Bitwise and YieldMax. Their fees differ too: 0.75% for BITW and 1.00% for WNTR.

WNTR currently has the higher Sharpe Ratio (1.97 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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