BUYZ vs. WNTR
BUYZ (Franklin Disruptive Commerce ETF) and WNTR (YieldMax Short MSTR Option Income Strategy ETF) are both exchange-traded funds - BUYZ is a Large Cap Growth Equities fund actively managed by Franklin Templeton, while WNTR is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, BUYZ returned -11.65% vs 116.49% for WNTR. At a correlation of -0.44, they often move in opposite directions. BUYZ charges 0.50%/yr vs 1.01%/yr for WNTR.
Performance
BUYZ vs. WNTR - Performance Comparison
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Returns By Period
In the year-to-date period, BUYZ achieves a -12.08% return, which is significantly lower than WNTR's 8.06% return.
BUYZ
- 1D
- 0.31%
- 1M
- 5.95%
- 6M
- -13.93%
- YTD
- -12.08%
- 1Y
- -11.65%
- 3Y*
- 10.16%
- 5Y*
- -7.89%
- 10Y*
- —
WNTR
- 1D
- -0.43%
- 1M
- 15.85%
- 6M
- 10.45%
- YTD
- 8.06%
- 1Y
- 116.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BUYZ vs. WNTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BUYZ Franklin Disruptive Commerce ETF | -12.08% | 12.35% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 8.06% | 52.78% |
Correlation
The correlation between BUYZ and WNTR is -0.43, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | -0.44 |
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Return for Risk
BUYZ vs. WNTR — Risk / Return Rank
BUYZ
WNTR
BUYZ vs. WNTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and YieldMax Short MSTR 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.
| BUYZ | WNTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.32 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.60 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.74 | 6.69 | -7.43 |
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Drawdowns
BUYZ vs. WNTR - Drawdown Comparison
The maximum BUYZ drawdown since its inception was -68.04%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for BUYZ and WNTR.
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Drawdown Indicators
| BUYZ | WNTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.04% | -42.65% | -25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -30.85% | -42.65% | +11.80% |
Max Drawdown (3Y)Largest decline over 3 years | -30.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -63.21% | — | — |
Current DrawdownCurrent decline from peak | -43.26% | -11.84% | -31.42% |
Average DrawdownAverage peak-to-trough decline | -38.83% | -20.57% | -18.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.90% | 16.58% | +0.32% |
Volatility
BUYZ vs. WNTR - Volatility Comparison
The current volatility for Franklin Disruptive Commerce ETF (BUYZ) is 7.34%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 18.80%. This indicates that BUYZ 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
| BUYZ | WNTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 18.80% | -11.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.00% | 47.57% | -29.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 53.81% | -31.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.26% | 53.62% | -26.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.84% | 53.62% | -23.78% |
BUYZ vs. WNTR - Expense Ratio Comparison
BUYZ has a 0.50% expense ratio, which is lower than WNTR's 1.01% expense ratio.
Dividends
BUYZ vs. WNTR - Dividend Comparison
BUYZ has not paid dividends to shareholders, while WNTR's dividend yield for the trailing twelve months is around 104.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BUYZ Franklin Disruptive Commerce ETF | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% | 0.77% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 104.11% | 58.56% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BUYZ and WNTR have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WNTR has higher volatility (18.80%) compared to BUYZ (7.34%). In terms of maximum drawdown, BUYZ dropped -68.04% vs WNTR's -42.65%.
On 1-year performance, WNTR leads with 116.49% vs -11.65% for BUYZ. On fees, BUYZ is cheaper at 0.50% per year. On volatility, BUYZ has been the lower-risk option at 7.34%. 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 116.49% return vs -11.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BUYZ is cheaper with a 0.50% expense ratio, compared with 1.01% for WNTR.
WNTR has the higher dividend yield at 104.11%, compared with 0.00% for BUYZ.
BUYZ is categorized as Large Cap Growth Equities, while WNTR is Derivative Income. They also come from different issuers: Franklin Templeton and YieldMax. Their fees differ too: 0.50% for BUYZ and 1.01% for WNTR.
WNTR currently has the higher Sharpe Ratio (2.06 vs -0.55), 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.
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