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BUYZ vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUYZ vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and YieldMax Short MSTR 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYZ vs. WNTR - Yearly Performance Comparison


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

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

BUYZ
BUYZ Risk / Return Rank: 55
Overall Rank
BUYZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BUYZ Sortino Ratio Rank: 55
Sortino Ratio Rank
BUYZ Omega Ratio Rank: 55
Omega Ratio Rank
BUYZ Calmar Ratio Rank: 66
Calmar Ratio Rank
BUYZ Martin Ratio Rank: 66
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6565
Overall Rank
WNTR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6363
Sortino Ratio Rank
WNTR Omega Ratio Rank: 6767
Omega Ratio Rank
WNTR Calmar Ratio Rank: 6565
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4949
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.

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.


BUYZWNTRDifference
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

BUYZ vs. WNTR - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.55, which is lower than the WNTR Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BUYZ 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

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


BUYZWNTRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-43.26%

-11.84%

-31.42%

Average Drawdown

Average peak-to-trough decline

-38.83%

-20.57%

-18.26%

Ulcer Index

Depth 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


BUYZWNTRDifference

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%.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

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