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CLOA vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOA vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares AAA CLO Active ETF (CLOA) 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, CLOA achieves a 2.25% return, which is significantly lower than WNTR's 17.65% return.


CLOA

1D
0.01%
1M
0.25%
YTD
2.25%
6M
2.38%
1Y
5.04%
3Y*
6.57%
5Y*
10Y*

WNTR

1D
6.51%
1M
45.64%
YTD
17.65%
6M
21.49%
1Y
115.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOA vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between CLOA and WNTR is -0.20, 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

-0.20

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

-0.22

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Return for Risk

CLOA vs. WNTR — Risk / Return Rank

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

CLOA
CLOA Risk / Return Rank: 9999
Overall Rank
CLOA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLOA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CLOA Omega Ratio Rank: 9999
Omega Ratio Rank
CLOA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CLOA Martin Ratio Rank: 9999
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6363
Overall Rank
WNTR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6060
Sortino Ratio Rank
WNTR Omega Ratio Rank: 6464
Omega Ratio Rank
WNTR Calmar Ratio Rank: 6464
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4747
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.

CLOA vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AAA CLO Active ETF (CLOA) 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.


CLOAWNTRDifference
Sharpe ratioReturn per unit of total volatility

+5.18

Sortino ratioReturn per unit of downside risk

+11.30

Omega ratioGain probability vs. loss probability

3.31

1.33

+1.98

Calmar ratioReturn relative to maximum drawdown

28.69

2.73

+25.95

Martin ratioReturn relative to average drawdown

146.05

6.99

+139.06

CLOA vs. WNTR - Sharpe Ratio Comparison

The current CLOA Sharpe Ratio is 7.38, which is higher than the WNTR Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CLOA 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

CLOA vs. WNTR - Drawdown Comparison

The maximum CLOA drawdown since its inception was -1.34%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for CLOA and WNTR.


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Drawdown Indicators


CLOAWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-1.34%

-42.65%

+41.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-42.65%

+42.47%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

Current Drawdown

Current decline from peak

-0.02%

-4.02%

+4.00%

Average Drawdown

Average peak-to-trough decline

-0.05%

-20.87%

+20.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

16.66%

-16.63%

Volatility

CLOA vs. WNTR - Volatility Comparison

The current volatility for iShares AAA CLO Active ETF (CLOA) is 0.12%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 18.14%. This indicates that CLOA 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


CLOAWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

18.14%

-18.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

46.41%

-45.92%

Volatility (1Y)

Calculated over the trailing 1-year period

0.69%

53.16%

-52.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.31%

53.31%

-52.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.31%

53.31%

-52.00%

CLOA vs. WNTR - Expense Ratio Comparison

CLOA has a 0.20% expense ratio, which is lower than WNTR's 1.01% expense ratio.


Dividends

CLOA vs. WNTR - Dividend Comparison

CLOA's dividend yield for the trailing twelve months is around 4.95%, less than WNTR's 94.34% yield.


PositionTTM202520242023
CLOA
iShares AAA CLO Active ETF
4.95%5.35%6.01%5.88%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
94.34%58.56%0.00%0.00%

Frequently Asked Questions


CLOA and WNTR have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (18.14%) compared to CLOA (0.12%). In terms of maximum drawdown, CLOA dropped -1.34% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 115.98% vs 5.04% for CLOA. On fees, CLOA is cheaper at 0.20% per year. On volatility, CLOA has been the lower-risk option at 0.12%. 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 115.98% return vs 5.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLOA is cheaper with a 0.20% expense ratio, compared with 1.01% for WNTR.

WNTR has the higher dividend yield at 94.34%, compared with 4.95% for CLOA.

CLOA is categorized as CLO, while WNTR is Derivative Income. They also come from different issuers: BlackRock and YieldMax. Their fees differ too: 0.20% for CLOA and 1.01% for WNTR.

CLOA currently has the higher Sharpe Ratio (7.38 vs 2.20), 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

Find the right allocation for CLOA and WNTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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