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CVY vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVY vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Zacks Multi-Asset Income ETF (CVY) 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, CVY achieves a 15.51% return, which is significantly higher than WNTR's 10.75% return.


CVY

1D
-0.27%
1M
3.22%
6M
10.58%
YTD
15.51%
1Y
22.82%
3Y*
14.62%
5Y*
9.27%
10Y*
8.99%
ALL TIME*
6.01%

WNTR

1D
3.26%
1M
8.13%
6M
14.92%
YTD
10.75%
1Y
107.38%
3Y*
5Y*
10Y*
ALL TIME*
47.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$104.32K$103.88K$109.40K
$4.02M$3.86M$3.95M

CVY vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between CVY and WNTR is -0.28, 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.

-0.28

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

-0.32

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Return for Risk

CVY vs. WNTR — Risk / Return Rank

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

CVY
CVY Risk / Return Rank: 8383
Overall Rank
CVY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CVY Sortino Ratio Rank: 8686
Sortino Ratio Rank
CVY Omega Ratio Rank: 8383
Omega Ratio Rank
CVY Calmar Ratio Rank: 8080
Calmar Ratio Rank
CVY Martin Ratio Rank: 7878
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 7575
Overall Rank
WNTR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 7474
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7777
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7777
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5858
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.

CVY vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Zacks Multi-Asset Income ETF (CVY) 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.


CVYWNTRDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

2.92

2.71

+0.21

Martin ratioReturn relative to average drawdown

10.01

6.87

+3.15

CVY vs. WNTR - Sharpe Ratio Comparison

The current CVY Sharpe Ratio is 2.01, which is comparable to the WNTR Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of CVY 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

CVY vs. WNTR - Drawdown Comparison

The maximum CVY drawdown since its inception was -66.86%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for CVY and WNTR.


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Drawdown Indicators


CVYWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-42.65%

-24.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-42.65%

+35.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

Max Drawdown (10Y)

Largest decline over 10 years

-50.47%

Current Drawdown

Current decline from peak

-0.97%

-9.64%

+8.67%

Average Drawdown

Average peak-to-trough decline

-10.33%

-20.18%

+9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

16.81%

-14.65%

Volatility

CVY vs. WNTR - Volatility Comparison

The current volatility for Invesco Zacks Multi-Asset Income ETF (CVY) is 3.00%, while YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a volatility of 14.85%. This indicates that CVY 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


CVYWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

14.85%

-11.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

47.43%

-39.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.82%

54.68%

-43.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

53.42%

-37.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

53.42%

-33.96%

CVY vs. WNTR - Expense Ratio Comparison

CVY has a 1.21% expense ratio, which is higher than WNTR's 1.00% expense ratio.


Dividends

CVY vs. WNTR - Dividend Comparison

CVY's dividend yield for the trailing twelve months is around 4.11%, less than WNTR's 107.02% yield.


PositionTTM20252024202320222021202020192018201720162015
CVY
Invesco Zacks Multi-Asset Income ETF
4.11%3.99%4.07%4.41%5.18%2.37%3.40%3.22%4.44%3.94%4.50%5.89%
WNTR
YieldMax MSTR Short Option Income Strategy ETF
107.02%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CVY and WNTR have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (14.85%) compared to CVY (3.00%). In terms of maximum drawdown, CVY dropped -66.86% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 107.38% vs 22.82% for CVY. On fees, WNTR is cheaper at 1.00% per year. On volatility, CVY has been the lower-risk option at 3.00%. 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 107.38% return vs 22.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WNTR is cheaper with a 1.00% expense ratio, compared with 1.21% for CVY.

WNTR has the higher dividend yield at 107.02%, compared with 4.11% for CVY.

CVY is categorized as Diversified Portfolio, while WNTR is Derivative Income. They also come from different issuers: Invesco and YieldMax. Their fees differ too: 1.21% for CVY and 1.00% for WNTR.

WNTR currently has the higher Sharpe Ratio (2.12 vs 2.01), 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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