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CWII vs. PAPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWII vs. PAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX CRWV Growth & Income ETF (CWII) and Parametric Equity Premium Income ETF (PAPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWII achieves a 35.03% return, which is significantly higher than PAPI's 6.49% return.


CWII

1D
-1.60%
1M
-10.42%
YTD
35.03%
6M
9.70%
1Y
3Y*
5Y*
10Y*

PAPI

1D
0.64%
1M
0.17%
YTD
6.49%
6M
6.38%
1Y
13.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWII vs. PAPI - Yearly Performance Comparison


2026 (YTD)2025
CWII
REX CRWV Growth & Income ETF
35.03%-42.16%
PAPI
Parametric Equity Premium Income ETF
6.49%3.45%

Correlation

The correlation between CWII and PAPI is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

-0.04

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Return for Risk

CWII vs. PAPI — Risk / Return Rank

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

CWII

PAPI
PAPI Risk / Return Rank: 3838
Overall Rank
PAPI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PAPI Sortino Ratio Rank: 3939
Sortino Ratio Rank
PAPI Omega Ratio Rank: 3535
Omega Ratio Rank
PAPI Calmar Ratio Rank: 4141
Calmar Ratio Rank
PAPI Martin Ratio Rank: 3535
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.

CWII vs. PAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX CRWV Growth & Income ETF (CWII) and Parametric Equity Premium Income ETF (PAPI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CWII vs. PAPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CWIIPAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.90

-1.30

Drawdowns

CWII vs. PAPI - Drawdown Comparison

The maximum CWII drawdown since its inception was -48.46%, which is greater than PAPI's maximum drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for CWII and PAPI.


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Drawdown Indicators


CWIIPAPIDifference

Max Drawdown

Largest peak-to-trough decline

-48.46%

-14.27%

-34.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

Current Drawdown

Current decline from peak

-21.90%

-4.45%

-17.45%

Average Drawdown

Average peak-to-trough decline

-30.49%

-2.73%

-27.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

Volatility

CWII vs. PAPI - Volatility Comparison


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Volatility by Period


CWIIPAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

88.33%

10.47%

+77.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.33%

11.76%

+76.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.33%

11.76%

+76.57%

CWII vs. PAPI - Expense Ratio Comparison

CWII has a 1.03% expense ratio, which is higher than PAPI's 0.29% expense ratio.


Dividends

CWII vs. PAPI - Dividend Comparison

CWII's dividend yield for the trailing twelve months is around 21.06%, more than PAPI's 7.57% yield.


PositionTTM202520242023
CWII
REX CRWV Growth & Income ETF
21.06%6.09%0.00%0.00%
PAPI
Parametric Equity Premium Income ETF
7.57%7.59%7.07%1.45%

Frequently Asked Questions


CWII and PAPI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PAPI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAPI is cheaper with a 0.29% expense ratio, compared with 1.03% for CWII.

CWII has the higher dividend yield at 21.06%, compared with 7.57% for PAPI.

They also come from different issuers: REX Shares and Morgan Stanley. Their fees differ too: 1.03% for CWII and 0.29% for PAPI.

Portfolio Optimizer

Find the right allocation for CWII and PAPI

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