DISO vs. CWII
DISO (YieldMax DIS Option Income Strategy ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.09 correlation, their price movements are largely independent. DISO charges 1.01%/yr vs 1.03%/yr for CWII.
Performance
DISO vs. CWII - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DISO achieves a -10.18% return, which is significantly lower than CWII's 13,199.78% return.
DISO
- 1D
- 0.00%
- 1M
- -1.79%
- YTD
- -10.18%
- 6M
- -9.36%
- 1Y
- -9.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CWII
- 1D
- 0.00%
- 1M
- 10,273.16%
- YTD
- 13,199.78%
- 6M
- 11,946.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DISO vs. CWII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DISO YieldMax DIS Option Income Strategy ETF | -10.18% | 3.17% |
CWII REX CRWV Growth & Income ETF | 13,199.78% | -45.06% |
Correlation
The correlation between DISO and CWII is 0.09, 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 4, 2025 | 0.09 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DISO vs. CWII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and REX CRWV Growth & Income ETF (CWII). 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.
| DISO | CWII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.94 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | — | — |
| Martin ratioReturn relative to average drawdown | -1.08 | — | — |
Loading charts...
Drawdowns
DISO vs. CWII - Drawdown Comparison
The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for DISO and CWII.
Loading charts...
Drawdown Indicators
| DISO | CWII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -51.04% | +24.42% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | — | — |
Current DrawdownCurrent decline from peak | -12.68% | 0.00% | -12.68% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -33.26% | +25.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.38% | — | — |
Volatility
DISO vs. CWII - Volatility Comparison
Loading charts...
Volatility by Period
| DISO | CWII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.06% | 13,701.30% | -13,681.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.36% | 13,701.30% | -13,679.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.36% | 13,701.30% | -13,679.94% |
DISO vs. CWII - Expense Ratio Comparison
DISO has a 1.01% expense ratio, which is lower than CWII's 1.03% expense ratio.
Dividends
DISO vs. CWII - Dividend Comparison
DISO has not paid dividends to shareholders, while CWII's dividend yield for the trailing twelve months is around 123.26%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CWII REX CRWV Growth & Income ETF | 123.26% | 6.09% | 0.00% | 0.00% |
DISO YieldMax DIS Option Income Strategy ETF | 40.16% | 38.87% | 37.33% | 6.87% |
Frequently Asked Questions
DISO and CWII have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DISO is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DISO is cheaper with a 1.01% expense ratio, compared with 1.03% for CWII.
CWII has the higher dividend yield at 123.26%, compared with 40.16% for DISO.
They also come from different issuers: YieldMax and REX Shares. Their fees differ too: 1.01% for DISO and 1.03% for CWII.
Find the right allocation for DISO and CWII
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer