EDGQ vs. CWII

Last updated Jun 5, 2026

EDGQ (Global X Nasdaq-100 Income Edge ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.45 correlation, their price movements are largely independent. EDGQ charges 0.53%/yr vs 1.03%/yr for CWII.

Performance

EDGQ vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq-100 Income Edge ETF (EDGQ) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGQ

• 1D: -0.50%
• 1M: 7.69%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGQ vs. CWII - Yearly Performance Comparison

	2026 (YTD)
EDGQ Global X Nasdaq-100 Income Edge ETF	19.41%
CWII REX CRWV Growth & Income ETF	6.28%

Correlation

The correlation between EDGQ and CWII is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026	0.45

Return for Risk

EDGQ vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq-100 Income Edge ETF (EDGQ) 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.

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

Sharpe Ratios by Period

	EDGQ	CWII	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	5.23	-0.40	+5.63

Drawdowns

EDGQ vs. CWII - Drawdown Comparison

The maximum EDGQ drawdown since its inception was -7.87%, smaller than the maximum CWII drawdown of -48.46%. Use the drawdown chart below to compare losses from any high point for EDGQ and CWII.

Drawdown Indicators

	EDGQ	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-7.87%	-48.46%	+40.59%
Current Drawdown Current decline from peak	-0.55%	-21.90%	+21.35%
Average Drawdown Average peak-to-trough decline	-1.28%	-30.49%	+29.21%

Volatility

Volatility by Period

	EDGQ	CWII	Difference
Volatility (1Y) Calculated over the trailing 1-year period	15.97%	88.33%	-72.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	88.33%	-72.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.97%	88.33%	-72.36%

EDGQ vs. CWII - Expense Ratio Comparison

EDGQ has a 0.53% expense ratio, which is lower than CWII's 1.03% expense ratio.

Dividends

EDGQ vs. CWII - Dividend Comparison

EDGQ's dividend yield for the trailing twelve months is around 3.36%, less than CWII's 21.06% yield.

Position	TTM	2025
CWII REX CRWV Growth & Income ETF	21.06%	6.09%
EDGQ Global X Nasdaq-100 Income Edge ETF	3.36%	0.00%

Frequently Asked Questions

Can I hold both EDGQ and CWII in my portfolio?

EDGQ and CWII have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EDGQ or CWII?

On fees, EDGQ is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EDGQ or CWII?

EDGQ is cheaper with a 0.53% expense ratio, compared with 1.03% for CWII.

Which ETF pays a higher dividend yield, EDGQ or CWII?

CWII has the higher dividend yield at 21.06%, compared with 3.36% for EDGQ.

What is the main difference between EDGQ and CWII?

They also come from different issuers: Global X and REX Shares. Their fees differ too: 0.53% for EDGQ and 1.03% for CWII.