EFAV vs. WNTR
EFAV (iShares MSCI EAFE Min Vol Factor ETF) and WNTR (YieldMax MSTR Short Option Income Strategy ETF) are both exchange-traded funds - EFAV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Minimum Volatility (USD) Index, while WNTR is a Derivative Income fund actively managed by YieldMax. EFAV is passively managed, while WNTR is actively managed. Over the past year, EFAV returned 14.46% vs 100.15% for WNTR. Their -0.16 correlation means they have often moved in opposite directions in the past. EFAV charges 0.20%/yr vs 1.00%/yr for WNTR.
Performance
EFAV vs. WNTR - Performance Comparison
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Returns By Period
In the year-to-date period, EFAV achieves a 9.38% return, which is significantly higher than WNTR's 6.73% return.
EFAV
- 1D
- -0.10%
- 1M
- 3.71%
- 6M
- 3.89%
- YTD
- 9.38%
- 1Y
- 14.46%
- 3Y*
- 14.89%
- 5Y*
- 6.71%
- 10Y*
- 6.40%
- ALL TIME*
- 7.25%
WNTR
- 1D
- -1.10%
- 1M
- 5.18%
- 6M
- -1.23%
- YTD
- 6.73%
- 1Y
- 100.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 43.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.64M | $52.66M | $46.19M | |
| $4.24M | $3.75M | $3.99M |
EFAV vs. WNTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 9.38% | 14.71% |
WNTR YieldMax MSTR Short Option Income Strategy ETF | 6.73% | 52.78% |
Correlation
The correlation between EFAV and WNTR is -0.20, 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. | -0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | -0.16 |
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Return for Risk
EFAV vs. WNTR — Risk / Return Rank
EFAV
WNTR
EFAV vs. WNTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Min Vol Factor ETF (EFAV) 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.
| EFAV | WNTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.36 | -0.18 |
| Martin ratioReturn relative to average drawdown | 5.06 | 5.96 | -0.90 |
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Drawdowns
EFAV vs. WNTR - Drawdown Comparison
The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for EFAV and WNTR.
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Drawdown Indicators
| EFAV | WNTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -42.65% | +15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -42.65% | +35.99% |
Max Drawdown (3Y)Largest decline over 3 years | -8.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -1.46% | -12.93% | +11.47% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -20.10% | +15.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 16.86% | -14.00% |
Volatility
EFAV vs. WNTR - Volatility Comparison
The current volatility for iShares MSCI EAFE Min Vol Factor ETF (EFAV) is 2.76%, while YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a volatility of 12.79%. This indicates that EFAV 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
| EFAV | WNTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 12.79% | -10.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 46.85% | -38.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.54% | 54.57% | -44.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 53.24% | -41.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.03% | 53.24% | -40.21% |
EFAV vs. WNTR - Expense Ratio Comparison
EFAV has a 0.20% expense ratio, which is lower than WNTR's 1.00% expense ratio.
Dividends
EFAV vs. WNTR - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 3.09%, less than WNTR's 111.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.09% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
WNTR YieldMax MSTR Short Option Income Strategy ETF | 111.06% | 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
EFAV 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 (12.79%) compared to EFAV (2.76%). In terms of maximum drawdown, EFAV dropped -27.56% vs WNTR's -42.65%.
On 1-year performance, WNTR leads with 100.15% vs 14.46% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 2.76%. 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 100.15% return vs 14.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFAV is cheaper with a 0.20% expense ratio, compared with 1.00% for WNTR.
WNTR has the higher dividend yield at 111.06%, compared with 3.09% for EFAV.
EFAV is categorized as Foreign Large Cap Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.20% for EFAV and 1.00% for WNTR.
WNTR currently has the higher Sharpe Ratio (1.85 vs 1.38), 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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