EGUS vs. WNTR
EGUS (Ishares ESG Aware MSCI USA Growth ETF) and WNTR (YieldMax MSTR Short Option Income Strategy ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while WNTR is a Derivative Income fund actively managed by YieldMax. EGUS is passively managed, while WNTR is actively managed. Over the past year, EGUS returned 22.63% vs 106.98% for WNTR. Their -0.48 correlation means they have often moved in opposite directions in the past. EGUS charges 0.18%/yr vs 1.00%/yr for WNTR.
Performance
EGUS vs. WNTR - Performance Comparison
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Returns By Period
In the year-to-date period, EGUS achieves a 12.25% return, which is significantly higher than WNTR's 7.92% return.
EGUS
- 1D
- 2.31%
- 1M
- 3.13%
- 6M
- 16.40%
- YTD
- 12.25%
- 1Y
- 22.63%
- 3Y*
- 24.99%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.13%
WNTR
- 1D
- -2.34%
- 1M
- 5.36%
- 6M
- 2.42%
- YTD
- 7.92%
- 1Y
- 106.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 44.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $144.05K | $106.21K | $167.57K | |
| $3.95M | $3.66M | $3.95M |
EGUS vs. WNTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 12.25% | 29.78% |
WNTR YieldMax MSTR Short Option Income Strategy ETF | 7.92% | 52.78% |
Correlation
The correlation between EGUS and WNTR is -0.47, 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. | -0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | -0.48 |
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Return for Risk
EGUS vs. WNTR — Risk / Return Rank
EGUS
WNTR
EGUS vs. WNTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.
| EGUS | WNTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.52 | -1.07 |
| Martin ratioReturn relative to average drawdown | 4.61 | 6.38 | -1.76 |
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Drawdowns
EGUS vs. WNTR - Drawdown Comparison
The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for EGUS and WNTR.
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Drawdown Indicators
| EGUS | WNTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.87% | -42.65% | +17.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -42.65% | +26.99% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -11.95% | +11.04% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -20.12% | +16.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 16.84% | -11.92% |
Volatility
EGUS vs. WNTR - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 5.82%, while YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a volatility of 13.23%. This indicates that EGUS 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
| EGUS | WNTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 13.23% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 46.95% | -32.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 54.62% | -36.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 53.31% | -33.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 53.31% | -33.96% |
EGUS vs. WNTR - Expense Ratio Comparison
EGUS has a 0.18% expense ratio, which is lower than WNTR's 1.00% expense ratio.
Dividends
EGUS vs. WNTR - Dividend Comparison
EGUS's dividend yield for the trailing twelve months is around 0.20%, less than WNTR's 109.83% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 0.20% | 0.22% | 0.25% | 0.36% |
WNTR YieldMax MSTR Short Option Income Strategy ETF | 109.83% | 58.56% | 0.00% | 0.00% |
Frequently Asked Questions
EGUS and WNTR have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WNTR has higher volatility (13.23%) compared to EGUS (5.82%). In terms of maximum drawdown, EGUS dropped -24.87% vs WNTR's -42.65%.
On 1-year performance, WNTR leads with 106.98% vs 22.63% for EGUS. On fees, EGUS is cheaper at 0.18% per year. On volatility, EGUS has been the lower-risk option at 5.82%. 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 106.98% return vs 22.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EGUS is cheaper with a 0.18% expense ratio, compared with 1.00% for WNTR.
WNTR has the higher dividend yield at 109.83%, compared with 0.20% for EGUS.
EGUS is categorized as Large Cap Growth Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.18% for EGUS and 1.00% for WNTR.
WNTR currently has the higher Sharpe Ratio (1.97 vs 1.25), 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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