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EWU vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWU vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom ETF (EWU) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWU achieves a 4.82% return, which is significantly lower than WNTR's 10.46% return.


EWU

1D
-0.26%
1M
-2.10%
YTD
4.82%
6M
4.59%
1Y
19.24%
3Y*
16.85%
5Y*
10.69%
10Y*
8.60%

WNTR

1D
6.01%
1M
37.47%
YTD
10.46%
6M
14.06%
1Y
97.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWU vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between EWU and WNTR is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.26

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Return for Risk

EWU vs. WNTR — Risk / Return Rank

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

EWU
EWU Risk / Return Rank: 4242
Overall Rank
EWU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EWU Sortino Ratio Rank: 4040
Sortino Ratio Rank
EWU Omega Ratio Rank: 3838
Omega Ratio Rank
EWU Calmar Ratio Rank: 4343
Calmar Ratio Rank
EWU Martin Ratio Rank: 4444
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 5151
Overall Rank
WNTR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 4949
Sortino Ratio Rank
WNTR Omega Ratio Rank: 5252
Omega Ratio Rank
WNTR Calmar Ratio Rank: 5151
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4040
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.

EWU vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and YieldMax Short MSTR 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.


EWUWNTRDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.95

2.29

-0.34

Martin ratioReturn relative to average drawdown

6.62

5.85

+0.77

EWU vs. WNTR - Sharpe Ratio Comparison

The current EWU Sharpe Ratio is 1.32, which is comparable to the WNTR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of EWU and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWU vs. WNTR - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for EWU and WNTR.


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Drawdown Indicators


EWUWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-63.99%

-42.65%

-21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-42.65%

+32.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.33%

Current Drawdown

Current decline from peak

-5.30%

-9.88%

+4.58%

Average Drawdown

Average peak-to-trough decline

-14.14%

-20.93%

+6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

16.70%

-13.79%

Volatility

EWU vs. WNTR - Volatility Comparison

The current volatility for iShares MSCI United Kingdom ETF (EWU) is 4.02%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 17.54%. This indicates that EWU 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


EWUWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

17.54%

-13.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

45.99%

-33.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.68%

52.83%

-38.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

53.10%

-36.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

53.10%

-34.75%

EWU vs. WNTR - Expense Ratio Comparison

EWU has a 0.50% expense ratio, which is lower than WNTR's 1.01% expense ratio.


Dividends

EWU vs. WNTR - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.29%, less than WNTR's 96.66% yield.


PositionTTM20252024202320222021202020192018201720162015
EWU
iShares MSCI United Kingdom ETF
3.29%3.73%4.16%4.14%3.43%4.35%2.48%4.13%4.98%3.91%3.97%4.11%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
96.66%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


EWU and WNTR have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (17.54%) compared to EWU (4.02%). In terms of maximum drawdown, EWU dropped -63.99% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 97.02% vs 19.24% for EWU. On fees, EWU is cheaper at 0.50% per year. On volatility, EWU has been the lower-risk option at 4.02%. 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 97.02% return vs 19.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWU is cheaper with a 0.50% expense ratio, compared with 1.01% for WNTR.

WNTR has the higher dividend yield at 96.66%, compared with 3.29% for EWU.

EWU is categorized as Europe Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.50% for EWU and 1.01% for WNTR.

WNTR currently has the higher Sharpe Ratio (1.85 vs 1.32), 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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