FEAT vs. CWII

Last updated Jun 24, 2026

FEAT (YieldMax Dorsey Wright Featured 5 Income ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. FEAT is passively managed, while CWII is actively managed. At a 0.46 correlation, their price movements are largely independent. FEAT charges 1.28%/yr vs 1.03%/yr for CWII.

Performance

FEAT vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEAT achieves a -6.78% return, which is significantly lower than CWII's 13,199.78% return.

FEAT

• 1D: 0.00%
• 1M: -1.87%
• YTD: -6.78%
• 6M: -8.34%
• 1Y: -10.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,273.16%
• YTD: 13,199.78%
• 6M: 11,946.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FEAT vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	-6.78%	-11.12%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between FEAT and CWII is 0.46, 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 Nov 4, 2025	0.46

Return for Risk

FEAT vs. CWII — Risk / Return Rank

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

FEAT

FEAT Risk / Return Rank: 6
FEAT Sharpe Ratio Rank: 6
FEAT Sortino Ratio Rank: 6
FEAT Omega Ratio Rank: 6
FEAT Calmar Ratio Rank: 6
FEAT Martin Ratio Rank: 6

CWII

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

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.

FEAT vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) 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.

	FEAT	CWII	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	—	—
Sortino ratio: Return per unit of downside risk	-0.30	—	—
Omega ratio: Gain probability vs. loss probability	0.96	—	—
Calmar ratio: Return relative to maximum drawdown	-0.32	—	—
Martin ratio: Return relative to average drawdown	-0.62	—	—

Drawdowns

FEAT vs. CWII - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for FEAT and CWII.

Drawdown Indicators

	FEAT	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-31.68%	-51.04%	+19.36%
Max Drawdown (1Y) Largest decline over 1 year	-31.68%	—	—
Current Drawdown Current decline from peak	-20.04%	0.00%	-20.04%
Average Drawdown Average peak-to-trough decline	-13.61%	-33.26%	+19.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.37%	—	—

Volatility

Volatility by Period

	FEAT	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.42%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.78%	13,701.30%	-13,672.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.37%	13,701.30%	-13,670.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.37%	13,701.30%	-13,670.93%

FEAT vs. CWII - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is higher than CWII's 1.03% expense ratio.

Dividends

FEAT vs. CWII - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 85.92%, less than CWII's 123.26% yield.

Position	TTM	2025
CWII REX CRWV Growth & Income ETF	123.26%	6.09%
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	85.92%	76.35%

Frequently Asked Questions

Can I hold both FEAT and CWII in my portfolio?

FEAT and CWII have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FEAT or CWII?

On fees, CWII is cheaper at 1.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FEAT or CWII?

CWII is cheaper with a 1.03% expense ratio, compared with 1.28% for FEAT.

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

CWII has the higher dividend yield at 123.26%, compared with 85.92% for FEAT.

What is the main difference between FEAT and CWII?

They also come from different issuers: YieldMax and REX Shares. Their fees differ too: 1.28% for FEAT and 1.03% for CWII.