PortfoliosLab logoPortfoliosLab logo
FEAT vs. IVVW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAT vs. IVVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and iShares S&P 500 BuyWrite ETF (IVVW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEAT vs. IVVW - Yearly Performance Comparison


2026 (YTD)20252024
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
-16.45%-4.21%-9.09%
IVVW
iShares S&P 500 BuyWrite ETF
-1.71%11.71%-1.51%

Returns By Period

In the year-to-date period, FEAT achieves a -16.45% return, which is significantly lower than IVVW's -1.71% return.


FEAT

1D
4.90%
1M
-2.24%
YTD
-16.45%
6M
-27.06%
1Y
-9.49%
3Y*
5Y*
10Y*

IVVW

1D
2.49%
1M
-2.87%
YTD
-1.71%
6M
3.73%
1Y
13.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEAT vs. IVVW - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is higher than IVVW's 0.25% expense ratio.


Return for Risk

FEAT vs. IVVW — Risk / Return Rank

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

FEAT
FEAT Risk / Return Rank: 66
Overall Rank
FEAT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FEAT Sortino Ratio Rank: 66
Sortino Ratio Rank
FEAT Omega Ratio Rank: 66
Omega Ratio Rank
FEAT Calmar Ratio Rank: 77
Calmar Ratio Rank
FEAT Martin Ratio Rank: 66
Martin Ratio Rank

IVVW
IVVW Risk / Return Rank: 6262
Overall Rank
IVVW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IVVW Sortino Ratio Rank: 5555
Sortino Ratio Rank
IVVW Omega Ratio Rank: 7676
Omega Ratio Rank
IVVW Calmar Ratio Rank: 5252
Calmar Ratio Rank
IVVW Martin Ratio Rank: 7474
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.

FEAT vs. IVVW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and iShares S&P 500 BuyWrite ETF (IVVW). 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.


FEATIVVWDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.88

-1.20

Sortino ratio

Return per unit of downside risk

-0.25

1.39

-1.65

Omega ratio

Gain probability vs. loss probability

0.97

1.28

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.29

1.24

-1.53

Martin ratio

Return relative to average drawdown

-0.70

7.46

-8.16

FEAT vs. IVVW - Sharpe Ratio Comparison

The current FEAT Sharpe Ratio is -0.32, which is lower than the IVVW Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FEAT and IVVW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FEATIVVWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.88

-1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

0.85

-1.57

Correlation

The correlation between FEAT and IVVW is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FEAT vs. IVVW - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 93.83%, more than IVVW's 19.90% yield.


TTM20252024
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
93.83%76.35%0.00%
IVVW
iShares S&P 500 BuyWrite ETF
19.90%18.55%13.72%

Drawdowns

FEAT vs. IVVW - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, which is greater than IVVW's maximum drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for FEAT and IVVW.


Loading graphics...

Drawdown Indicators


FEATIVVWDifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

-16.79%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-31.68%

-11.21%

-20.47%

Current Drawdown

Current decline from peak

-28.34%

-3.47%

-24.87%

Average Drawdown

Average peak-to-trough decline

-12.15%

-1.87%

-10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

1.87%

+11.16%

Volatility

FEAT vs. IVVW - Volatility Comparison

YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) has a higher volatility of 10.59% compared to iShares S&P 500 BuyWrite ETF (IVVW) at 4.53%. This indicates that FEAT's price experiences larger fluctuations and is considered to be riskier than IVVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEATIVVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

4.53%

+6.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

6.61%

+17.08%

Volatility (1Y)

Calculated over the trailing 1-year period

29.35%

15.56%

+13.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.11%

13.11%

+18.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

13.11%

+18.00%