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FLYD vs. WMTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLYD vs. WMTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) and REX WMT Growth & Income ETF (WMTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLYD achieves a -35.79% return, which is significantly lower than WMTI's -3.76% return.


FLYD

1D
-4.90%
1M
-5.05%
6M
-41.66%
YTD
-35.79%
1Y
-50.80%
3Y*
-55.10%
5Y*
10Y*
ALL TIME*
-63.67%

WMTI

1D
0.69%
1M
-0.20%
6M
-13.45%
YTD
-3.76%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$99.59K$120.72K$126.93K
$603.47K$501.52K$953.63K

FLYD vs. WMTI - Yearly Performance Comparison


Correlation

The correlation between FLYD and WMTI is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

-0.02

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Return for Risk

FLYD vs. WMTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLYD
FLYD Risk / Return Rank: 33
Overall Rank
FLYD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLYD Sortino Ratio Rank: 44
Sortino Ratio Rank
FLYD Omega Ratio Rank: 44
Omega Ratio Rank
FLYD Calmar Ratio Rank: 22
Calmar Ratio Rank
FLYD Martin Ratio Rank: 00
Martin Ratio Rank

WMTI

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLYD vs. WMTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) and REX WMT Growth & Income ETF (WMTI). 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.


FLYDWMTIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.92

Calmar ratioReturn relative to maximum drawdown

-0.89

Martin ratioReturn relative to average drawdown

-1.66

FLYD vs. WMTI - Sharpe Ratio Comparison


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Drawdowns

FLYD vs. WMTI - Drawdown Comparison

The maximum FLYD drawdown since its inception was -98.52%, which is greater than WMTI's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for FLYD and WMTI.


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Drawdown Indicators


FLYDWMTIDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-21.47%

-77.05%

Max Drawdown (1Y)

Largest decline over 1 year

-57.09%

Max Drawdown (3Y)

Largest decline over 3 years

-94.84%

Current Drawdown

Current decline from peak

-98.52%

-18.73%

-79.79%

Average Drawdown

Average peak-to-trough decline

-83.66%

-6.47%

-77.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.58%

Volatility

FLYD vs. WMTI - Volatility Comparison


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Volatility by Period


FLYDWMTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.74%

Volatility (6M)

Calculated over the trailing 6-month period

64.36%

Volatility (1Y)

Calculated over the trailing 1-year period

76.85%

27.39%

+49.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.52%

27.39%

+56.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.52%

27.39%

+56.13%

FLYD vs. WMTI - Expense Ratio Comparison

FLYD has a 0.95% expense ratio, which is lower than WMTI's 0.99% expense ratio.


Dividends

FLYD vs. WMTI - Dividend Comparison

FLYD has not paid dividends to shareholders, while WMTI's dividend yield for the trailing twelve months is around 29.69%.


Frequently Asked Questions


FLYD and WMTI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLYD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLYD is cheaper with a 0.95% expense ratio, compared with 0.99% for WMTI.

WMTI has the higher dividend yield at 29.69%, compared with 0.00% for FLYD.

FLYD is categorized as Inverse Equities, while WMTI is Derivative Income. Their fees differ too: 0.95% for FLYD and 0.99% for WMTI.

Portfolio Optimizer

Find the right allocation for FLYD and WMTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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