GENW vs. USOY

Last updated Jun 4, 2026

GENW (Genter Capital International Dividend ETF) and USOY (Defiance Oil Enhanced Options Income ETF) are both exchange-traded funds - GENW is a Foreign Large Cap Equities fund actively managed by Genter Capital, while USOY is a Derivative Income fund actively managed by Defiance. Both are actively managed. Over the past year, GENW returned 28.89% vs 57.29% for USOY. At a correlation of -0.14, they often move in opposite directions. GENW charges 0.38%/yr vs 1.22%/yr for USOY.

Performance

GENW vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital International Dividend ETF (GENW) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GENW achieves a 11.53% return, which is significantly lower than USOY's 62.18% return.

GENW

• 1D: -1.07%
• 1M: 3.58%
• YTD: 11.53%
• 6M: 14.64%
• 1Y: 28.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USOY

• 1D: 1.45%
• 1M: -3.43%
• YTD: 62.18%
• 6M: 59.35%
• 1Y: 57.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GENW vs. USOY - Yearly Performance Comparison

	2026 (YTD)	2025
GENW Genter Capital International Dividend ETF	11.53%	37.92%
USOY Defiance Oil Enhanced Options Income ETF	62.18%	-11.21%

Correlation

The correlation between GENW and USOY is -0.25, 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	-0.25
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	-0.14

The correlation between GENW and USOY shifts across timeframes, from -0.25 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GENW vs. USOY — Risk / Return Rank

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

GENW

GENW Risk / Return Rank: 61
GENW Sharpe Ratio Rank: 64
GENW Sortino Ratio Rank: 63
GENW Omega Ratio Rank: 63
GENW Calmar Ratio Rank: 58
GENW Martin Ratio Rank: 59

USOY

USOY Risk / Return Rank: 56
USOY Sharpe Ratio Rank: 55
USOY Sortino Ratio Rank: 46
USOY Omega Ratio Rank: 55
USOY Calmar Ratio Rank: 78
USOY Martin Ratio Rank: 46

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.

GENW vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital International Dividend ETF (GENW) and Defiance Oil Enhanced Options Income ETF (USOY). 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.

	GENW	USOY	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.89	+0.21
Sortino ratio: Return per unit of downside risk	2.92	2.30	+0.62
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratio: Return relative to maximum drawdown	2.81	4.03	-1.22
Martin ratio: Return relative to average drawdown	10.40	7.74	+2.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GENW vs. USOY - Sharpe Ratio Comparison

The current GENW Sharpe Ratio is 2.10, which is comparable to the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of GENW and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GENW	USOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	1.89	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	2.26	0.99	+1.27

Drawdowns

GENW vs. USOY - Drawdown Comparison

The maximum GENW drawdown since its inception was -14.36%, smaller than the maximum USOY drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for GENW and USOY.

Drawdown Indicators

	GENW	USOY	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-17.46%	+3.10%
Max Drawdown (1Y) Largest decline over 1 year	-10.32%	-14.29%	+3.97%
Current Drawdown Current decline from peak	-1.33%	-5.11%	+3.78%
Average Drawdown Average peak-to-trough decline	-1.69%	-6.47%	+4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	7.42%	-4.63%

Volatility

GENW vs. USOY - Volatility Comparison

The current volatility for Genter Capital International Dividend ETF (GENW) is 4.96%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that GENW experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GENW	USOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	11.62%	-6.66%
Volatility (6M) Calculated over the trailing 6-month period	11.40%	27.18%	-15.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	30.44%	-16.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	26.13%	-9.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	26.13%	-9.89%

GENW vs. USOY - Expense Ratio Comparison

GENW has a 0.38% expense ratio, which is lower than USOY's 1.22% expense ratio.

Dividends

GENW vs. USOY - Dividend Comparison

GENW's dividend yield for the trailing twelve months is around 2.60%, less than USOY's 54.16% yield.

Position	TTM	2025	2024
GENW Genter Capital International Dividend ETF	2.60%	2.89%	0.00%
USOY Defiance Oil Enhanced Options Income ETF	54.16%	104.32%	48.60%

Frequently Asked Questions

Can I hold both GENW and USOY in my portfolio?

GENW and USOY have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GENW or USOY?

USOY has higher volatility (11.62%) compared to GENW (4.96%). In terms of maximum drawdown, GENW dropped -14.36% vs USOY's -17.46%.

Which ETF is better, GENW or USOY?

On 1-year performance, USOY leads with 57.29% vs 28.89% for GENW. On fees, GENW is cheaper at 0.38% per year. On volatility, GENW has been the lower-risk option at 4.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GENW or USOY?

Over the 1-year period, USOY has performed better with a 57.29% return vs 28.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GENW or USOY?

GENW is cheaper with a 0.38% expense ratio, compared with 1.22% for USOY.

Which ETF pays a higher dividend yield, GENW or USOY?

USOY has the higher dividend yield at 54.16%, compared with 2.60% for GENW.

What is the main difference between GENW and USOY?

GENW is categorized as Foreign Large Cap Equities, while USOY is Derivative Income. They also come from different issuers: Genter Capital and Defiance. Their fees differ too: 0.38% for GENW and 1.22% for USOY.

Which has better risk-adjusted returns?

GENW currently has the higher Sharpe Ratio (2.10 vs 1.89), 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.