GOOY vs. WMTI

Last updated Jun 13, 2026

GOOY (YieldMax GOOGL Option Income Strategy ETF) and WMTI (REX WMT Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.01, they often move in opposite directions. Both charge a 0.99% expense ratio.

Performance

GOOY vs. WMTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GOOGL Option Income Strategy ETF (GOOY) and REX WMT Growth & Income ETF (WMTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOOY achieves a 13.92% return, which is significantly higher than WMTI's 6.29% return.

GOOY

• 1D: 0.00%
• 1M: -8.37%
• YTD: 13.92%
• 6M: 14.56%
• 1Y: 81.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WMTI

• 1D: 0.37%
• 1M: -8.14%
• YTD: 6.29%
• 6M: 1.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GOOY vs. WMTI - Yearly Performance Comparison

	2026 (YTD)	2025
GOOY YieldMax GOOGL Option Income Strategy ETF	13.92%	8.01%
WMTI REX WMT Growth & Income ETF	6.29%	9.99%

Correlation

The correlation between GOOY and WMTI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	-0.01

Return for Risk

GOOY vs. WMTI — Risk / Return Rank

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

GOOY

GOOY Risk / Return Rank: 93
GOOY Sharpe Ratio Rank: 96
GOOY Sortino Ratio Rank: 95
GOOY Omega Ratio Rank: 94
GOOY Calmar Ratio Rank: 91
GOOY Martin Ratio Rank: 91

WMTI

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.

GOOY vs. WMTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) 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.

	GOOY	WMTI	Difference
Sharpe ratio: Return per unit of total volatility	3.51	—	—
Sortino ratio: Return per unit of downside risk	4.76	—	—
Omega ratio: Gain probability vs. loss probability	1.60	—	—
Calmar ratio: Return relative to maximum drawdown	5.06	—	—
Martin ratio: Return relative to average drawdown	18.64	—	—

Drawdowns

GOOY vs. WMTI - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, which is greater than WMTI's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for GOOY and WMTI.

Drawdown Indicators

	GOOY	WMTI	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-17.24%	-7.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.15%	—	—
Current Drawdown Current decline from peak	-8.37%	-10.25%	+1.88%
Average Drawdown Average peak-to-trough decline	-6.27%	-4.10%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	—	—

Volatility

Volatility by Period

	GOOY	WMTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.33%	27.70%	-4.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.29%	27.70%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.29%	27.70%	-4.41%

GOOY vs. WMTI - Expense Ratio Comparison

Both GOOY and WMTI have an expense ratio of 0.99%.

Dividends

GOOY vs. WMTI - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 49.78%, more than WMTI's 21.77% yield.

Position	TTM	2025	2024	2023
GOOY YieldMax GOOGL Option Income Strategy ETF	49.78%	41.50%	36.74%	7.90%
WMTI REX WMT Growth & Income ETF	21.77%	3.36%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GOOY and WMTI in my portfolio?

GOOY and WMTI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GOOY or WMTI?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GOOY or WMTI?

GOOY and WMTI have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, GOOY or WMTI?

GOOY has the higher dividend yield at 49.78%, compared with 21.77% for WMTI.

What is the main difference between GOOY and WMTI?

They also come from different issuers: YieldMax and REX.