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IAUM vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUM achieves a -6.65% return, which is significantly lower than WNTR's 17.65% return.


IAUM

1D
1.01%
1M
-10.66%
YTD
-6.65%
6M
-10.14%
1Y
20.69%
3Y*
27.83%
5Y*
10Y*

WNTR

1D
6.51%
1M
45.64%
YTD
17.65%
6M
21.49%
1Y
115.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between IAUM and WNTR is -0.21, 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

-0.21

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.15

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Return for Risk

IAUM vs. WNTR — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 2222
Overall Rank
IAUM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2525
Omega Ratio Rank
IAUM Calmar Ratio Rank: 1919
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2121
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6363
Overall Rank
WNTR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6060
Sortino Ratio Rank
WNTR Omega Ratio Rank: 6464
Omega Ratio Rank
WNTR Calmar Ratio Rank: 6464
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4747
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.

IAUM vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). 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.


IAUMWNTRDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratioReturn relative to maximum drawdown

0.80

2.73

-1.94

Martin ratioReturn relative to average drawdown

2.22

6.99

-4.77

IAUM vs. WNTR - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 0.76, which is lower than the WNTR Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IAUM and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAUM vs. WNTR - Drawdown Comparison

The maximum IAUM drawdown since its inception was -26.14%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IAUM and WNTR.


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Drawdown Indicators


IAUMWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-42.65%

+16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-26.14%

-42.65%

+16.51%

Max Drawdown (3Y)

Largest decline over 3 years

-26.14%

Current Drawdown

Current decline from peak

-25.40%

-4.02%

-21.38%

Average Drawdown

Average peak-to-trough decline

-5.49%

-20.87%

+15.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.34%

16.66%

-7.32%

Volatility

IAUM vs. WNTR - Volatility Comparison

The current volatility for iShares Gold Trust Micro (IAUM) is 8.67%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 18.14%. This indicates that IAUM experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

18.14%

-9.47%

Volatility (6M)

Calculated over the trailing 6-month period

24.21%

46.41%

-22.20%

Volatility (1Y)

Calculated over the trailing 1-year period

27.41%

53.16%

-25.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

53.31%

-35.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

53.31%

-35.16%

IAUM vs. WNTR - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than WNTR's 1.01% expense ratio.


Dividends

IAUM vs. WNTR - Dividend Comparison

IAUM has not paid dividends to shareholders, while WNTR's dividend yield for the trailing twelve months is around 94.34%.


Frequently Asked Questions


IAUM and WNTR have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (18.14%) compared to IAUM (8.67%). In terms of maximum drawdown, IAUM dropped -26.14% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 115.98% vs 20.69% for IAUM. On fees, IAUM is cheaper at 0.09% per year. On volatility, IAUM has been the lower-risk option at 8.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WNTR has performed better with a 115.98% return vs 20.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAUM is cheaper with a 0.09% expense ratio, compared with 1.01% for WNTR.

WNTR has the higher dividend yield at 94.34%, compared with 0.00% for IAUM.

IAUM is categorized as Gold, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.09% for IAUM and 1.01% for WNTR.

WNTR currently has the higher Sharpe Ratio (2.20 vs 0.76), 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.

Portfolio Optimizer

Find the right allocation for IAUM and WNTR

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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