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IBHE vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHE vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHE

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

WTIU

1D
3.15%
1M
45.95%
6M
51.31%
YTD
104.80%
1Y
114.64%
3Y*
0.02%
5Y*
10Y*
ALL TIME*
-4.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.32M$870.89K$849.27K

IBHE vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%7.95%
WTIU
MicroSectors Energy 3X Leveraged ETN
104.80%-17.13%-29.63%-28.45%

Correlation

The correlation between IBHE and WTIU is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.13

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2023

0.11

The correlation between IBHE and WTIU shifts across timeframes, from -0.13 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBHE vs. WTIU — Risk / Return Rank

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

IBHE

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


WTIU
WTIU Risk / Return Rank: 5555
Overall Rank
WTIU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 5656
Sortino Ratio Rank
WTIU Omega Ratio Rank: 5454
Omega Ratio Rank
WTIU Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
Martin Ratio Rank
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.

IBHE vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


IBHEWTIUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.09

Martin ratioReturn relative to average drawdown

4.79

IBHE vs. WTIU - Sharpe Ratio Comparison


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Drawdowns

IBHE vs. WTIU - Drawdown Comparison


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Drawdown Indicators


IBHEWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-75.73%

Max Drawdown (1Y)

Largest decline over 1 year

-48.11%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

Current Drawdown

Current decline from peak

-27.41%

Average Drawdown

Average peak-to-trough decline

-39.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.07%

Volatility

IBHE vs. WTIU - Volatility Comparison


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Volatility by Period


IBHEWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.18%

Volatility (6M)

Calculated over the trailing 6-month period

57.82%

Volatility (1Y)

Calculated over the trailing 1-year period

69.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.86%

IBHE vs. WTIU - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is lower than WTIU's 0.95% expense ratio.


Dividends

IBHE vs. WTIU - Dividend Comparison

Neither IBHE nor WTIU has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
1.47%4.53%6.92%7.17%5.77%4.84%5.74%3.73%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHE and WTIU have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBHE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHE is cheaper with a 0.35% expense ratio, compared with 0.95% for WTIU.

IBHE has the higher dividend yield at 1.47%, compared with 0.00% for WTIU.

IBHE is categorized as High Yield Bonds, while WTIU is Leveraged Equities. IBHE tracks Bloomberg 2025 Term High Yield and Income Index, while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: iShares and REX. Their fees differ too: 0.35% for IBHE and 0.95% for WTIU.

Portfolio Optimizer

Find the right allocation for IBHE and WTIU

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