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IDGT vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDGT vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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, IDGT achieves a 42.63% return, which is significantly higher than WNTR's 8.06% return.


IDGT

1D
0.30%
1M
-3.11%
6M
42.88%
YTD
42.63%
1Y
49.53%
3Y*
20.58%
5Y*
11.53%
10Y*
13.47%

WNTR

1D
-0.43%
1M
15.85%
6M
10.45%
YTD
8.06%
1Y
116.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDGT vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between IDGT and WNTR is -0.42, 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

-0.42

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

-0.43

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Return for Risk

IDGT vs. WNTR — Risk / Return Rank

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

IDGT
IDGT Risk / Return Rank: 8282
Overall Rank
IDGT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8080
Omega Ratio Rank
IDGT Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8181
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6565
Overall Rank
WNTR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6363
Sortino Ratio Rank
WNTR Omega Ratio Rank: 6767
Omega Ratio Rank
WNTR Calmar Ratio Rank: 6565
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4949
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.

IDGT vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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.


IDGTWNTRDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.06

Calmar ratioReturn relative to maximum drawdown

3.52

2.60

+0.91

Martin ratioReturn relative to average drawdown

12.42

6.69

+5.74

IDGT vs. WNTR - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 2.21, which is comparable to the WNTR Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IDGT 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

IDGT vs. WNTR - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IDGT and WNTR.


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Drawdown Indicators


IDGTWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-77.95%

-42.65%

-35.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-42.65%

+28.87%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-8.78%

-11.84%

+3.06%

Average Drawdown

Average peak-to-trough decline

-19.86%

-20.57%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

16.58%

-12.69%

Volatility

IDGT vs. WNTR - Volatility Comparison

The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 7.59%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 18.80%. This indicates that IDGT 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


IDGTWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

18.80%

-11.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

47.57%

-29.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

53.81%

-31.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

53.62%

-30.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

53.62%

-30.33%

IDGT vs. WNTR - Expense Ratio Comparison

IDGT has a 0.39% expense ratio, which is lower than WNTR's 1.01% expense ratio.


Dividends

IDGT vs. WNTR - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.75%, less than WNTR's 104.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.75%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
104.11%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDGT and WNTR have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (18.80%) compared to IDGT (7.59%). In terms of maximum drawdown, IDGT dropped -77.95% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 116.49% vs 49.53% for IDGT. On fees, IDGT is cheaper at 0.39% per year. On volatility, IDGT has been the lower-risk option at 7.59%. 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 116.49% return vs 49.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDGT is cheaper with a 0.39% expense ratio, compared with 1.01% for WNTR.

WNTR has the higher dividend yield at 104.11%, compared with 0.75% for IDGT.

IDGT is categorized as Technology Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.39% for IDGT and 1.01% for WNTR.

IDGT currently has the higher Sharpe Ratio (2.21 vs 2.06), 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

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