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IGE vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGE vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) 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, IGE achieves a 16.70% return, which is significantly higher than WNTR's 9.49% return.


IGE

1D
0.03%
1M
-1.83%
6M
8.09%
YTD
16.70%
1Y
32.85%
3Y*
16.81%
5Y*
18.64%
10Y*
8.70%

WNTR

1D
2.96%
1M
17.94%
6M
21.62%
YTD
9.49%
1Y
127.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGE vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between IGE and WNTR is -0.16, 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

-0.16

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

-0.20

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Return for Risk

IGE vs. WNTR — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 7272
Overall Rank
IGE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IGE Omega Ratio Rank: 7272
Omega Ratio Rank
IGE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGE Martin Ratio Rank: 6565
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 7373
Overall Rank
WNTR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 7171
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7575
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7474
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5656
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.

IGE vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) 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.


IGEWNTRDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

2.86

3.02

-0.16

Martin ratioReturn relative to average drawdown

9.24

7.72

+1.52

IGE vs. WNTR - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 2.01, which is comparable to the WNTR Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IGE 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

IGE vs. WNTR - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IGE and WNTR.


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Drawdown Indicators


IGEWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-42.65%

-24.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-42.65%

+31.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

Current Drawdown

Current decline from peak

-7.81%

-10.67%

+2.86%

Average Drawdown

Average peak-to-trough decline

-18.84%

-20.46%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

16.63%

-13.06%

Volatility

IGE vs. WNTR - Volatility Comparison

The current volatility for iShares North American Natural Resources ETF (IGE) is 4.29%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 17.89%. This indicates that IGE 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


IGEWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

17.89%

-13.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

47.05%

-34.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

53.81%

-37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

53.49%

-31.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

53.49%

-28.62%

IGE vs. WNTR - Expense Ratio Comparison

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


Dividends

IGE vs. WNTR - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 2.05%, less than WNTR's 106.86% yield.


PositionTTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
2.05%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
106.86%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


IGE and WNTR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (17.89%) compared to IGE (4.29%). In terms of maximum drawdown, IGE dropped -67.55% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 127.90% vs 32.85% for IGE. On fees, IGE is cheaper at 0.39% per year. On volatility, IGE has been the lower-risk option at 4.29%. 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 127.90% return vs 32.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

WNTR has the higher dividend yield at 106.86%, compared with 2.05% for IGE.

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

WNTR currently has the higher Sharpe Ratio (2.39 vs 2.01), 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 IGE and WNTR

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