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IGPT vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGPT vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco AI and Next Gen Software ETF (IGPT) and YieldMax MSTR Short 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, IGPT achieves a 50.51% return, which is significantly higher than WNTR's 10.51% return.


IGPT

1D
3.23%
1M
-6.05%
6M
36.61%
YTD
50.51%
1Y
80.58%
3Y*
37.96%
5Y*
12.94%
10Y*
19.82%
ALL TIME*
15.04%

WNTR

1D
-0.22%
1M
7.89%
6M
8.31%
YTD
10.51%
1Y
106.92%
3Y*
5Y*
10Y*
ALL TIME*
47.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.39M$21.86M$21.83M
$3.92M$3.66M$3.95M

IGPT vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between IGPT and WNTR is -0.44, 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.

-0.44

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

-0.45

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Return for Risk

IGPT vs. WNTR — Risk / Return Rank

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

IGPT
IGPT Risk / Return Rank: 8484
Overall Rank
IGPT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IGPT Sortino Ratio Rank: 8181
Sortino Ratio Rank
IGPT Omega Ratio Rank: 8282
Omega Ratio Rank
IGPT Calmar Ratio Rank: 8585
Calmar Ratio Rank
IGPT Martin Ratio Rank: 8585
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6969
Overall Rank
WNTR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7171
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5353
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.

IGPT vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AI and Next Gen Software ETF (IGPT) and YieldMax MSTR Short 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.


IGPTWNTRDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

3.27

2.52

+0.75

Martin ratioReturn relative to average drawdown

12.33

6.38

+5.95

IGPT vs. WNTR - Sharpe Ratio Comparison

The current IGPT Sharpe Ratio is 2.20, which is comparable to the WNTR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IGPT 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

IGPT vs. WNTR - Drawdown Comparison

The maximum IGPT drawdown since its inception was -50.14%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IGPT and WNTR.


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Drawdown Indicators


IGPTWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-50.14%

-42.65%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-24.74%

-42.65%

+17.91%

Max Drawdown (3Y)

Largest decline over 3 years

-29.30%

Max Drawdown (5Y)

Largest decline over 5 years

-42.04%

Max Drawdown (10Y)

Largest decline over 10 years

-50.14%

Current Drawdown

Current decline from peak

-17.20%

-9.84%

-7.36%

Average Drawdown

Average peak-to-trough decline

-11.95%

-20.15%

+8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

16.83%

-10.27%

Volatility

IGPT vs. WNTR - Volatility Comparison

Invesco AI and Next Gen Software ETF (IGPT) has a higher volatility of 14.42% compared to YieldMax MSTR Short Option Income Strategy ETF (WNTR) at 13.00%. This indicates that IGPT's price experiences larger fluctuations and is considered to be riskier 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


IGPTWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.42%

13.00%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

32.86%

47.22%

-14.36%

Volatility (1Y)

Calculated over the trailing 1-year period

36.96%

54.66%

-17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

53.34%

-23.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.31%

53.34%

-26.03%

IGPT vs. WNTR - Expense Ratio Comparison

IGPT has a 0.56% expense ratio, which is lower than WNTR's 1.00% expense ratio.


Dividends

IGPT vs. WNTR - Dividend Comparison

IGPT's dividend yield for the trailing twelve months is around 0.01%, less than WNTR's 107.26% yield.


PositionTTM20252024202320222021202020192018201720162015
IGPT
Invesco AI and Next Gen Software ETF
0.01%0.04%0.00%0.00%1.41%6.21%0.04%0.05%0.00%0.00%0.03%0.15%
WNTR
YieldMax MSTR Short Option Income Strategy ETF
107.26%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


IGPT and WNTR have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGPT has higher volatility (14.42%) compared to WNTR (13.00%). In terms of maximum drawdown, IGPT dropped -50.14% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 106.92% vs 80.58% for IGPT. On fees, IGPT is cheaper at 0.56% per year. On volatility, WNTR has been the lower-risk option at 13.00%. 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 106.92% return vs 80.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGPT is cheaper with a 0.56% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 107.26%, compared with 0.01% for IGPT.

IGPT is categorized as Artificial Intelligence, while WNTR is Derivative Income. They also come from different issuers: Invesco and YieldMax. Their fees differ too: 0.56% for IGPT and 1.00% for WNTR.

IGPT currently has the higher Sharpe Ratio (2.20 vs 1.97), 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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