IJH vs. WNTR
IJH (iShares Core S&P Mid-Cap ETF) and WNTR (YieldMax Short MSTR Option Income Strategy ETF) are both exchange-traded funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while WNTR is a Derivative Income fund actively managed by YieldMax. IJH is passively managed, while WNTR is actively managed. Over the past year, IJH returned 26.90% vs 115.98% for WNTR. At a correlation of -0.39, they often move in opposite directions. IJH charges 0.05%/yr vs 1.01%/yr for WNTR.
Performance
IJH vs. WNTR - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 16.41% return, which is significantly lower than WNTR's 17.65% return.
IJH
- 1D
- 0.92%
- 1M
- 2.68%
- YTD
- 16.41%
- 6M
- 14.13%
- 1Y
- 26.90%
- 3Y*
- 16.39%
- 5Y*
- 8.61%
- 10Y*
- 12.13%
WNTR
- 1D
- 6.51%
- 1M
- 45.64%
- YTD
- 17.65%
- 6M
- 21.49%
- 1Y
- 115.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJH vs. WNTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 16.41% | 11.75% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 17.65% | 52.78% |
Correlation
The correlation between IJH and WNTR is -0.36, 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 | -0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | -0.39 |
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Return for Risk
IJH vs. WNTR — Risk / Return Rank
IJH
WNTR
IJH vs. WNTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) 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.
| IJH | WNTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.73 | +0.33 |
| Martin ratioReturn relative to average drawdown | 11.18 | 6.99 | +4.19 |
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Drawdowns
IJH vs. WNTR - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IJH and WNTR.
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Drawdown Indicators
| IJH | WNTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -42.65% | -12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -42.65% | +33.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.02% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -20.87% | +13.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 16.66% | -14.25% |
Volatility
IJH vs. WNTR - Volatility Comparison
The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 4.57%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 18.14%. This indicates that IJH 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
| IJH | WNTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 18.14% | -13.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 46.41% | -34.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 53.16% | -37.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 53.31% | -33.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 53.31% | -32.15% |
IJH vs. WNTR - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is lower than WNTR's 1.01% expense ratio.
Dividends
IJH vs. WNTR - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.16%, less than WNTR's 94.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.16% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 94.34% | 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
IJH and WNTR have a correlation of -0.36, 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 IJH (4.57%). In terms of maximum drawdown, IJH dropped -55.07% vs WNTR's -42.65%.
On 1-year performance, WNTR leads with 115.98% vs 26.90% for IJH. On fees, IJH is cheaper at 0.05% per year. On volatility, IJH has been the lower-risk option at 4.57%. 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 26.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IJH is cheaper with a 0.05% expense ratio, compared with 1.01% for WNTR.
WNTR has the higher dividend yield at 94.34%, compared with 1.16% for IJH.
IJH is categorized as Mid Cap Blend Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.05% for IJH and 1.01% for WNTR.
WNTR currently has the higher Sharpe Ratio (2.20 vs 1.71), 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.
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