ITDJ vs. WNTR
ITDJ (iShares LifePath Target Date 2070 ETF) and WNTR (YieldMax Short MSTR Option Income Strategy ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while WNTR is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, ITDJ returned 24.06% vs 97.02% for WNTR. At a correlation of -0.47, they often move in opposite directions. ITDJ charges 0.12%/yr vs 1.01%/yr for WNTR.
Performance
ITDJ vs. WNTR - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ITDJ having a 10.07% return and WNTR slightly higher at 10.46%.
ITDJ
- 1D
- -0.14%
- 1M
- -0.38%
- YTD
- 10.07%
- 6M
- 9.14%
- 1Y
- 24.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WNTR
- 1D
- 6.01%
- 1M
- 37.47%
- YTD
- 10.46%
- 6M
- 14.06%
- 1Y
- 97.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDJ vs. WNTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 10.07% | 21.05% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 10.46% | 52.78% |
Correlation
The correlation between ITDJ and WNTR is -0.45, 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 | -0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | -0.48 |
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Return for Risk
ITDJ vs. WNTR — Risk / Return Rank
ITDJ
WNTR
ITDJ vs. WNTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) 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.
| ITDJ | WNTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.29 | +0.22 |
| Martin ratioReturn relative to average drawdown | 10.77 | 5.85 | +4.92 |
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Drawdowns
ITDJ vs. WNTR - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for ITDJ and WNTR.
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Drawdown Indicators
| ITDJ | WNTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -42.65% | +26.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -42.65% | +33.00% |
Current DrawdownCurrent decline from peak | -2.62% | -9.88% | +7.26% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -20.93% | +19.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 16.70% | -14.46% |
Volatility
ITDJ vs. WNTR - Volatility Comparison
The current volatility for iShares LifePath Target Date 2070 ETF (ITDJ) is 5.38%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 17.54%. This indicates that ITDJ 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
| ITDJ | WNTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 17.54% | -12.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 45.99% | -34.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 52.83% | -39.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 53.10% | -36.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 53.10% | -36.73% |
ITDJ vs. WNTR - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is lower than WNTR's 1.01% expense ratio.
Dividends
ITDJ vs. WNTR - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.27%, less than WNTR's 96.66% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.27% | 1.40% | 0.82% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 96.66% | 58.56% | 0.00% |
Frequently Asked Questions
ITDJ and WNTR have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WNTR has higher volatility (17.54%) compared to ITDJ (5.38%). In terms of maximum drawdown, ITDJ dropped -16.63% vs WNTR's -42.65%.
On 1-year performance, WNTR leads with 97.02% vs 24.06% for ITDJ. On fees, ITDJ is cheaper at 0.12% per year. On volatility, ITDJ has been the lower-risk option at 5.38%. 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 97.02% return vs 24.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDJ is cheaper with a 0.12% expense ratio, compared with 1.01% for WNTR.
WNTR has the higher dividend yield at 96.66%, compared with 1.27% for ITDJ.
ITDJ is categorized as Target Retirement Date, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.12% for ITDJ and 1.01% for WNTR.
WNTR currently has the higher Sharpe Ratio (1.85 vs 1.79), 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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