IWFL vs. WTIU

Last updated Apr 2, 2026

Compare and contrast key facts about ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and MicroSectors Energy 3X Leveraged ETN (WTIU).

IWFL and WTIU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFL is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth (200%). It was launched on Feb 5, 2021. WTIU is a passively managed fund by REX that tracks the performance of the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). It was launched on Feb 16, 2023. Both IWFL and WTIU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IWFL vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

IWFL vs. WTIU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IWFL ETRACS 2x Leveraged US Growth Factor TR ETN	-19.22%	18.54%	61.94%	48.58%
WTIU MicroSectors Energy 3X Leveraged ETN	113.23%	-17.13%	-29.63%	-28.42%

Returns By Period

In the year-to-date period, IWFL achieves a -19.22% return, which is significantly lower than WTIU's 113.23% return.

IWFL

• 1D: 2.15%
• 1M: -7.96%
• YTD: -19.22%
• 6M: -19.55%
• 1Y: 20.29%
• 3Y*: 30.77%
• 5Y*: 13.77%
• 10Y*: —

WTIU

• 1D: -11.84%
• 1M: 17.12%
• YTD: 113.23%
• 6M: 89.84%
• 1Y: 46.84%
• 3Y*: 2.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFL vs. WTIU - Expense Ratio Comparison

Both IWFL and WTIU have an expense ratio of 0.95%.

IWFL

ETRACS 2x Leveraged US Growth Factor TR ETN

WTIU

MicroSectors Energy 3X Leveraged ETN

Return for Risk

IWFL vs. WTIU — Risk / Return Rank

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

IWFL

IWFL Risk / Return Rank: 27
IWFL Sharpe Ratio Rank: 21
IWFL Sortino Ratio Rank: 30
IWFL Omega Ratio Rank: 34
IWFL Calmar Ratio Rank: 26
IWFL Martin Ratio Rank: 25

WTIU

WTIU Risk / Return Rank: 34
WTIU Sharpe Ratio Rank: 29
WTIU Sortino Ratio Rank: 42
WTIU Omega Ratio Rank: 43
WTIU Calmar Ratio Rank: 35
WTIU Martin Ratio Rank: 23

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.

IWFL vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.

	IWFL	WTIU	Difference
Sharpe ratio Return per unit of total volatility	0.37	0.58	-0.21
Sortino ratio Return per unit of downside risk	0.95	1.22	-0.27
Omega ratio Gain probability vs. loss probability	1.15	1.18	-0.03
Calmar ratio Return relative to maximum drawdown	0.67	0.92	-0.25
Martin ratio Return relative to average drawdown	2.10	1.71	+0.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWFL vs. WTIU - Sharpe Ratio Comparison

The current IWFL Sharpe Ratio is 0.37, which is lower than the WTIU Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IWFL and WTIU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IWFL	WTIU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	0.58	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	-0.05	+0.33

Correlation

The correlation between IWFL and WTIU is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IWFL vs. WTIU - Dividend Comparison

Neither IWFL nor WTIU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IWFL vs. WTIU - Drawdown Comparison

The maximum IWFL drawdown since its inception was -59.29%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for IWFL and WTIU.

Drawdown Indicators

	IWFL	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-59.29%	-75.73%	+16.44%
Max Drawdown (1Y) Largest decline over 1 year	-32.80%	-53.11%	+20.31%
Max Drawdown (5Y) Largest decline over 5 years	-59.29%	—	—
Current Drawdown Current decline from peak	-25.44%	-24.42%	-1.02%
Average Drawdown Average peak-to-trough decline	-20.34%	-39.49%	+19.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.42%	28.53%	-18.11%

Volatility

IWFL vs. WTIU - Volatility Comparison

The current volatility for ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) is 15.30%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 22.50%. This indicates that IWFL experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWFL	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.30%	22.50%	-7.20%
Volatility (6M) Calculated over the trailing 6-month period	27.03%	46.56%	-19.53%
Volatility (1Y) Calculated over the trailing 1-year period	55.74%	81.69%	-25.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.76%	69.54%	-22.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.77%	69.54%	-22.77%