IWML vs. IWMW

In the year-to-date period, IWML achieves a -23.74% return, which is significantly lower than IWMW's -7.19% return.

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IWML has a 0.95% expense ratio, which is higher than IWMW's 0.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Size Factor TR ETN (IWML) and iShares Russell 2000 BuyWrite ETF (IWMW). 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.

The current IWML Sharpe Ratio is -0.29, which is lower than the IWMW Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IWML and IWMW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWML has not paid dividends to shareholders, while IWMW's dividend yield for the trailing twelve months is around 23.05%.

The maximum IWML drawdown since its inception was -60.06%, which is greater than IWMW's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for IWML and IWMW. For additional features, visit the drawdowns tool.