IWML vs. NVDY

In the year-to-date period, IWML achieves a -23.74% return, which is significantly lower than NVDY's -15.02% return.

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IWML has a 0.95% expense ratio, which is lower than NVDY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Size Factor TR ETN (IWML) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 NVDY Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IWML and NVDY, 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 NVDY's dividend yield for the trailing twelve months is around 102.72%.

The maximum IWML drawdown since its inception was -60.06%, which is greater than NVDY's maximum drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for IWML and NVDY. For additional features, visit the drawdowns tool.

ETRACS 2x Leveraged US Size Factor TR ETN (IWML) has a higher volatility of 16.62% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 11.65%. This indicates that IWML's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.