IWMW vs. AGM

In the year-to-date period, IWMW achieves a -6.90% return, which is significantly lower than AGM's -2.46% return.

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This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 BuyWrite ETF (IWMW) and Federal Agricultural Mortgage Corporation (AGM). 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 IWMW Sharpe Ratio is -0.07, which is lower than the AGM Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IWMW and AGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWMW's dividend yield for the trailing twelve months is around 22.98%, more than AGM's 2.99% yield.

The maximum IWMW drawdown since its inception was -21.82%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for IWMW and AGM. For additional features, visit the drawdowns tool.

The current volatility for iShares Russell 2000 BuyWrite ETF (IWMW) is 3.53%, while Federal Agricultural Mortgage Corporation (AGM) has a volatility of 7.26%. This indicates that IWMW experiences smaller price fluctuations and is considered to be less risky than AGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.