IWMW vs. MSTY

In the year-to-date period, IWMW achieves a -6.90% return, which is significantly lower than MSTY's 29.57% return.

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IWMW has a 0.39% expense ratio, which is lower than MSTY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 BuyWrite ETF (IWMW) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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 MSTY Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IWMW and MSTY, 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%, less than MSTY's 131.16% yield.

The maximum IWMW drawdown since its inception was -21.82%, smaller than the maximum MSTY drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for IWMW and MSTY. For additional features, visit the drawdowns tool.

The current volatility for iShares Russell 2000 BuyWrite ETF (IWMW) is 3.53%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 10.80%. This indicates that IWMW experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.