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IWMW vs. VPC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWMW vs. VPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 BuyWrite ETF (IWMW) and Virtus Private Credit Strategy ETF (VPC). The values are adjusted to include any dividend payments, if applicable.

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IWMW vs. VPC - Yearly Performance Comparison


2026 (YTD)20252024
IWMW
iShares Russell 2000 BuyWrite ETF
-0.04%7.82%6.09%
VPC
Virtus Private Credit Strategy ETF
-11.66%-6.75%8.16%

Returns By Period

In the year-to-date period, IWMW achieves a -0.04% return, which is significantly higher than VPC's -11.66% return.


IWMW

1D
2.35%
1M
-3.58%
YTD
-0.04%
6M
1.69%
1Y
13.98%
3Y*
5Y*
10Y*

VPC

1D
2.93%
1M
-0.03%
YTD
-11.66%
6M
-12.28%
1Y
-16.52%
3Y*
2.20%
5Y*
2.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWMW vs. VPC - Expense Ratio Comparison

IWMW has a 0.39% expense ratio, which is lower than VPC's 5.53% expense ratio.


Return for Risk

IWMW vs. VPC — Risk / Return Rank

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

IWMW
IWMW Risk / Return Rank: 4646
Overall Rank
IWMW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IWMW Sortino Ratio Rank: 4545
Sortino Ratio Rank
IWMW Omega Ratio Rank: 5353
Omega Ratio Rank
IWMW Calmar Ratio Rank: 4040
Calmar Ratio Rank
IWMW Martin Ratio Rank: 4848
Martin Ratio Rank

VPC
VPC Risk / Return Rank: 11
Overall Rank
VPC Sharpe Ratio Rank: 00
Sharpe Ratio Rank
VPC Sortino Ratio Rank: 11
Sortino Ratio Rank
VPC Omega Ratio Rank: 11
Omega Ratio Rank
VPC Calmar Ratio Rank: 22
Calmar Ratio Rank
VPC Martin Ratio Rank: 11
Martin Ratio Rank
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.

IWMW vs. VPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 BuyWrite ETF (IWMW) and Virtus Private Credit Strategy ETF (VPC). 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.


IWMWVPCDifference

Sharpe ratio

Return per unit of total volatility

0.76

-1.00

+1.76

Sortino ratio

Return per unit of downside risk

1.17

-1.30

+2.47

Omega ratio

Gain probability vs. loss probability

1.19

0.83

+0.37

Calmar ratio

Return relative to maximum drawdown

0.98

-0.74

+1.72

Martin ratio

Return relative to average drawdown

4.44

-1.75

+6.20

IWMW vs. VPC - Sharpe Ratio Comparison

The current IWMW Sharpe Ratio is 0.76, which is higher than the VPC Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of IWMW and VPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWMWVPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

-1.00

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.18

+0.23

Correlation

The correlation between IWMW and VPC is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IWMW vs. VPC - Dividend Comparison

IWMW's dividend yield for the trailing twelve months is around 22.56%, more than VPC's 17.77% yield.


TTM2025202420232022202120202019
IWMW
iShares Russell 2000 BuyWrite ETF
22.56%20.98%17.73%0.00%0.00%0.00%0.00%0.00%
VPC
Virtus Private Credit Strategy ETF
17.77%14.33%11.26%11.71%10.74%6.31%10.06%8.19%

Drawdowns

IWMW vs. VPC - Drawdown Comparison

The maximum IWMW drawdown since its inception was -21.82%, smaller than the maximum VPC drawdown of -53.45%. Use the drawdown chart below to compare losses from any high point for IWMW and VPC.


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Drawdown Indicators


IWMWVPCDifference

Max Drawdown

Largest peak-to-trough decline

-21.82%

-53.45%

+31.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-22.76%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-4.76%

-21.75%

+16.99%

Average Drawdown

Average peak-to-trough decline

-4.10%

-7.41%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

9.59%

-6.53%

Volatility

IWMW vs. VPC - Volatility Comparison

iShares Russell 2000 BuyWrite ETF (IWMW) and Virtus Private Credit Strategy ETF (VPC) have volatilities of 5.65% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMWVPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

5.51%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

10.48%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

16.60%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

13.39%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

20.68%

-4.11%