PortfoliosLab logoPortfoliosLab logo
IWMY vs. TLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWMY vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IWMY vs. TLTW - Yearly Performance Comparison


2026 (YTD)202520242023
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF
-1.55%10.18%5.56%9.74%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.44%11.36%-2.18%7.67%

Returns By Period

In the year-to-date period, IWMY achieves a -1.55% return, which is significantly lower than TLTW's 1.44% return.


IWMY

1D
3.43%
1M
-5.25%
YTD
-1.55%
6M
-5.22%
1Y
11.51%
3Y*
5Y*
10Y*

TLTW

1D
0.22%
1M
-2.98%
YTD
1.44%
6M
2.22%
1Y
7.46%
3Y*
0.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IWMY vs. TLTW - Expense Ratio Comparison

IWMY has a 0.99% expense ratio, which is higher than TLTW's 0.35% expense ratio.


Return for Risk

IWMY vs. TLTW — Risk / Return Rank

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

IWMY
IWMY Risk / Return Rank: 3535
Overall Rank
IWMY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IWMY Sortino Ratio Rank: 3333
Sortino Ratio Rank
IWMY Omega Ratio Rank: 3333
Omega Ratio Rank
IWMY Calmar Ratio Rank: 3838
Calmar Ratio Rank
IWMY Martin Ratio Rank: 3333
Martin Ratio Rank

TLTW
TLTW Risk / Return Rank: 4848
Overall Rank
TLTW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLTW Omega Ratio Rank: 4242
Omega Ratio Rank
TLTW Calmar Ratio Rank: 6161
Calmar Ratio Rank
TLTW Martin Ratio Rank: 4242
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.

IWMY vs. TLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


IWMYTLTWDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.84

-0.19

Sortino ratio

Return per unit of downside risk

0.91

1.17

-0.26

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.92

1.42

-0.50

Martin ratio

Return relative to average drawdown

2.87

3.74

-0.86

IWMY vs. TLTW - Sharpe Ratio Comparison

The current IWMY Sharpe Ratio is 0.65, which is comparable to the TLTW Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IWMY and TLTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IWMYTLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.84

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

-0.03

+0.67

Correlation

The correlation between IWMY and TLTW is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IWMY vs. TLTW - Dividend Comparison

IWMY's dividend yield for the trailing twelve months is around 57.87%, more than TLTW's 13.66% yield.


TTM2025202420232022
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF
57.87%63.33%107.92%11.34%0.00%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
13.66%14.82%14.47%19.59%8.71%

Drawdowns

IWMY vs. TLTW - Drawdown Comparison

The maximum IWMY drawdown since its inception was -18.72%, roughly equal to the maximum TLTW drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for IWMY and TLTW.


Loading graphics...

Drawdown Indicators


IWMYTLTWDifference

Max Drawdown

Largest peak-to-trough decline

-18.72%

-18.61%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-5.80%

-6.75%

Current Drawdown

Current decline from peak

-8.54%

-2.98%

-5.56%

Average Drawdown

Average peak-to-trough decline

-3.07%

-8.49%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

2.20%

+1.81%

Volatility

IWMY vs. TLTW - Volatility Comparison

Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) has a higher volatility of 7.36% compared to iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) at 3.46%. This indicates that IWMY's price experiences larger fluctuations and is considered to be riskier than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IWMYTLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

3.46%

+3.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

5.80%

+6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

8.91%

+8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

11.55%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

11.55%

+4.08%