IWMY vs. VTI
IWMY (Defiance R2000 Enhanced Options & 0DTE Income ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - IWMY is a Options Trading fund tracking the Russell 2000 Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past year, IWMY returned 19.66% vs 24.96% for VTI. A 0.79 correlation means they provide meaningful diversification when combined. IWMY charges 0.99%/yr vs 0.03%/yr for VTI.
Performance
IWMY vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, IWMY achieves a 10.55% return, which is significantly higher than VTI's 9.05% return.
IWMY
- 1D
- 0.63%
- 1M
- -0.57%
- YTD
- 10.55%
- 6M
- 8.47%
- 1Y
- 19.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.30%
- 1M
- 0.44%
- YTD
- 9.05%
- 6M
- 8.94%
- 1Y
- 24.96%
- 3Y*
- 21.05%
- 5Y*
- 12.25%
- 10Y*
- 14.84%
IWMY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IWMY Defiance R2000 Enhanced Options & 0DTE Income ETF | 10.55% | 10.18% | 5.56% | 10.06% |
VTI Vanguard Total Stock Market ETF | 9.05% | 17.10% | 23.81% | 15.95% |
Correlation
The correlation between IWMY and VTI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2023 | 0.79 |
The correlation between IWMY and VTI has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
IWMY vs. VTI — Risk / Return Rank
IWMY
VTI
IWMY vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) and Vanguard Total Stock Market ETF (VTI). 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.
| IWMY | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.81 | -1.10 |
| Martin ratioReturn relative to average drawdown | 5.59 | 12.85 | -7.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWMY | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.02 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.50 | +0.39 |
Drawdowns
IWMY vs. VTI - Drawdown Comparison
The maximum IWMY drawdown since its inception was -18.72%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IWMY and VTI.
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Drawdown Indicators
| IWMY | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.72% | -55.45% | +36.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -8.92% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -2.89% | -2.64% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -8.02% | +5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 1.95% | +1.58% |
Volatility
IWMY vs. VTI - Volatility Comparison
Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) has a higher volatility of 6.26% compared to Vanguard Total Stock Market ETF (VTI) at 3.88%. This indicates that IWMY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWMY | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 3.88% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 9.55% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 12.44% | +3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 17.44% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 18.33% | -2.43% |
IWMY vs. VTI - Expense Ratio Comparison
IWMY has a 0.99% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
IWMY vs. VTI - Dividend Comparison
IWMY's dividend yield for the trailing twelve months is around 46.29%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWMY Defiance R2000 Enhanced Options & 0DTE Income ETF | 46.29% | 63.33% | 107.92% | 11.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
IWMY and VTI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWMY has higher volatility (6.26%) compared to VTI (3.88%). In terms of maximum drawdown, IWMY dropped -18.72% vs VTI's -55.45%.
On 1-year performance, VTI leads with 24.96% vs 19.66% for IWMY. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VTI has performed better with a 24.96% return vs 19.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.99% for IWMY.
IWMY has the higher dividend yield at 46.29%, compared with 1.03% for VTI.
IWMY is categorized as Options Trading, while VTI is Large Cap Blend Equities. IWMY tracks Russell 2000 Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Defiance and Vanguard. Their fees differ too: 0.99% for IWMY and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (2.02 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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