PortfoliosLab logoPortfoliosLab logo
IYG vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYG vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financial Services ETF (IYG) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IYG achieves a -1.05% return, which is significantly lower than WNTR's 10.46% return.


IYG

1D
-0.52%
1M
3.92%
YTD
-1.05%
6M
-2.97%
1Y
9.42%
3Y*
22.91%
5Y*
9.46%
10Y*
14.99%

WNTR

1D
6.01%
1M
37.47%
YTD
10.46%
6M
14.06%
1Y
97.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYG vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between IYG and WNTR is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.28

Compare stocks, funds, or ETFs

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


Return for Risk

IYG vs. WNTR — Risk / Return Rank

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

IYG
IYG Risk / Return Rank: 1717
Overall Rank
IYG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IYG Sortino Ratio Rank: 1818
Sortino Ratio Rank
IYG Omega Ratio Rank: 1818
Omega Ratio Rank
IYG Calmar Ratio Rank: 1616
Calmar Ratio Rank
IYG Martin Ratio Rank: 1616
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 5151
Overall Rank
WNTR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 4949
Sortino Ratio Rank
WNTR Omega Ratio Rank: 5252
Omega Ratio Rank
WNTR Calmar Ratio Rank: 5151
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4040
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.

IYG vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IYGWNTRDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratioReturn relative to maximum drawdown

0.59

2.29

-1.69

Martin ratioReturn relative to average drawdown

1.51

5.85

-4.33

IYG vs. WNTR - Sharpe Ratio Comparison

The current IYG Sharpe Ratio is 0.61, which is lower than the WNTR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of IYG and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IYG vs. WNTR - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for IYG and WNTR.


Loading charts...

Drawdown Indicators


IYGWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-42.65%

-39.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-42.65%

+26.75%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-4.50%

-9.88%

+5.38%

Average Drawdown

Average peak-to-trough decline

-20.71%

-20.93%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

16.70%

-10.47%

Volatility

IYG vs. WNTR - Volatility Comparison

The current volatility for iShares U.S. Financial Services ETF (IYG) is 4.46%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 17.54%. This indicates that IYG experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IYGWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

17.54%

-13.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

45.99%

-33.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

52.83%

-37.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

53.10%

-32.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

53.10%

-29.66%

IYG vs. WNTR - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is lower than WNTR's 1.01% expense ratio.


Dividends

IYG vs. WNTR - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.09%, less than WNTR's 96.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IYG
iShares U.S. Financial Services ETF
1.09%1.00%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
96.66%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IYG and WNTR have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (17.54%) compared to IYG (4.46%). In terms of maximum drawdown, IYG dropped -81.84% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 97.02% vs 9.42% for IYG. On fees, IYG is cheaper at 0.42% per year. On volatility, IYG has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WNTR has performed better with a 97.02% return vs 9.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYG is cheaper with a 0.42% expense ratio, compared with 1.01% for WNTR.

WNTR has the higher dividend yield at 96.66%, compared with 1.09% for IYG.

IYG is categorized as Financials Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.42% for IYG and 1.01% for WNTR.

WNTR currently has the higher Sharpe Ratio (1.85 vs 0.61), 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.

Portfolio Optimizer

Find the right allocation for IYG and WNTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer