IYRI vs. ARMW
IYRI (NEOS Real Estate High Income ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their -0.06 correlation means they have often moved in opposite directions in the past. IYRI charges 0.68%/yr vs 0.99%/yr for ARMW.
Performance
IYRI vs. ARMW - Performance Comparison
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Returns By Period
In the year-to-date period, IYRI achieves a 9.43% return, which is significantly lower than ARMW's 184.82% return.
IYRI
- 1D
- -0.14%
- 1M
- 1.21%
- 6M
- 7.99%
- YTD
- 9.43%
- 1Y
- 10.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.71%
ARMW
- 1D
- 21.87%
- 1M
- -13.39%
- 6M
- 202.81%
- YTD
- 184.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.27M | $4.47M | $4.19M | |
| $3.36M | $3.54M | $3.80M |
IYRI vs. ARMW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYRI NEOS Real Estate High Income ETF | 9.43% | -2.33% |
ARMW Roundhill ARM WeeklyPay ETF | 184.82% | -41.28% |
Correlation
The correlation between IYRI and ARMW is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.06 |
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Return for Risk
IYRI vs. ARMW — Risk / Return Rank
IYRI
ARMW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IYRI vs. ARMW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Real Estate High Income ETF (IYRI) and Roundhill ARM WeeklyPay ETF (ARMW). 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.
| IYRI | ARMW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | — | — |
| Martin ratioReturn relative to average drawdown | 5.25 | — | — |
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Drawdowns
IYRI vs. ARMW - Drawdown Comparison
The maximum IYRI drawdown since its inception was -12.12%, smaller than the maximum ARMW drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for IYRI and ARMW.
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Drawdown Indicators
| IYRI | ARMW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -56.50% | +44.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | — | — |
Current DrawdownCurrent decline from peak | -0.85% | -42.68% | +41.83% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -27.39% | +25.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | — | — |
Volatility
IYRI vs. ARMW - Volatility Comparison
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Volatility by Period
| IYRI | ARMW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 98.62% | -87.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 98.62% | -85.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 98.62% | -85.64% |
IYRI vs. ARMW - Expense Ratio Comparison
IYRI has a 0.68% expense ratio, which is lower than ARMW's 0.99% expense ratio.
Dividends
IYRI vs. ARMW - Dividend Comparison
IYRI's dividend yield for the trailing twelve months is around 10.84%, less than ARMW's 54.31% yield.
| Position | TTM | 2025 |
|---|---|---|
ARMW Roundhill ARM WeeklyPay ETF | 54.31% | 16.38% |
IYRI NEOS Real Estate High Income ETF | 10.84% | 11.72% |
Frequently Asked Questions
IYRI and ARMW have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IYRI is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IYRI is cheaper with a 0.68% expense ratio, compared with 0.99% for ARMW.
ARMW has the higher dividend yield at 54.31%, compared with 10.84% for IYRI.
They also come from different issuers: Neos and Roundhill. Their fees differ too: 0.68% for IYRI and 0.99% for ARMW.
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