LDRX vs. CWII

Last updated Jun 26, 2026

LDRX (SGI Enhanced Market Leaders ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. LDRX charges 0.59%/yr vs 1.03%/yr for CWII.

Performance

LDRX vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Market Leaders ETF (LDRX) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRX achieves a 4.90% return, which is significantly lower than CWII's 13,199.78% return.

LDRX

• 1D: -0.44%
• 1M: -4.25%
• YTD: 4.90%
• 6M: 3.73%
• 1Y: 20.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,186.09%
• YTD: 13,199.78%
• 6M: 12,082.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRX vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
LDRX SGI Enhanced Market Leaders ETF	4.90%	-0.55%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between LDRX and CWII is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.41

Return for Risk

LDRX vs. CWII — Risk / Return Rank

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

LDRX

LDRX Risk / Return Rank: 48
LDRX Sharpe Ratio Rank: 49
LDRX Sortino Ratio Rank: 49
LDRX Omega Ratio Rank: 47
LDRX Calmar Ratio Rank: 43
LDRX Martin Ratio Rank: 50

CWII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LDRX vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Market Leaders ETF (LDRX) and REX CRWV Growth & Income ETF (CWII). 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.

	LDRX	CWII	Difference
Sharpe ratio: Return per unit of total volatility	1.55	—	—
Sortino ratio: Return per unit of downside risk	2.20	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	1.96	—	—
Martin ratio: Return relative to average drawdown	7.83	—	—

Drawdowns

LDRX vs. CWII - Drawdown Comparison

The maximum LDRX drawdown since its inception was -10.62%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for LDRX and CWII.

Drawdown Indicators

	LDRX	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-10.62%	-51.04%	+40.42%
Max Drawdown (1Y) Largest decline over 1 year	-10.62%	—	—
Current Drawdown Current decline from peak	-5.44%	0.00%	-5.44%
Average Drawdown Average peak-to-trough decline	-1.54%	-33.26%	+31.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	—	—

Volatility

Volatility by Period

	LDRX	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.40%	13,701.30%	-13,687.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.36%	13,701.30%	-13,687.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.36%	13,701.30%	-13,687.94%

LDRX vs. CWII - Expense Ratio Comparison

LDRX has a 0.59% expense ratio, which is lower than CWII's 1.03% expense ratio.

Dividends

LDRX vs. CWII - Dividend Comparison

LDRX's dividend yield for the trailing twelve months is around 1.25%, less than CWII's 123.26% yield.

Position	TTM	2025
CWII REX CRWV Growth & Income ETF	123.26%	6.09%
LDRX SGI Enhanced Market Leaders ETF	1.25%	1.19%

Frequently Asked Questions

Can I hold both LDRX and CWII in my portfolio?

LDRX and CWII have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LDRX or CWII?

On fees, LDRX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDRX or CWII?

LDRX is cheaper with a 0.59% expense ratio, compared with 1.03% for CWII.

Which ETF pays a higher dividend yield, LDRX or CWII?

CWII has the higher dividend yield at 123.26%, compared with 1.25% for LDRX.

What is the main difference between LDRX and CWII?

They also come from different issuers: Summit Global Investments and REX Shares. Their fees differ too: 0.59% for LDRX and 1.03% for CWII.