LLII vs. WMTI

Last updated Jun 4, 2026

LLII (REX LLY Growth & Income ETF) and WMTI (REX WMT Growth & Income ETF) are both Derivative Income funds from REX. Both are actively managed. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

LLII vs. WMTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX LLY Growth & Income ETF (LLII) and REX WMT Growth & Income ETF (WMTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LLII achieves a -4.28% return, which is significantly lower than WMTI's 2.10% return.

LLII

• 1D: 1.47%
• 1M: 9.79%
• YTD: -4.28%
• 6M: 0.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WMTI

• 1D: 4.18%
• 1M: -10.43%
• YTD: 2.10%
• 6M: -0.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LLII vs. WMTI - Yearly Performance Comparison

	2026 (YTD)	2025
LLII REX LLY Growth & Income ETF	-4.28%	19.03%
WMTI REX WMT Growth & Income ETF	2.10%	9.78%

Correlation

The correlation between LLII and WMTI is 0.23, 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 5, 2025	0.23

Return for Risk

LLII vs. WMTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) and REX WMT Growth & Income ETF (WMTI). 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.

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

Sharpe Ratios by Period

	LLII	WMTI	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.78	-0.08

Drawdowns

LLII vs. WMTI - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, which is greater than WMTI's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for LLII and WMTI.

Drawdown Indicators

	LLII	WMTI	Difference
Max Drawdown Largest peak-to-trough decline	-23.96%	-17.24%	-6.72%
Current Drawdown Current decline from peak	-6.88%	-13.78%	+6.90%
Average Drawdown Average peak-to-trough decline	-9.28%	-3.77%	-5.51%

Volatility

Volatility by Period

	LLII	WMTI	Difference
Volatility (1Y) Calculated over the trailing 1-year period	36.42%	28.30%	+8.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.42%	28.30%	+8.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.42%	28.30%	+8.12%

LLII vs. WMTI - Expense Ratio Comparison

Both LLII and WMTI have an expense ratio of 0.99%.

Dividends

LLII vs. WMTI - Dividend Comparison

LLII's dividend yield for the trailing twelve months is around 25.95%, more than WMTI's 21.32% yield.

Position	TTM	2025
LLII REX LLY Growth & Income ETF	25.95%	5.13%
WMTI REX WMT Growth & Income ETF	21.32%	3.36%

Frequently Asked Questions

Can I hold both LLII and WMTI in my portfolio?

LLII and WMTI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LLII or WMTI?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LLII or WMTI?

LLII and WMTI have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, LLII or WMTI?

LLII has the higher dividend yield at 25.95%, compared with 21.32% for WMTI.