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MLPI vs. IWMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPI vs. IWMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neos MLP & Energy Infrastructure High Income ETF (MLPI) and NEOS Russell 2000 High Income ETF (IWMI). The values are adjusted to include any dividend payments, if applicable.

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MLPI vs. IWMI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MLPI achieves a 17.27% return, which is significantly higher than IWMI's 0.93% return.


MLPI

1D
-0.40%
1M
3.16%
YTD
17.27%
6M
1Y
3Y*
5Y*
10Y*

IWMI

1D
3.49%
1M
-4.05%
YTD
0.93%
6M
4.83%
1Y
25.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPI vs. IWMI - Expense Ratio Comparison

Both MLPI and IWMI have an expense ratio of 0.68%.


Return for Risk

MLPI vs. IWMI — Risk / Return Rank

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

MLPI

IWMI
IWMI Risk / Return Rank: 7878
Overall Rank
IWMI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IWMI Sortino Ratio Rank: 7979
Sortino Ratio Rank
IWMI Omega Ratio Rank: 7474
Omega Ratio Rank
IWMI Calmar Ratio Rank: 7878
Calmar Ratio Rank
IWMI Martin Ratio Rank: 8484
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.

MLPI vs. IWMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos MLP & Energy Infrastructure High Income ETF (MLPI) and NEOS Russell 2000 High Income ETF (IWMI). 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.

MLPI vs. IWMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MLPIIWMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

7.48

0.71

+6.78

Correlation

The correlation between MLPI and IWMI is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MLPI vs. IWMI - Dividend Comparison

MLPI's dividend yield for the trailing twelve months is around 3.49%, less than IWMI's 14.48% yield.


Drawdowns

MLPI vs. IWMI - Drawdown Comparison

The maximum MLPI drawdown since its inception was -2.78%, smaller than the maximum IWMI drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for MLPI and IWMI.


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Drawdown Indicators


MLPIIWMIDifference

Max Drawdown

Largest peak-to-trough decline

-2.78%

-23.88%

+21.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

Current Drawdown

Current decline from peak

-1.19%

-5.20%

+4.01%

Average Drawdown

Average peak-to-trough decline

-0.60%

-4.44%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

Volatility

MLPI vs. IWMI - Volatility Comparison


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Volatility by Period


MLPIIWMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.12%

19.11%

-7.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.12%

18.30%

-7.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.12%

18.30%

-7.18%