OMAH vs. CWII

Last updated Jun 24, 2026

OMAH (VistaShares Target 15™ Berkshire Select Income ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.00 correlation, their price movements are largely independent. OMAH charges 0.95%/yr vs 1.03%/yr for CWII.

Performance

OMAH vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15™ Berkshire Select Income ETF (OMAH) 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, OMAH achieves a 5.30% return, which is significantly lower than CWII's 13,199.78% return.

OMAH

• 1D: 0.27%
• 1M: -1.97%
• YTD: 5.30%
• 6M: 5.12%
• 1Y: 11.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,273.16%
• YTD: 13,199.78%
• 6M: 11,946.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

OMAH vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
OMAH VistaShares Target 15™ Berkshire Select Income ETF	5.30%	1.71%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between OMAH and CWII is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.00

Return for Risk

OMAH vs. CWII — Risk / Return Rank

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

OMAH

OMAH Risk / Return Rank: 51
OMAH Sharpe Ratio Rank: 43
OMAH Sortino Ratio Rank: 41
OMAH Omega Ratio Rank: 40
OMAH Calmar Ratio Rank: 78
OMAH Martin Ratio Rank: 54

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.

OMAH vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15™ Berkshire Select Income ETF (OMAH) 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.

	OMAH	CWII	Difference
Sharpe ratio: Return per unit of total volatility	1.44	—	—
Sortino ratio: Return per unit of downside risk	2.01	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	3.84	—	—
Martin ratio: Return relative to average drawdown	9.13	—	—

Drawdowns

OMAH vs. CWII - Drawdown Comparison

The maximum OMAH drawdown since its inception was -11.83%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for OMAH and CWII.

Drawdown Indicators

	OMAH	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-11.83%	-51.04%	+39.21%
Max Drawdown (1Y) Largest decline over 1 year	-3.00%	—	—
Current Drawdown Current decline from peak	-1.97%	0.00%	-1.97%
Average Drawdown Average peak-to-trough decline	-1.27%	-33.26%	+31.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.26%	—	—

Volatility

Volatility by Period

	OMAH	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.04%	13,701.30%	-13,693.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.03%	13,701.30%	-13,688.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.03%	13,701.30%	-13,688.27%

OMAH vs. CWII - Expense Ratio Comparison

OMAH has a 0.95% expense ratio, which is lower than CWII's 1.03% expense ratio.

Dividends

OMAH vs. CWII - Dividend Comparison

OMAH's dividend yield for the trailing twelve months is around 14.05%, less than CWII's 123.26% yield.

Position	TTM	2025
CWII REX CRWV Growth & Income ETF	123.26%	6.09%
OMAH VistaShares Target 15™ Berkshire Select Income ETF	14.05%	12.86%

Frequently Asked Questions

Can I hold both OMAH and CWII in my portfolio?

OMAH and CWII have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, OMAH or CWII?

On fees, OMAH is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, OMAH or CWII?

OMAH is cheaper with a 0.95% expense ratio, compared with 1.03% for CWII.

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

CWII has the higher dividend yield at 123.26%, compared with 14.05% for OMAH.

What is the main difference between OMAH and CWII?

They also come from different issuers: VistaShares and REX Shares. Their fees differ too: 0.95% for OMAH and 1.03% for CWII.