PLTY vs. CWII

Last updated Jun 24, 2026

PLTY (YieldMax PLTR Option Income Strategy ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.30 correlation, their price movements are largely independent. PLTY charges 0.99%/yr vs 1.03%/yr for CWII.

Performance

PLTY vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) 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, PLTY achieves a -26.92% return, which is significantly lower than CWII's 13,199.78% return.

PLTY

• 1D: -2.42%
• 1M: -12.09%
• YTD: -26.92%
• 6M: -32.83%
• 1Y: -14.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,273.16%
• YTD: 13,199.78%
• 6M: 11,535.41%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTY vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
PLTY YieldMax PLTR Option Income Strategy ETF	-26.92%	-13.27%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between PLTY and CWII is 0.30, 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	0.30

Return for Risk

PLTY vs. CWII — Risk / Return Rank

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

PLTY

PLTY Risk / Return Rank: 6
PLTY Sharpe Ratio Rank: 6
PLTY Sortino Ratio Rank: 6
PLTY Omega Ratio Rank: 6
PLTY Calmar Ratio Rank: 5
PLTY Martin Ratio Rank: 5

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.

PLTY vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) 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.

	PLTY	CWII	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	—	—
Sortino ratio: Return per unit of downside risk	-0.21	—	—
Omega ratio: Gain probability vs. loss probability	0.97	—	—
Calmar ratio: Return relative to maximum drawdown	-0.41	—	—
Martin ratio: Return relative to average drawdown	-0.79	—	—

Drawdowns

PLTY vs. CWII - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.62%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for PLTY and CWII.

Drawdown Indicators

	PLTY	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-36.62%	-51.04%	+14.42%
Max Drawdown (1Y) Largest decline over 1 year	-36.62%	—	—
Current Drawdown Current decline from peak	-36.62%	0.00%	-36.62%
Average Drawdown Average peak-to-trough decline	-13.27%	-33.26%	+19.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.00%	—	—

Volatility

Volatility by Period

	PLTY	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	32.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	43.35%	13,701.30%	-13,657.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.67%	13,701.30%	-13,648.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.67%	13,701.30%	-13,648.63%

PLTY vs. CWII - Expense Ratio Comparison

PLTY has a 0.99% expense ratio, which is lower than CWII's 1.03% expense ratio.

Dividends

PLTY vs. CWII - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 125.34%, more than CWII's 123.26% yield.

Position	TTM	2025	2024
CWII REX CRWV Growth & Income ETF	123.26%	6.09%	0.00%
PLTY YieldMax PLTR Option Income Strategy ETF	125.34%	112.44%	7.85%

Frequently Asked Questions

Can I hold both PLTY and CWII in my portfolio?

PLTY and CWII have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PLTY or CWII?

On fees, PLTY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLTY or CWII?

PLTY is cheaper with a 0.99% expense ratio, compared with 1.03% for CWII.

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

PLTY has the higher dividend yield at 125.34%, compared with 123.26% for CWII.

What is the main difference between PLTY and CWII?

They also come from different issuers: YieldMax and REX Shares. Their fees differ too: 0.99% for PLTY and 1.03% for CWII.