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URTY vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URTY vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Russell2000 (URTY) and YieldMax MSTR Short Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URTY achieves a 55.97% return, which is significantly higher than WNTR's 10.51% return.


URTY

1D
5.14%
1M
-2.55%
6M
31.22%
YTD
55.97%
1Y
118.59%
3Y*
23.05%
5Y*
-2.82%
10Y*
6.75%
ALL TIME*
14.07%

WNTR

1D
-0.22%
1M
7.89%
6M
8.31%
YTD
10.51%
1Y
106.92%
3Y*
5Y*
10Y*
ALL TIME*
47.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.77M$36.50M$68.68M
$3.92M$3.66M$3.95M

URTY vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between URTY and WNTR is -0.48, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.48

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.47

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Return for Risk

URTY vs. WNTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

URTY
URTY Risk / Return Rank: 8181
Overall Rank
URTY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 7777
Sortino Ratio Rank
URTY Omega Ratio Rank: 7171
Omega Ratio Rank
URTY Calmar Ratio Rank: 8888
Calmar Ratio Rank
URTY Martin Ratio Rank: 8484
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6969
Overall Rank
WNTR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7171
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

URTY vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Russell2000 (URTY) and YieldMax MSTR Short Option Income Strategy ETF (WNTR). 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.


URTYWNTRDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

3.66

2.52

+1.14

Martin ratioReturn relative to average drawdown

12.00

6.38

+5.63

URTY vs. WNTR - Sharpe Ratio Comparison

The current URTY Sharpe Ratio is 2.06, which is comparable to the WNTR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of URTY and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

URTY vs. WNTR - Drawdown Comparison

The maximum URTY drawdown since its inception was -88.09%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for URTY and WNTR.


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Drawdown Indicators


URTYWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-42.65%

-45.44%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-42.65%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-65.85%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-35.79%

-9.84%

-25.95%

Average Drawdown

Average peak-to-trough decline

-34.80%

-20.15%

-14.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.92%

16.83%

-6.91%

Volatility

URTY vs. WNTR - Volatility Comparison

ProShares UltraPro Russell2000 (URTY) and YieldMax MSTR Short Option Income Strategy ETF (WNTR) have volatilities of 12.57% and 13.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URTYWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

13.00%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

42.24%

47.22%

-4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

57.90%

54.66%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.36%

53.34%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.28%

53.34%

+15.94%

URTY vs. WNTR - Expense Ratio Comparison

URTY has a 0.95% expense ratio, which is lower than WNTR's 1.00% expense ratio.


Dividends

URTY vs. WNTR - Dividend Comparison

URTY's dividend yield for the trailing twelve months is around 0.76%, less than WNTR's 107.26% yield.


PositionTTM2025202420232022202120202019201820172016
URTY
ProShares UltraPro Russell2000
0.76%1.02%1.16%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%
WNTR
YieldMax MSTR Short Option Income Strategy ETF
107.26%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


URTY and WNTR have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (13.00%) compared to URTY (12.57%). In terms of maximum drawdown, URTY dropped -88.09% vs WNTR's -42.65%.

On 1-year performance, URTY leads with 118.59% vs 106.92% for WNTR. On fees, URTY is cheaper at 0.95% per year. On volatility, URTY has been the lower-risk option at 12.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, URTY has performed better with a 118.59% return vs 106.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URTY is cheaper with a 0.95% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 107.26%, compared with 0.76% for URTY.

URTY is categorized as Leveraged Equities, while WNTR is Derivative Income. They also come from different issuers: ProShares and YieldMax. Their fees differ too: 0.95% for URTY and 1.00% for WNTR.

URTY currently has the higher Sharpe Ratio (2.06 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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