USCL vs. WNTR
USCL (Ishares Climate Conscious & Transition MSCI USA ETF) and WNTR (YieldMax Short MSTR Option Income Strategy ETF) are both exchange-traded funds - USCL is a Large Cap Blend Equities fund tracking the MSCI USA Extended Climate Action Index - Benchmark TR Gross, while WNTR is a Derivative Income fund actively managed by YieldMax. USCL is passively managed, while WNTR is actively managed. Over the past year, USCL returned 13.85% vs 97.02% for WNTR. At a correlation of -0.49, they often move in opposite directions. USCL charges 0.08%/yr vs 1.01%/yr for WNTR.
Performance
USCL vs. WNTR - Performance Comparison
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Returns By Period
In the year-to-date period, USCL achieves a 3.33% return, which is significantly lower than WNTR's 10.46% return.
USCL
- 1D
- -0.31%
- 1M
- -2.24%
- YTD
- 3.33%
- 6M
- 1.99%
- 1Y
- 13.85%
- 3Y*
- 18.58%
- 5Y*
- —
- 10Y*
- —
WNTR
- 1D
- 6.01%
- 1M
- 37.47%
- YTD
- 10.46%
- 6M
- 14.06%
- 1Y
- 97.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCL vs. WNTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 3.33% | 17.22% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 10.46% | 52.78% |
Correlation
The correlation between USCL and WNTR is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | -0.49 |
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Return for Risk
USCL vs. WNTR — Risk / Return Rank
USCL
WNTR
USCL vs. WNTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and YieldMax Short MSTR 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.
| USCL | WNTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.29 | -0.93 |
| Martin ratioReturn relative to average drawdown | 5.18 | 5.85 | -0.67 |
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Drawdowns
USCL vs. WNTR - Drawdown Comparison
The maximum USCL drawdown since its inception was -19.00%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for USCL and WNTR.
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Drawdown Indicators
| USCL | WNTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -42.65% | +23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -42.65% | +32.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -4.29% | -9.88% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -20.93% | +18.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 16.70% | -14.02% |
Volatility
USCL vs. WNTR - Volatility Comparison
The current volatility for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) is 4.89%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 17.54%. This indicates that USCL experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCL | WNTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 17.54% | -12.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 45.99% | -36.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 52.83% | -40.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 53.10% | -38.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 53.10% | -38.17% |
USCL vs. WNTR - Expense Ratio Comparison
USCL has a 0.08% expense ratio, which is lower than WNTR's 1.01% expense ratio.
Dividends
USCL vs. WNTR - Dividend Comparison
USCL's dividend yield for the trailing twelve months is around 1.13%, less than WNTR's 96.66% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 1.13% | 1.10% | 1.18% | 0.85% |
WNTR YieldMax Short MSTR Option Income Strategy ETF | 96.66% | 58.56% | 0.00% | 0.00% |
Frequently Asked Questions
USCL and WNTR have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WNTR has higher volatility (17.54%) compared to USCL (4.89%). In terms of maximum drawdown, USCL dropped -19.00% vs WNTR's -42.65%.
On 1-year performance, WNTR leads with 97.02% vs 13.85% for USCL. On fees, USCL is cheaper at 0.08% per year. On volatility, USCL has been the lower-risk option at 4.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, WNTR has performed better with a 97.02% return vs 13.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USCL is cheaper with a 0.08% expense ratio, compared with 1.01% for WNTR.
WNTR has the higher dividend yield at 96.66%, compared with 1.13% for USCL.
USCL is categorized as Large Cap Blend Equities, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.08% for USCL and 1.01% for WNTR.
WNTR currently has the higher Sharpe Ratio (1.85 vs 1.10), 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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