VAIE vs. CWII

Last updated Jun 28, 2026

VAIE (VegaShares US Equity Autocallable Income ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.25 correlation, their price movements are largely independent.

Performance

VAIE vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VegaShares US Equity Autocallable Income ETF (VAIE) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VAIE

• 1D: -0.25%
• 1M: -2.99%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,018.83%
• YTD: 13,199.78%
• 6M: 12,329.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VAIE vs. CWII - Yearly Performance Comparison

	2026 (YTD)
VAIE VegaShares US Equity Autocallable Income ETF	-1.07%
CWII REX CRWV Growth & Income ETF	9,514.55%

Correlation

The correlation between VAIE and CWII is 0.25, 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 May 12, 2026	0.25

Return for Risk

VAIE vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VegaShares US Equity Autocallable Income ETF (VAIE) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

VAIE vs. CWII - Drawdown Comparison

The maximum VAIE drawdown since its inception was -4.80%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for VAIE and CWII.

Drawdown Indicators

	VAIE	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-4.80%	-51.04%	+46.24%
Current Drawdown Current decline from peak	-3.77%	0.00%	-3.77%
Average Drawdown Average peak-to-trough decline	-1.69%	-33.26%	+31.57%

Volatility

Volatility by Period

	VAIE	CWII	Difference
Volatility (1Y) Calculated over the trailing 1-year period	14.09%	13,701.30%	-13,687.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.09%	13,701.30%	-13,687.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.09%	13,701.30%	-13,687.21%

Dividends

VAIE vs. CWII - Dividend Comparison

VAIE's dividend yield for the trailing twelve months is around 1.89%, less than CWII's 123.26% yield.

Position	TTM	2025
CWII REX CRWV Growth & Income ETF	123.26%	6.09%
VAIE VegaShares US Equity Autocallable Income ETF	1.89%	0.00%

Frequently Asked Questions

Can I hold both VAIE and CWII in my portfolio?

VAIE and CWII have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CWII has the higher dividend yield at 123.26%, compared with 1.89% for VAIE.

What is the main difference between VAIE and CWII?

They also come from different issuers: VegaShares and REX Shares.