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WMTI vs. IVVW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMTI vs. IVVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX WMT Growth & Income ETF (WMTI) and iShares S&P 500 BuyWrite ETF (IVVW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WMTI achieves a -4.04% return, which is significantly lower than IVVW's 7.09% return.


WMTI

1D
0.21%
1M
-0.50%
6M
-9.07%
YTD
-4.04%
1Y
3Y*
5Y*
10Y*
ALL TIME*

IVVW

1D
0.65%
1M
1.31%
6M
6.25%
YTD
7.09%
1Y
18.56%
3Y*
5Y*
10Y*
ALL TIME*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.59M$1.91M$2.60M
$616.62K$528.80K$959.03K

WMTI vs. IVVW - Yearly Performance Comparison


2026 (YTD)2025
WMTI
REX WMT Growth & Income ETF
-4.04%9.99%
IVVW
iShares S&P 500 BuyWrite ETF
7.09%2.69%

Correlation

The correlation between WMTI and IVVW is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.06

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Return for Risk

WMTI vs. IVVW — Risk / Return Rank

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

WMTI

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


IVVW
IVVW Risk / Return Rank: 8787
Overall Rank
IVVW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IVVW Sortino Ratio Rank: 8585
Sortino Ratio Rank
IVVW Omega Ratio Rank: 9191
Omega Ratio Rank
IVVW Calmar Ratio Rank: 8282
Calmar Ratio Rank
IVVW Martin Ratio Rank: 9292
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.

WMTI vs. IVVW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) and iShares S&P 500 BuyWrite ETF (IVVW). 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.


WMTIIVVWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

15.69

WMTI vs. IVVW - Sharpe Ratio Comparison


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Drawdowns

WMTI vs. IVVW - Drawdown Comparison

The maximum WMTI drawdown since its inception was -21.47%, which is greater than IVVW's maximum drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for WMTI and IVVW.


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Drawdown Indicators


WMTIIVVWDifference

Max Drawdown

Largest peak-to-trough decline

-21.47%

-16.79%

-4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.81%

Current Drawdown

Current decline from peak

-18.97%

-0.11%

-18.86%

Average Drawdown

Average peak-to-trough decline

-6.33%

-1.68%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

WMTI vs. IVVW - Volatility Comparison


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Volatility by Period


WMTIIVVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

27.52%

8.56%

+18.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

12.56%

+14.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.52%

12.56%

+14.96%

WMTI vs. IVVW - Expense Ratio Comparison

WMTI has a 0.99% expense ratio, which is higher than IVVW's 0.25% expense ratio.


Dividends

WMTI vs. IVVW - Dividend Comparison

WMTI's dividend yield for the trailing twelve months is around 28.84%, more than IVVW's 19.01% yield.


PositionTTM20252024
IVVW
iShares S&P 500 BuyWrite ETF
19.01%18.55%13.72%
WMTI
REX WMT Growth & Income ETF
28.84%3.36%0.00%

Frequently Asked Questions


WMTI and IVVW have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IVVW is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVVW is cheaper with a 0.25% expense ratio, compared with 0.99% for WMTI.

WMTI has the higher dividend yield at 28.84%, compared with 19.01% for IVVW.

They also come from different issuers: REX and iShares. Their fees differ too: 0.99% for WMTI and 0.25% for IVVW.

Portfolio Optimizer

Find the right allocation for WMTI and IVVW

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