WMTI vs. IYW
WMTI (REX WMT Growth & Income ETF) and IYW (iShares U.S. Technology ETF) are both exchange-traded funds - WMTI is a Derivative Income fund actively managed by REX, while IYW is a Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. WMTI is actively managed, while IYW is passively managed. At a correlation of -0.19, they often move in opposite directions. WMTI charges 0.99%/yr vs 0.38%/yr for IYW.
Performance
WMTI vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, WMTI achieves a -0.96% return, which is significantly lower than IYW's 22.66% return.
WMTI
- 1D
- 0.69%
- 1M
- -6.82%
- 6M
- -5.95%
- YTD
- -0.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYW
- 1D
- -2.12%
- 1M
- 0.00%
- 6M
- 21.00%
- YTD
- 22.66%
- 1Y
- 39.98%
- 3Y*
- 30.38%
- 5Y*
- 19.51%
- 10Y*
- 25.18%
WMTI vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WMTI REX WMT Growth & Income ETF | -0.96% | 9.99% |
IYW iShares U.S. Technology ETF | 22.66% | -4.34% |
Correlation
The correlation between WMTI and IYW is -0.19, 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 (All Time) Calculated using the full available price history since Nov 4, 2025 | -0.19 |
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Return for Risk
WMTI vs. IYW — Risk / Return Rank
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IYW
WMTI vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) and iShares U.S. Technology ETF (IYW). 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.
| WMTI | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.26 | — |
| Martin ratioReturn relative to average drawdown | — | 7.02 | — |
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Drawdowns
WMTI vs. IYW - Drawdown Comparison
The maximum WMTI drawdown since its inception was -20.60%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for WMTI and IYW.
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Drawdown Indicators
| WMTI | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -81.90% | +61.30% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.81% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -16.37% | -5.81% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -34.54% | +29.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.71% | — |
Volatility
WMTI vs. IYW - Volatility Comparison
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Volatility by Period
| WMTI | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.90% | 22.98% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.90% | 26.36% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.90% | 25.29% | +2.61% |
WMTI vs. IYW - Expense Ratio Comparison
WMTI has a 0.99% expense ratio, which is higher than IYW's 0.38% expense ratio.
Dividends
WMTI vs. IYW - Dividend Comparison
WMTI's dividend yield for the trailing twelve months is around 26.01%, more than IYW's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.10% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
WMTI REX WMT Growth & Income ETF | 26.01% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WMTI and IYW have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IYW is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IYW is cheaper with a 0.38% expense ratio, compared with 0.99% for WMTI.
WMTI has the higher dividend yield at 26.01%, compared with 0.10% for IYW.
WMTI is categorized as Derivative Income, while IYW is Technology Equities. They also come from different issuers: REX and iShares. Their fees differ too: 0.99% for WMTI and 0.38% for IYW.
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