WMTI vs. RYLD
WMTI (REX WMT Growth & Income ETF) and RYLD (Global X Russell 2000 Covered Call ETF) are both Derivative Income funds. WMTI is actively managed, while RYLD is passively managed. Their -0.05 correlation means they have often moved in opposite directions in the past. WMTI charges 0.99%/yr vs 0.60%/yr for RYLD.
Performance
WMTI vs. RYLD - Performance Comparison
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Returns By Period
In the year-to-date period, WMTI achieves a -4.04% return, which is significantly lower than RYLD's 12.29% return.
WMTI
- 1D
- 0.21%
- 1M
- -0.50%
- 6M
- -9.07%
- YTD
- -4.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
RYLD
- 1D
- -0.19%
- 1M
- 1.19%
- 6M
- 10.16%
- YTD
- 12.29%
- 1Y
- 24.93%
- 3Y*
- 8.04%
- 5Y*
- 3.15%
- 10Y*
- —
- ALL TIME*
- 5.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.07M | $9.36M | $9.08M | |
| $616.62K | $528.80K | $959.03K |
WMTI vs. RYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WMTI REX WMT Growth & Income ETF | -4.04% | 9.99% |
RYLD Global X Russell 2000 Covered Call ETF | 12.29% | 1.36% |
Correlation
The correlation between WMTI and RYLD is -0.05, 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 | -0.05 |
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Return for Risk
WMTI vs. RYLD — Risk / Return Rank
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RYLD
WMTI vs. RYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) and Global X Russell 2000 Covered Call ETF (RYLD). 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 | RYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.67 | — |
| Martin ratioReturn relative to average drawdown | — | 15.02 | — |
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Drawdowns
WMTI vs. RYLD - Drawdown Comparison
The maximum WMTI drawdown since its inception was -21.47%, smaller than the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for WMTI and RYLD.
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Drawdown Indicators
| WMTI | RYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.47% | -41.53% | +20.06% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.33% | — |
Current DrawdownCurrent decline from peak | -18.97% | -0.37% | -18.60% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -8.65% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.54% | — |
Volatility
WMTI vs. RYLD - Volatility Comparison
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Volatility by Period
| WMTI | RYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.73% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 10.67% | +16.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.52% | 13.97% | +13.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.52% | 17.04% | +10.48% |
WMTI vs. RYLD - Expense Ratio Comparison
WMTI has a 0.99% expense ratio, which is higher than RYLD's 0.60% expense ratio.
Dividends
WMTI vs. RYLD - Dividend Comparison
WMTI's dividend yield for the trailing twelve months is around 28.84%, more than RYLD's 11.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
RYLD Global X Russell 2000 Covered Call ETF | 11.62% | 12.00% | 12.03% | 12.64% | 13.49% | 12.35% | 10.76% | 6.43% |
WMTI REX WMT Growth & Income ETF | 28.84% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WMTI and RYLD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RYLD is cheaper with a 0.60% expense ratio, compared with 0.99% for WMTI.
WMTI has the higher dividend yield at 28.84%, compared with 11.62% for RYLD.
They also come from different issuers: REX and Global X. Their fees differ too: 0.99% for WMTI and 0.60% for RYLD.
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