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WMTI vs. RYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMTI vs. RYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX WMT Growth & Income ETF (WMTI) and Global X Russell 2000 Covered Call ETF (RYLD). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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

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.


RYLD
RYLD Risk / Return Rank: 9090
Overall Rank
RYLD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RYLD Sortino Ratio Rank: 8989
Sortino Ratio Rank
RYLD Omega Ratio Rank: 9292
Omega Ratio Rank
RYLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
RYLD Martin Ratio Rank: 9191
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. 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.


WMTIRYLDDifference
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

WMTI vs. RYLD - Sharpe Ratio Comparison


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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


WMTIRYLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-18.97%

-0.37%

-18.60%

Average Drawdown

Average peak-to-trough decline

-6.33%

-8.65%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

Volatility

WMTI vs. RYLD - Volatility Comparison


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Volatility by Period


WMTIRYLDDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

Find the right allocation for WMTI and RYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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