WMTI vs. WEEL
WMTI (REX WMT Growth & Income ETF) and WEEL (Peerless Option Income Wheel ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.01, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
WMTI vs. WEEL - Performance Comparison
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Returns By Period
In the year-to-date period, WMTI achieves a 4.67% return, which is significantly higher than WEEL's 4.37% return.
WMTI
- 1D
- 1.68%
- 1M
- -0.68%
- YTD
- 4.67%
- 6M
- 5.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WEEL
- 1D
- -0.05%
- 1M
- -0.50%
- YTD
- 4.37%
- 6M
- 4.65%
- 1Y
- 16.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMTI vs. WEEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WMTI REX WMT Growth & Income ETF | 4.67% | 9.99% |
WEEL Peerless Option Income Wheel ETF | 4.37% | 2.29% |
Correlation
The correlation between WMTI and WEEL is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | -0.01 |
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Return for Risk
WMTI vs. WEEL — Risk / Return Rank
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WEEL
WMTI vs. WEEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) and Peerless Option Income Wheel ETF (WEEL). 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 | WEEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.54 | — |
| Martin ratioReturn relative to average drawdown | — | 16.45 | — |
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Drawdowns
WMTI vs. WEEL - Drawdown Comparison
The maximum WMTI drawdown since its inception was -17.24%, roughly equal to the maximum WEEL drawdown of -17.45%. Use the drawdown chart below to compare losses from any high point for WMTI and WEEL.
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Drawdown Indicators
| WMTI | WEEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.24% | -17.45% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.60% | — |
Current DrawdownCurrent decline from peak | -11.61% | -1.49% | -10.12% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -1.44% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.99% | — |
Volatility
WMTI vs. WEEL - Volatility Comparison
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Volatility by Period
| WMTI | WEEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.50% | 8.23% | +19.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.50% | 12.81% | +14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.50% | 12.81% | +14.69% |
WMTI vs. WEEL - Expense Ratio Comparison
Both WMTI and WEEL have an expense ratio of 0.99%.
Dividends
WMTI vs. WEEL - Dividend Comparison
WMTI's dividend yield for the trailing twelve months is around 22.65%, more than WEEL's 12.56% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
WEEL Peerless Option Income Wheel ETF | 12.56% | 12.72% | 6.88% |
WMTI REX WMT Growth & Income ETF | 22.65% | 3.36% | 0.00% |
Frequently Asked Questions
WMTI and WEEL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WMTI and WEEL have the same expense ratio: 0.99% per year.
WMTI has the higher dividend yield at 22.65%, compared with 12.56% for WEEL.
They also come from different issuers: REX and Peerless ETFs.
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