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WNTR vs. IWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WNTR vs. IWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSTR Short Option Income Strategy ETF (WNTR) and iShares Micro-Cap ETF (IWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WNTR achieves a 6.73% return, which is significantly lower than IWC's 25.23% return.


WNTR

1D
-1.10%
1M
5.18%
6M
-1.23%
YTD
6.73%
1Y
100.15%
3Y*
5Y*
10Y*
ALL TIME*
43.34%

IWC

1D
-0.58%
1M
-1.00%
6M
18.27%
YTD
25.23%
1Y
50.69%
3Y*
21.78%
5Y*
7.38%
10Y*
11.37%
ALL TIME*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.18M$12.46M$17.95M
$4.24M$3.75M$3.99M

WNTR vs. IWC - Yearly Performance Comparison


Correlation

The correlation between WNTR and IWC is -0.51, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.51

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.50

The correlation between WNTR and IWC has been stable across timeframes, ranging from -0.51 to -0.50 - a consistent structural relationship.

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Return for Risk

WNTR vs. IWC — Risk / Return Rank

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

WNTR
WNTR Risk / Return Rank: 5858
Overall Rank
WNTR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 5555
Sortino Ratio Rank
WNTR Omega Ratio Rank: 5858
Omega Ratio Rank
WNTR Calmar Ratio Rank: 5858
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4646
Martin Ratio Rank

IWC
IWC Risk / Return Rank: 8080
Overall Rank
IWC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWC Omega Ratio Rank: 7070
Omega Ratio Rank
IWC Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWC Martin Ratio Rank: 8484
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.

WNTR vs. IWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Short Option Income Strategy ETF (WNTR) and iShares Micro-Cap ETF (IWC). 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.


WNTRIWCDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

2.36

4.10

-1.74

Martin ratioReturn relative to average drawdown

5.96

12.99

-7.02

WNTR vs. IWC - Sharpe Ratio Comparison

The current WNTR Sharpe Ratio is 1.85, which is comparable to the IWC Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of WNTR and IWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WNTR vs. IWC - Drawdown Comparison

The maximum WNTR drawdown since its inception was -42.65%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for WNTR and IWC.


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Drawdown Indicators


WNTRIWCDifference

Max Drawdown

Largest peak-to-trough decline

-42.65%

-64.61%

+21.96%

Max Drawdown (1Y)

Largest decline over 1 year

-42.65%

-12.43%

-30.22%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

Current Drawdown

Current decline from peak

-12.93%

-1.81%

-11.12%

Average Drawdown

Average peak-to-trough decline

-20.10%

-15.17%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.86%

3.91%

+12.95%

Volatility

WNTR vs. IWC - Volatility Comparison

YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a higher volatility of 12.79% compared to iShares Micro-Cap ETF (IWC) at 5.90%. This indicates that WNTR's price experiences larger fluctuations and is considered to be riskier than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WNTRIWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.79%

5.90%

+6.89%

Volatility (6M)

Calculated over the trailing 6-month period

46.85%

18.39%

+28.46%

Volatility (1Y)

Calculated over the trailing 1-year period

54.57%

24.14%

+30.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.24%

24.50%

+28.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.24%

24.51%

+28.73%

WNTR vs. IWC - Expense Ratio Comparison

WNTR has a 1.00% expense ratio, which is higher than IWC's 0.60% expense ratio.


Dividends

WNTR vs. IWC - Dividend Comparison

WNTR's dividend yield for the trailing twelve months is around 111.06%, more than IWC's 0.96% yield.


PositionTTM20252024202320222021202020192018201720162015
IWC
iShares Micro-Cap ETF
0.96%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%
WNTR
YieldMax MSTR Short Option Income Strategy ETF
111.06%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WNTR and IWC have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (12.79%) compared to IWC (5.90%). In terms of maximum drawdown, WNTR dropped -42.65% vs IWC's -64.61%.

On 1-year performance, WNTR leads with 100.15% vs 50.69% for IWC. On fees, IWC is cheaper at 0.60% per year. On volatility, IWC has been the lower-risk option at 5.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WNTR has performed better with a 100.15% return vs 50.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWC is cheaper with a 0.60% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 111.06%, compared with 0.96% for IWC.

WNTR is categorized as Derivative Income, while IWC is Small Cap Blend Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 1.00% for WNTR and 0.60% for IWC.

IWC currently has the higher Sharpe Ratio (2.11 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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