WZRD vs. USMV
WZRD (Opportunistic Trader ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds. Over the past year, WZRD returned -90.52% vs 7.03% for USMV. At a 0.05 correlation, their price movements are largely independent. WZRD charges 1.07%/yr vs 0.15%/yr for USMV.
Performance
WZRD vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, WZRD achieves a -89.20% return, which is significantly lower than USMV's 4.58% return.
WZRD
- 1D
- -6.30%
- 1M
- -58.43%
- 6M
- -88.82%
- YTD
- -89.20%
- 1Y
- -90.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USMV
- 1D
- 0.16%
- 1M
- 2.10%
- 6M
- 4.05%
- YTD
- 4.58%
- 1Y
- 7.03%
- 3Y*
- 11.50%
- 5Y*
- 7.18%
- 10Y*
- 9.61%
WZRD vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WZRD Opportunistic Trader ETF | -89.20% | -18.13% |
USMV iShares MSCI USA Min Vol Factor ETF | 4.58% | 1.90% |
Correlation
The correlation between WZRD and USMV is 0.05, 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 (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025 | 0.05 |
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Return for Risk
WZRD vs. USMV — Risk / Return Rank
WZRD
USMV
WZRD vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Opportunistic Trader ETF (WZRD) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.
| WZRD | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -4.24 | ||
| Omega ratioGain probability vs. loss probability | 0.55 | 1.13 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 0.97 | -1.96 |
| Martin ratioReturn relative to average drawdown | -2.24 | 3.16 | -5.41 |
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Drawdowns
WZRD vs. USMV - Drawdown Comparison
The maximum WZRD drawdown since its inception was -91.23%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for WZRD and USMV.
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Drawdown Indicators
| WZRD | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.23% | -33.10% | -58.13% |
Max Drawdown (1Y)Largest decline over 1 year | -91.23% | -6.46% | -84.77% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.10% | — |
Current DrawdownCurrent decline from peak | -91.23% | -0.60% | -90.63% |
Average DrawdownAverage peak-to-trough decline | -29.79% | -2.87% | -26.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.28% | 1.97% | +38.31% |
Volatility
WZRD vs. USMV - Volatility Comparison
Opportunistic Trader ETF (WZRD) has a higher volatility of 55.27% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.59%. This indicates that WZRD's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WZRD | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 55.27% | 2.59% | +52.68% |
Volatility (6M)Calculated over the trailing 6-month period | 71.03% | 6.23% | +64.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.62% | 8.51% | +63.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.67% | 12.35% | +58.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.67% | 14.49% | +56.18% |
WZRD vs. USMV - Expense Ratio Comparison
WZRD has a 1.07% expense ratio, which is higher than USMV's 0.15% expense ratio.
Dividends
WZRD vs. USMV - Dividend Comparison
WZRD's dividend yield for the trailing twelve months is around 11.92%, more than USMV's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USMV iShares MSCI USA Min Vol Factor ETF | 1.48% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
WZRD Opportunistic Trader ETF | 11.92% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WZRD and USMV 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.
WZRD has higher volatility (55.27%) compared to USMV (2.59%). In terms of maximum drawdown, WZRD dropped -91.23% vs USMV's -33.10%.
On 1-year performance, USMV leads with 7.03% vs -90.52% for WZRD. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USMV has performed better with a 7.03% return vs -90.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USMV is cheaper with a 0.15% expense ratio, compared with 1.07% for WZRD.
WZRD has the higher dividend yield at 11.92%, compared with 1.48% for USMV.
They also come from different issuers: Opportunistic Trader and iShares. Their fees differ too: 1.07% for WZRD and 0.15% for USMV.
USMV currently has the higher Sharpe Ratio (0.73 vs -1.26), 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.
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