XBTY vs. CWII

Last updated Jun 24, 2026

XBTY (GraniteShares YieldBOOST Bitcoin ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.36 correlation, their price movements are largely independent. XBTY charges 0.99%/yr vs 1.03%/yr for CWII.

Performance

XBTY vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST Bitcoin ETF (XBTY) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XBTY achieves a -21.52% return, which is significantly lower than CWII's 13,199.78% return.

XBTY

• 1D: -1.11%
• 1M: -7.99%
• YTD: -21.52%
• 6M: -19.82%
• 1Y: -39.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,273.16%
• YTD: 13,199.78%
• 6M: 11,946.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XBTY vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
XBTY GraniteShares YieldBOOST Bitcoin ETF	-21.52%	-14.52%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between XBTY and CWII is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.36

Return for Risk

XBTY vs. CWII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XBTY

XBTY Risk / Return Rank: 1
XBTY Sharpe Ratio Rank: 0
XBTY Sortino Ratio Rank: 0
XBTY Omega Ratio Rank: 0
XBTY Calmar Ratio Rank: 2
XBTY Martin Ratio Rank: 3

CWII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XBTY vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Bitcoin ETF (XBTY) and REX CRWV Growth & Income ETF (CWII). 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.

	XBTY	CWII	Difference
Sharpe ratio: Return per unit of total volatility	-1.43	—	—
Sortino ratio: Return per unit of downside risk	-2.11	—	—
Omega ratio: Gain probability vs. loss probability	0.75	—	—
Calmar ratio: Return relative to maximum drawdown	-0.84	—	—
Martin ratio: Return relative to average drawdown	-1.26	—	—

Drawdowns

XBTY vs. CWII - Drawdown Comparison

The maximum XBTY drawdown since its inception was -47.01%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for XBTY and CWII.

Drawdown Indicators

	XBTY	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-47.01%	-51.04%	+4.03%
Max Drawdown (1Y) Largest decline over 1 year	-47.01%	—	—
Current Drawdown Current decline from peak	-46.83%	0.00%	-46.83%
Average Drawdown Average peak-to-trough decline	-24.05%	-33.26%	+9.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.32%	—	—

Volatility

Volatility by Period

	XBTY	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.60%	13,701.30%	-13,673.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.41%	13,701.30%	-13,673.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	13,701.30%	-13,673.89%

XBTY vs. CWII - Expense Ratio Comparison

XBTY has a 0.99% expense ratio, which is lower than CWII's 1.03% expense ratio.

Dividends

XBTY vs. CWII - Dividend Comparison

XBTY's dividend yield for the trailing twelve months is around 226.15%, more than CWII's 123.26% yield.

Position	TTM	2025
CWII REX CRWV Growth & Income ETF	123.26%	6.09%
XBTY GraniteShares YieldBOOST Bitcoin ETF	226.15%	102.53%

Frequently Asked Questions

Can I hold both XBTY and CWII in my portfolio?

XBTY and CWII have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XBTY or CWII?

On fees, XBTY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XBTY or CWII?

XBTY is cheaper with a 0.99% expense ratio, compared with 1.03% for CWII.

Which ETF pays a higher dividend yield, XBTY or CWII?

XBTY has the higher dividend yield at 226.15%, compared with 123.26% for CWII.

What is the main difference between XBTY and CWII?

They also come from different issuers: GraniteShares and REX Shares. Their fees differ too: 0.99% for XBTY and 1.03% for CWII.