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XPH vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPH vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Pharmaceuticals ETF (XPH) and YieldMax MSTR Short Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XPH achieves a 22.08% return, which is significantly higher than WNTR's 10.51% return.


XPH

1D
0.25%
1M
1.59%
6M
19.87%
YTD
22.08%
1Y
64.62%
3Y*
17.93%
5Y*
7.45%
10Y*
4.80%
ALL TIME*
9.39%

WNTR

1D
-0.22%
1M
7.89%
6M
8.31%
YTD
10.51%
1Y
106.92%
3Y*
5Y*
10Y*
ALL TIME*
47.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.92M$3.66M$3.95M
$7.06M$7.70M$5.53M

XPH vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between XPH and WNTR is -0.27, 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.

-0.27

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

-0.29

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Return for Risk

XPH vs. WNTR — Risk / Return Rank

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

XPH
XPH Risk / Return Rank: 9494
Overall Rank
XPH Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 9494
Sortino Ratio Rank
XPH Omega Ratio Rank: 9292
Omega Ratio Rank
XPH Calmar Ratio Rank: 9595
Calmar Ratio Rank
XPH Martin Ratio Rank: 9494
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6969
Overall Rank
WNTR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7171
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5353
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.

XPH vs. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) and YieldMax MSTR Short Option Income Strategy ETF (WNTR). 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.


XPHWNTRDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.46

1.30

+0.15

Calmar ratioReturn relative to maximum drawdown

5.43

2.52

+2.91

Martin ratioReturn relative to average drawdown

19.31

6.38

+12.93

XPH vs. WNTR - Sharpe Ratio Comparison

The current XPH Sharpe Ratio is 2.88, which is higher than the WNTR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XPH and WNTR, 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

XPH vs. WNTR - Drawdown Comparison

The maximum XPH drawdown since its inception was -48.03%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for XPH and WNTR.


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Drawdown Indicators


XPHWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-48.03%

-42.65%

-5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-42.65%

+30.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

Max Drawdown (5Y)

Largest decline over 5 years

-30.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-2.60%

-9.84%

+7.24%

Average Drawdown

Average peak-to-trough decline

-17.12%

-20.15%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

16.83%

-13.47%

Volatility

XPH vs. WNTR - Volatility Comparison

The current volatility for SPDR S&P Pharmaceuticals ETF (XPH) is 7.62%, while YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a volatility of 13.00%. This indicates that XPH experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPHWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

13.00%

-5.38%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

47.22%

-29.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

54.66%

-32.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.02%

53.34%

-32.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.14%

53.34%

-31.20%

XPH vs. WNTR - Expense Ratio Comparison

XPH has a 0.35% expense ratio, which is lower than WNTR's 1.00% expense ratio.


Dividends

XPH vs. WNTR - Dividend Comparison

XPH's dividend yield for the trailing twelve months is around 0.49%, less than WNTR's 107.26% yield.


PositionTTM20252024202320222021202020192018201720162015
WNTR
YieldMax MSTR Short Option Income Strategy ETF
107.26%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.49%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Frequently Asked Questions


XPH and WNTR have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (13.00%) compared to XPH (7.62%). In terms of maximum drawdown, XPH dropped -48.03% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 106.92% vs 64.62% for XPH. On fees, XPH is cheaper at 0.35% per year. On volatility, XPH has been the lower-risk option at 7.62%. 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 106.92% return vs 64.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XPH is cheaper with a 0.35% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 107.26%, compared with 0.49% for XPH.

XPH is categorized as Health & Biotech Equities, while WNTR is Derivative Income. They also come from different issuers: State Street and YieldMax. Their fees differ too: 0.35% for XPH and 1.00% for WNTR.

XPH currently has the higher Sharpe Ratio (2.88 vs 1.97), 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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