GPTY vs IWMY: Performance, Holdings, Fees & Risk
GPTY and IWMY are ETFs, but they can differ materially in exposure, yield, fees and risk. GPTY is YieldMax AI & Tech Portfolio Option Income ETF, while IWMY is R2000 Weekly Distribution ETF. GPTY is broader by holdings count, with 96 positions versus 5 for IWMY. Current AlgovestIQ evidence has IWMY ahead on AIQ Score, 47 versus 32.
What is the main difference between GPTY and IWMY?
GPTY holds 96 positions to IWMY's 5.
| Metric | GPTY | IWMY |
|---|---|---|
| Fund | ||
| Expense ratio | 1.06% | 1.05% |
| Holdings | 96 | 5 |
| Distribution yieldTrailing 12 months | 39.32% | 38% |
| Average volume | 58,392 | 51,811 |
| Performance | ||
| 1Y return | -15.9% | -24.4% |
| YTD return | -6.2% | -15.5% |
| Risk | ||
| Annualized volatility | 28.2% | 16.8% |
| Max drawdown (1Y) | -29.8% | -26.1% |
| Beta | 1.80 | 1.07 |
| Sharpe ratio | -0.61 | -1.79 |
| Sortino ratio | -0.93 | -2.58 |
| AlgovestIQ | ||
| AIQ Score | 32/100 | 47/100 |
| AIQ Edge Score | 1/10 | 3/10 |
| Momentum | 24/100 | 29/100 |
| Risk Resilience | 34/100 | 77/100 |
AlgovestIQ AIQ Comparison
YieldMax AI & Tech Portfolio Option Income ETF vs R2000 Weekly Distribution ETF
IWMY leads
IWMY leads by 15 AIQ points, primarily on Risk Resilience and Value, and the lead has widened from 4 points over 30 sessions.
Stable: 3 of 4 evidence groups support IWMY, and its lead is widening.
YieldMax AI & Tech Portfolio Option Income ETF
R2000 Weekly Distribution ETF
The Algovestiq AIQ Score currently favors IWMY over GPTY, 47 versus 32 as of Oct 21, 2026. IWMY's advantage is driven primarily by stronger risk resilience and value. IWMY also shows the weaker technical structure relative to its 50-day moving average. 3 of 4 covered evidence groups favor IWMY today, and the comparison is rated Stable on stability. IWMY lead: Strengthening — the AIQ differential moved from 4 to 15 points over 30 sessions.
Compare YieldMax AI & Tech Portfolio Option Income ETF and R2000 Weekly Distribution ETF across performance, expense ratio, dividend yield, drawdown, volatility and the Algovestiq AIQ Score.
GPTY vs IWMY: which fits what
Each row is settled by a single measure. Where the gap is too small to matter it reads Similar, and no row decides the comparison as a whole.
| If you want | GPTY | IWMY | Fits |
|---|---|---|---|
| Lower costExpense ratio | 1.06% | 1.05% | Similar |
| Broader diversificationNumber of holdings | 96 | 5 | GPTY |
| Higher incomeTrailing 12-month distribution yield | 39.32% | 38% | GPTY |
| Smaller drawdownsMax drawdown, 1 year | -29.8% | -26.1% | IWMY |
| Lower volatilityAnnualized volatility, 1 year | 28.2% | 16.8% | IWMY |
Similar means the gap is within 0.01 percentage points of expense ratio, 25% more holdings, 3 points of top-10 weight, 0.2 points of yield, 2 points of drawdown or 1 point of volatility. Past drawdowns and volatility describe the funds’ history, not their future.
Performance over time
Total return with distributions reinvested, from daily closes for both ETFs.
Total return comparison
Growth of $10,000, distributions reinvested
Split-adjusted closes; each distribution is reinvested at the close on its ex-dividend date. Taxes and trading costs are not modeled.
Compare GPTY and IWMY against another ticker
Open a multi-ticker workspace without changing this focused pair page.
AIQ Factor Divergence
Where the two separate, on the four dimensions behind the AIQ Score. Bars read outward from a shared zero: further from the centre is a wider gap.
- Risk Resilience34 vs 77IWMY +43
- Value36 vs 59IWMY +23
- Momentum24 vs 29IWMY +5
- Quality34 vs 34Even
3 of 4 evidence groups favor IWMY. IWMY’s edge is concentrated in risk resilience and value.
What changed since the last close
Latest scored session 2026-10-20, compared against the prior scored session 2026-10-19.
Largest factor move: Value -1, not enough on its own to move the overall score.
No signal started or stopped since the prior session; its 5 active signals are unchanged.
Largest factor move: Momentum +4
No signal started or stopped since the prior session; its 6 active signals are unchanged.
IWMY's lead widened by 1 AIQ point in the latest session.
Deeper signal detail for each name lives on its own signals page — GPTY and IWMY both carry a full feed there.
The central trade-off
IWMY (R2000 Weekly Distribution ETF): the stronger current systematic profile, led by risk resilience and value.
GPTY (YieldMax AI & Tech Portfolio Option Income ETF): the counter-case, on technicals — but at materially higher volatility, 24.2% against 13.8%.
Fund facts, side by side
Two funds tracking overlapping universes are separated by cost and risk far more than by holdings. Those lead here.
| Measure | GPTY | IWMY | Why it matters |
|---|---|---|---|
| Expense ratio | 1.06% | 1.05% | Lower is better — it compounds against you every year you hold. |
| Holdings | 96 | 5 | More holdings means broader diversification, not better returns. |
| Average volume | 58,392 | 51,811 | Liquidity — matters most if you trade size. |
| Annualized volatility | 28.2% | 16.8% | Lower is a steadier ride for the same exposure. |
| Max drawdown (1Y) | -29.8% | -26.1% | The worst peak-to-trough loss over the past year. |
| Sharpe ratio | -0.61 | -1.79 | Return per unit of risk. Higher is better. |
| Beta | 1.80 | 1.07 | Sensitivity to the broad market. Neither direction is better — it depends on the role in your portfolio. |
Where the exposure actually sits
Sector exposure for each fund, ordered by the size of the difference.
GPTY vs IWMY: five-year payout growth
GPTY began paying distributions in 2025, so it has no 2020-2025 growth rate to compare. IWMY began paying distributions in 2023, so it has no 2020-2025 growth rate to compare.
| Dividend metric | GPTY | IWMY |
|---|---|---|
| 2025 annual payout | $14.514 | $12.477 |
| Peer rank | not ranked | not ranked |
Split-adjusted annual distributions, 2020–2025. Research as of Sep 19, 2026. Yield and expense ratio above are current values, not part of this window.
AIQ Agreement Matrix
3 of 4 covered evidence groups favor IWMY. A wide gap backed by one group is a weaker case than a narrow gap backed by five.
| Evidence group | Favors | Reading |
|---|---|---|
| AIQ Score | IWMY | 32 vs 47 |
| Fundamentals | Not covered | Not covered |
| Valuation | IWMY | Value 36 vs 59 |
| Technicals | GPTY | Price vs 50-day -5.5% vs -6.5%; vs 200-day -5.3% vs -12.6% |
| Risk Resilience | IWMY | Risk Resilience 34 vs 77 |
| Analyst expectations | Not covered | Not covered |
✓ agrees with the overall verdict · ✕ points the other way. Groups marked “not covered” lack data on one or both of GPTY and IWMY and are excluded from the count.
AIQ Decision Stability
The conclusion rests on a wide gap and broad agreement. It is unlikely to turn on a single session.
- The AIQ gap is wide at 15 points. (supports the conclusion holding)
- The leader's advantage has been widening. (supports the conclusion holding)
Stability combines the score gap, how broadly the evidence agrees, how steady the lead has been across daily snapshots, the current signal state on both names, and analyst dispersion on IWMY.
How the comparison changed
45 daily snapshots · Sep 6 – Oct 20IWMY lead: Strengthening — the AIQ differential moved from 4 to 15 points over 30 sessions.
- Today
- IWMY +15
- 32 vs 47
- 7 sessions ago
- IWMY +14
- 32 vs 46
- 30 sessions ago
- IWMY +4
- 42 vs 46
- 90 sessions ago
- Not covered
The lead has not changed hands in this window.
AIQ Signal Divergence
Only the signals that bear on the head-to-head. A conflicted name is carrying bullish and bearish rules at the same time — the technical evidence is not pointing one way.
2 bullish / 2 bearish / 1 neutral, conflicted
Only GPTY
- Golden Cross Active — bullish, trend, long horizon (0.89%)
- Keltner Channel Breakdown — bearish, volatility, short horizon
- RSI Oversold - Potential Bounce — bullish, momentum, short horizon
0 bullish / 4 bearish / 2 neutral
Only IWMY
- Death Cross Active — bearish, trend, long horizon (6.71%)
- ATR Contraction - Coiling — neutral, volatility, short horizon (1.28%)
- 52-Week Low Proximity — bearish, risk, long horizon (0.1%)
- Downtrend Structure Active — bearish, trend, long horizon
Both carry 2 more signals that do not separate them: Bollinger Band Squeeze, MACD Bearish Crossover.
GPTY is conflicted, so the timing case there is weaker than the score alone suggests.
Price vs model alignment
Whether the latest session's price move confirms what the model did over the same session, or contradicts it.
Neither the price nor the AIQ Score moved enough in the latest session to confirm or contradict the other (price +0.65%, AIQ 0 points).
Price and the AIQ Score both moved up over the latest session (price +0.24%, AIQ +1 points).
What would flip this result
A state, not a forecast. These are the specific, observable changes that would reverse the verdict — not a price prediction.
- 1GPTY closes the Risk Resilience gap — currently 43 points behind, the largest single contributor to IWMY's edge.
- 2GPTY's Keltner Channel Breakdown resolves — a bearish volatility rule currently active against it.
- 3IWMY starts generating bearish momentum or trend signals.
- 4A regime shift changes factor weighting — Quality and Value carry the heaviest weights in the composite, so a rotation toward either would move the result most.
The full evidence
Every number behind the verdict. The leader is called above each group so you are not left to solve it from the table.
Performance
GPTY leads 4 of 6 windows| Metric | GPTY | IWMY |
|---|---|---|
| 1 week (5 sessions) | -6.3% | -1.2% |
| 1 month (20 sessions) | -10.1% | -6% |
| 3 months (63 sessions) | -5.2% | -13.1% |
| 6 months (126 sessions) | -4% | -14.5% |
| Year to date | -6.2% | -15.5% |
| 1 year (252 sessions) | -15.9% | -24.4% |
Technicals
GPTY has the stronger structure| Metric | GPTY | IWMY |
|---|---|---|
| RSI (14) | 29.9 | 35.1 |
| ADX (14) | 19.9 | 53.6 |
| Price vs 50-day | -5.5% | -6.5% |
| Price vs 200-day | -5.3% | -12.6% |
| Volatility (1M, annualized) | 24.2% | 13.8% |
Risk
IWMY is the more resilient| Metric | GPTY | IWMY |
|---|---|---|
| Beta | 1.8 | 1.07 |
| Sharpe ratio | -0.61 | -1.79 |
| Sortino ratio | -0.93 | -2.58 |
| Max drawdown | -29.8% | -26.1% |
| Current drawdown | -21.4% | -24.7% |
| Annualized volatility | 28.2% | 16.8% |
| Value at risk (95%) | -2.9% | -1.9% |
Straight answers
Short answers to the questions fund investors ask about this pair, from the figures above.
What is the difference between GPTY and IWMY?
GPTY holds 96 positions to IWMY's 5.
Which ETF is more diversified, GPTY or IWMY?
GPTY holds more positions: 96 versus 5 for IWMY.
Which has the lower expense ratio?
The two are within a basis point: 1.06% for GPTY and 1.05% for IWMY.
Which ETF has the higher distribution yield?
GPTY, with a trailing 12-month distribution yield of 39.32% against 38% for IWMY.
Which ETF has been more volatile?
GPTY has been more volatile over the past year, at 28.2% annualized against 16.8% for IWMY.
Which ETF has had the smaller drawdown?
IWMY fell less from peak to trough over the past year: -26.1% against -29.8% for GPTY.
Compare GPTY and IWMY with others
Continue your research
This page answers which of the two. These answer the questions on either side of it.
How this comparison is scored
The Algovestiq AIQ Score composites four factors — Quality, Value, Momentum and Risk, each carrying a fixed weight. Sentiment is reported separately as SentimentPulse and is not folded into the composite. Scores refresh every trading day, and this page regenerates from the latest snapshot rather than being written once.
The verdict names a leader, states how broadly six independent evidence groups agree, and rates how durable that conclusion is given the score gap, its recent trajectory and the current signal state on both names.
How to use side-by-side comparison →This comparison is informational and educational, not investment advice. AIQ scores update daily; re-check after earnings, guidance or macro data that materially changes either name’s factor profile.