Summary
IWMY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 19.09% Volatility 17.89% Sharpe 0.25
Official loaded data — not a live quote.

DEFIANCE R2000 WEEKLY DISTRIBUTION ETF

Symbol: IWMY

Exchange: NYSE

Sector: Realestate

Category: Trading--Miscellaneous

Inception date: 30/10/2023

Latest date: 16/07/2026

Current price: $19.24

Expense ratio: 1.05%

Assets under management
$99.0M
0.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.15%

Ann. -50.76% (Sharpe / Sortino numerator)

Volatility

24.83%

Sharpe ratio

-2.191

VaR 95%

-2.33%

CVaR 95%: -2.35%
Max drawdown: -8.62%
Sortino ratio: -4.945
Calmar ratio: -5.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.10%

Ann. -15.77% (Sharpe / Sortino numerator)

Volatility

20.11%

Sharpe ratio

-0.964

VaR 95%

-2.01%

CVaR 95%: -2.26%
Max drawdown: -14.08%
Sortino ratio: -1.584
Calmar ratio: -1.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.17%

Ann. -14.78% (Sharpe / Sortino numerator)

Volatility

17.53%

Sharpe ratio

-1.050

VaR 95%

-1.90%

CVaR 95%: -2.39%
Max drawdown: -14.08%
Sortino ratio: -1.526
Calmar ratio: -1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.09%

Ann. 8.18% (Sharpe / Sortino numerator)

Volatility

17.89%

Sharpe ratio

0.254

VaR 95%

-1.82%

CVaR 95%: -2.87%
Max drawdown: -14.08%
Sortino ratio: 0.288
Calmar ratio: 0.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.85%

Ann. 5.41% (Sharpe / Sortino numerator)

Volatility

16.23%

Sharpe ratio

0.109

VaR 95%

-1.77%

CVaR 95%: -2.67%
Max drawdown: -18.72%
Sortino ratio: 0.125
Calmar ratio: 0.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.75%

Ann. 12.20% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

0.543

VaR 95%

-1.73%

CVaR 95%: -2.57%
Max drawdown: -18.72%
Sortino ratio: 0.630
Calmar ratio: 0.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

3.53%

06/02/2026
Worst day

-3.494%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $19.21 $19.30 $19.17 $19.24 53,200
15/07/2026 $19.30 $19.39 $19.28 $19.33 56,900
14/07/2026 $19.35 $19.39 $19.25 $19.28 18,000
13/07/2026 $19.29 $19.37 $19.18 $19.23 48,000
10/07/2026 $19.50 $19.50 $19.25 $19.35 36,600
09/07/2026 $19.29 $19.47 $19.29 $19.45 40,700
08/07/2026 $19.41 $19.41 $19.15 $19.33 63,100
07/07/2026 $19.63 $19.65 $19.43 $19.49 26,900
06/07/2026 $19.53 $19.74 $19.53 $19.63 43,400
02/07/2026 $19.75 $19.84 $19.41 $19.60 40,400