Summary
YLDW
Prices · period metrics · 1M
NAV as of 02/06/2026
30/03/2026 → 30/04/2026
Return 3.69% Volatility 9.14% Sharpe 9.72
Official loaded data — not a live quote.

Westwood Enhanced Income Opportunity ETF

Symbol: YLDW

Exchange: NYSE

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 02/06/2026

Current price: $26.00

Expense ratio: N/A

Assets under management
N/A
-0.29% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

3.69%

Ann. 92.44% (Sharpe / Sortino numerator)

Volatility

9.14%

Sharpe ratio

9.720

VaR 95%

-0.43%

CVaR 95%: -0.54%
Max drawdown: -1.15%
Sortino ratio: 29.811
Calmar ratio: 80.46

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

4.50%

Ann. 5.47% (Sharpe / Sortino numerator)

Volatility

9.79%

Sharpe ratio

0.190

VaR 95%

-0.94%

CVaR 95%: -1.19%
Max drawdown: -5.69%
Sortino ratio: 0.316
Calmar ratio: 0.96

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

8.07%

Ann. 13.14% (Sharpe / Sortino numerator)

Volatility

8.74%

Sharpe ratio

1.093

VaR 95%

-0.94%

CVaR 95%: -1.15%
Max drawdown: -5.69%
Sortino ratio: 1.688
Calmar ratio: 2.31

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 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.182%

Best day

0.878%

22/05/2026
Worst day

-0.907%

15/05/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $26.08 $26.08 $26.00 $26.00 15,500
01/06/2026 $25.90 $25.98 $25.90 $25.95 7,900
29/05/2026 $25.97 $25.97 $25.93 $25.93 8,100
28/05/2026 $25.84 $25.84 $25.82 $25.82 11,400
27/05/2026 $25.87 $25.87 $25.84 $25.84 10,100
26/05/2026 $25.90 $25.90 $25.87 $25.87 7,300
22/05/2026 $25.87 $25.87 $25.85 $25.85 8,000
21/05/2026 $25.54 $25.63 $25.47 $25.63 7,300
20/05/2026 $25.38 $25.57 $25.38 $25.53 10,200
19/05/2026 $25.32 $25.34 $25.32 $25.34 11,100