NEOS Russell 2000 High Income ETF
Symbol: IWMI
Exchange: BATS
Sector: Healthcare
Category: Derivative Income
Inception Date: 24/06/2024
Latest Date: 02/04/2026
Current Price: $47.89
Expense Ratio: 0.68%
Assets Under Management
$654.3M
2.18% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
-3.60%
Volatility
23.47%
Sharpe Ratio
-1.562
VaR 95%
-2.01%
CVaR 95%:
-2.07%
Max Drawdown:
-7.32%
Sortino Ratio:
-3.158
Calmar Ratio:
-4.51
Return
-0.02%
Volatility
17.58%
Sharpe Ratio
-0.211
VaR 95%
-1.69%
CVaR 95%:
-1.96%
Max Drawdown:
-9.42%
Sortino Ratio:
-0.329
Calmar Ratio:
-0.01
Return
4.03%
Volatility
16.85%
Sharpe Ratio
0.276
VaR 95%
-1.71%
CVaR 95%:
-2.07%
Max Drawdown:
-9.42%
Sortino Ratio:
0.432
Calmar Ratio:
0.88
Return
23.64%
Volatility
19.02%
Sharpe Ratio
1.058
VaR 95%
-1.76%
CVaR 95%:
-2.68%
Max Drawdown:
-9.42%
Sortino Ratio:
1.427
Calmar Ratio:
2.52
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.092%
Best Day
7.875%
09/04/2025
Worst Day
-5.145%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $46.87 | $48.03 | $46.87 | $47.89 | 286,700 |
| 01/04/2026 | $47.72 | $48.07 | $47.57 | $47.60 | 293,300 |
| 31/03/2026 | $46.43 | $47.54 | $46.36 | $47.40 | 345,700 |
| 30/03/2026 | $46.85 | $46.85 | $45.64 | $45.80 | 423,100 |
| 27/03/2026 | $47.00 | $47.11 | $46.33 | $46.47 | 191,500 |
| 26/03/2026 | $47.53 | $48.02 | $47.22 | $47.26 | 403,800 |
| 25/03/2026 | $48.01 | $48.23 | $47.69 | $48.05 | 366,500 |
| 24/03/2026 | $46.86 | $47.70 | $46.74 | $47.47 | 289,100 |
| 23/03/2026 | $47.17 | $47.95 | $47.04 | $47.23 | 604,300 |
| 20/03/2026 | $47.15 | $47.24 | $45.94 | $46.31 | 512,500 |