ITWO vs VYM

ITWO vs VYM

Which is better, ITWO or VYM?

Option Writing against Large Cap Value.

VYM has a lower expense ratio. VYM led over 1Y and the full window.

Lower Fees: VYMHigher Returns: VYM

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricITWOVYM
Expense Ratio0.55%0.04%Best
AUM$196M$81.6B
Dividend Yield7.53%2.22%
Holdings1,981613
YTD Return+8.89%+10.23%Best
1Y Return+11.50%+14.28%Best
3Y Return (annualized)-+17.50%
5Y Return (annualized)-+11.60%
Volatility (annualized)15.8%10.9%Best
Max Drawdown-24.8%-14.5%Best
$10,000 over 2 years$12,875$13,216Best
Fund FamilyProSharesVanguard (US)
CategoryAlternativeEquity
StyleOption WritingLarge Cap Value
InceptionSep 4, 2024Nov 10, 2006

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown, and the $10,000 over 2 years row, are measured over the window both funds cover: Sep 5, 2024 to Sep 23, 2026 (2 years).

ITWO vs VYM growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 2 years both funds cover.

ITWO vs VYM Performance

ProShares Russell 2000 High Income ETF (ITWO) is an ETF from ProShares and Vanguard High Dividend Yield ETF (VYM) is an ETF from Vanguard (US). Over the past year ITWO returned +11.50% while VYM returned +14.28%. Year to date, ITWO is up 8.89% versus a gain of 10.23% for VYM.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

ITWO has been the more volatile fund, with annualized monthly volatility of 15.8% compared with 10.9% for VYM. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -24.8% for ITWO and -14.5% for VYM. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.82. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

ITWO charges 0.55% per year while VYM charges 0.04%. On a $10,000 position that is $55 vs $4 annually, a gap of $51 per year that compounds over a long holding period. On income, ITWO currently yields 7.53% against 2.22% for VYM.

Holdings Overlap

VYM already in ITWO2.9%

At least 2.9% of VYM's money is in holdings ITWO also owns.

Stated as a floor: for ITWO, our book for it covers 88.8% of that fund, so a holding it does not list is one we cannot count as shared. The real figure is this or higher.

VYM and ITWO share little of their money.

150 positions in common, counted across the 1,920 positions we hold weights for in ITWO and 557 in VYM, against full books of 1,981 and 613.

Top Shared Holdings

StockWeight in ITWOWeight in VYMDifference
NEMNewmont Corp Common0.02%0.41%0.39%
UMBFUmb Financial Corp.0.30%0.04%0.26%
ONBOld National Bancorp/In Common Stock0.26%0.04%0.22%
SMSm Energy Co0.26%0.03%0.23%
JXNJackson Financial Inc USD0.25%0.03%0.22%
FCFSFirstcash Inc0.25%0.03%0.22%
TEXTerex Corp0.21%0.03%0.18%
PBFPbf Energy Inc0.21%0.03%0.18%
VLYValley National Bancorp0.19%0.03%0.16%
SWXSouthwest Gas Holdings Inc Common Stock Usd 10.19%0.03%0.16%

You are not choosing between two funds in isolation.

Whichever of ITWO and VYM you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

ITWOVYM

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, ITWO or VYM?

ITWO has an expense ratio of 0.55% while VYM charges 0.04%. VYM is the cheaper option, by $51 a year on a $10,000 investment.

Which performed better, ITWO or VYM?

Over the past year ITWO returned +11.50% vs +14.28% for VYM, so VYM leads on 1-year performance. Over the longest common window we track (2 years), ITWO annualized +13.47% vs +14.96% for VYM. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, ITWO or VYM?

ITWO has been the more volatile fund at 15.8% annualized versus 10.9% for VYM. Worst drawdown: ITWO -24.8% vs VYM -14.5%.

Should I hold both ITWO and VYM?

ITWO and VYM have a monthly-return correlation of 0.82, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between ITWO and VYM?

At least 2.9% of VYM's money is in holdings ITWO also owns. Our book for ITWO is partial, so the real figure is this or higher. They hold 150 positions in common, counted across the 1,920 positions we hold weights for in ITWO and 557 in VYM.

Which pays a higher dividend, ITWO or VYM?

ITWO yields 7.53% while VYM yields 2.22%, so ITWO currently pays the higher dividend yield.

Is VYM better than ITWO?

VYM has a lower expense ratio. VYM led over 1Y and the full window. Which one suits a particular account depends on what it is for. This is information, not a recommendation.