(IWMI) NEOS Russell 2000 High - Ratings and Ratios
ETF, Index, Options, Income, Small-Cap
Dividends
| Dividend Yield | 14.66% |
| Yield on Cost 5y | 17.23% |
| Yield CAGR 5y | 59.23% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 12.5% |
| Value at Risk 5%th | 20.3% |
| Relative Tail Risk | -1.01% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.90 |
| Alpha | 2.30 |
| CAGR/Max DD | 0.71 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.382 |
| Beta | 0.890 |
| Beta Downside | 0.936 |
| Drawdowns 3y | |
|---|---|
| Max DD | 23.88% |
| Mean DD | 4.71% |
| Median DD | 2.76% |
Description: IWMI NEOS Russell 2000 High January 01, 2026
The NEOS Russell 2000 High Income ETF (BATS:IWMI) is an actively-managed fund that blends two strategies: it holds one or more ETFs that track the Russell 2000 Index (or the index itself) and it writes (sells) call options on that index to generate a high monthly income stream. By selling calls, the fund captures option premiums but caps upside participation in the underlying small-cap equities.
Key metrics (as of the most recent filing) include an expense ratio of roughly 0.68%, a 30-day SEC yield near 5.2%, and assets under management around $150 million. The fund’s income generation is closely tied to the implied volatility of the Russell 2000, which has hovered near 20% in the past quarter, and to broader small-cap performance, which tends to be more sensitive to GDP growth and consumer spending trends than large-cap stocks.
If you’re evaluating income-focused small-cap strategies, a quick look at ValueRay’s analytics can help you compare IWMI’s risk-adjusted return profile against peers and uncover any hidden cost drivers.
What is the price of IWMI shares?
Over the past week, the price has changed by +1.14%, over one month by +2.79%, over three months by +7.02% and over the past year by +21.32%.
Is IWMI a buy, sell or hold?
What are the forecasts/targets for the IWMI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 64.6 | 27.5% |
IWMI Fundamental Data Overview January 14, 2026
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 485.6m USD (485.6m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 485.6m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 485.6m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.20% (E(485.6m)/V(485.6m) * Re(9.20%) + (debt-free company))
Discount Rate = 9.20% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for IWMI ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle