IWMI ETF Analysis: NEOS Russell 2000 High | BATS

Derivative Income | BATS, USA | Market Cap: 1.080m USD | 12M Return: 29.5% | Charts, Fundamentals & Technical Analysis

Russell 2000 ETFs, Call Options, Small Cap Stocks, Income Strategy
Total Rating 69
Safety 58
Buy Signal -0.09
Derivative Income
Category Rotation: -1.5
TER: 0.68%
AUM: 1.08B
Avg Turnover: 18.9M
Risk 3d forecast
Volatility13.8%
VaR 5th Pctl2.51%
VaR vs Median1.01%
Reward TTM
Sharpe Ratio1.50
Rel. Str. IBD62.7
Rel. Str. Peer Group89.4
Character TTM
Beta0.964
Beta Downside1.037
Hurst Exponent0.518
Drawdowns 3y
Max DD23.88%
CAGR/Max DD0.78
CAGR/Mean DD4.79

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 2 years of data

Jan +2.1% -
Feb -0.9% -
Mar -5.9% -
Apr +6.2% -
May +1.2% -
Jun +1.9% 30
Jul +1.4% -
Aug +3.6% -
Sep +0.8% -
Oct -0.3% -
Nov -0.5% -
Dec -1.7% -

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: IWMI NEOS Russell 2000 High

IWMI is an actively-managed ETF that combines exposure to the Russell 2000® Index with a call options strategy designed to generate high monthly income. The fund invests in one or more ETFs tracking the Russell 2000, holds the underlying stocks directly, or uses a combination of both, and writes (sells) call options on the index to produce income for shareholders.

As a derivative income ETF, IWMI uses a covered call writing approach, collecting option premiums in exchange for capping potential upside gains on its small-cap U.S. equity exposure. The Russell 2000® Index is a widely followed benchmark of U.S. small-capitalization stocks maintained by FTSE Russell.

Headlines to Watch Out For
  • Russell 2000 small-cap rally lifts underlying ETF NAV
  • Covered call premiums expand on rising small-cap implied volatility
  • Fed rate cuts pressure small-cap valuations and earnings outlook
  • Fund AUM growth drives management fee revenue scale
What is the price of IWMI shares?

As of July 28, 2026, the stock is trading at USD 52.04 with a total of 349,507 shares traded. Over the past week, the price has changed by +0.13%, over one month by -1.24%, over three months by +6.04% and over the past year by +29.54%.

Current recommended Stop Loss: 51.10 (which is 1.8% or 1.4 ATR below the current price).

Is IWMI a buy, sell or hold?

NEOS Russell 2000 High has no consensus analysts rating.