The stick is intended to transfer photos from my iPhone to my computer. This works well, however! You can use it in two ways: from the stick app you can copy photos to it and from the Photos app you can export photos to the stick. This produces different results!
Exporting from the photos app gives jpg files, where whatsapp photos get a weird file name. You can also only export a fairly limited amount of photos/videos at a time (about 30 seconds of video).
If you copy from the stick via the app, you can copy as much as you want. Whatsapp photos will then not be given a separate file name (since these have a much lower resolution, you may want to filter them out, that has to be done by file size). However, depending on the iPhone's settings, you'll get jpg files, or .heic files, which a PC can't do anything with.
Occasionally the stick loses the connection with the telephone, but that is by no means as much of a problem as when the telephone is connected to the PC with a cable.