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WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717X5602
CUSIP97717X560
IssuerWisdomTree
Inception DateFeb 24, 2016
RegionNorth America (U.S.)
CategoryHedge Fund
Index TrackedCBOE S&P 500 PutWrite Index
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Expense Ratio

The WisdomTree CBOE S&P 500 PutWrite Strategy Fund has a high expense ratio of 0.44%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.44%

Share Price Chart


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Compare to other instruments

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WisdomTree CBOE S&P 500 PutWrite Strategy Fund

Popular comparisons: PUTW vs. SPY, PUTW vs. JEPI, PUTW vs. QYLD, PUTW vs. DGRO, PUTW vs. SPTM, PUTW vs. XYLD, PUTW vs. DIVO, PUTW vs. ^GSPC, PUTW vs. VOO, PUTW vs. QYLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree CBOE S&P 500 PutWrite Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
8.75%
15.51%
PUTW (WisdomTree CBOE S&P 500 PutWrite Strategy Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree CBOE S&P 500 PutWrite Strategy Fund had a return of 4.91% year-to-date (YTD) and 13.42% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.91%5.90%
1 month-1.22%-1.28%
6 months8.75%15.51%
1 year13.42%21.68%
5 years (annualized)7.37%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.98%3.67%2.35%
2023-3.52%-1.63%4.81%2.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PUTW is 78, placing it in the top 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of PUTW is 7878
WisdomTree CBOE S&P 500 PutWrite Strategy Fund(PUTW)
The Sharpe Ratio Rank of PUTW is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of PUTW is 7474Sortino Ratio Rank
The Omega Ratio Rank of PUTW is 7777Omega Ratio Rank
The Calmar Ratio Rank of PUTW is 8585Calmar Ratio Rank
The Martin Ratio Rank of PUTW is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PUTW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PUTW
Sharpe ratio
The chart of Sharpe ratio for PUTW, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.005.001.59
Sortino ratio
The chart of Sortino ratio for PUTW, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.002.21
Omega ratio
The chart of Omega ratio for PUTW, currently valued at 1.29, compared to the broader market1.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for PUTW, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.0012.001.71
Martin ratio
The chart of Martin ratio for PUTW, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.006.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current WisdomTree CBOE S&P 500 PutWrite Strategy Fund Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.59
1.89
PUTW (WisdomTree CBOE S&P 500 PutWrite Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree CBOE S&P 500 PutWrite Strategy Fund granted a 9.84% dividend yield in the last twelve months. The annual payout for that period amounted to $3.18 per share.


PeriodTTM20232022202120202019201820172016
Dividend$3.18$2.83$0.98$0.00$0.41$0.42$1.64$1.02$0.62

Dividend yield

9.84%8.92%3.27%0.00%1.43%1.47%6.46%3.52%2.27%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree CBOE S&P 500 PutWrite Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.32$0.33$0.33
2023$0.32$0.31$0.00$0.27$0.13$0.22$0.29$0.51$0.11$0.25$0.15$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.32$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.64
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02
2016$0.62

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.86%
-3.86%
PUTW (WisdomTree CBOE S&P 500 PutWrite Strategy Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree CBOE S&P 500 PutWrite Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree CBOE S&P 500 PutWrite Strategy Fund was 28.40%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current WisdomTree CBOE S&P 500 PutWrite Strategy Fund drawdown is 3.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.4%Feb 24, 202021Mar 23, 2020202Jan 8, 2021223
-16.56%Apr 21, 2022121Oct 12, 2022295Dec 14, 2023416
-15.41%Oct 3, 201857Dec 24, 2018257Jan 2, 2020314
-8.19%Jan 29, 20189Feb 8, 201870May 21, 201879
-5.42%Dec 30, 202119Jan 26, 202237Mar 21, 202256

Volatility

Volatility Chart

The current WisdomTree CBOE S&P 500 PutWrite Strategy Fund volatility is 3.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.38%
3.39%
PUTW (WisdomTree CBOE S&P 500 PutWrite Strategy Fund)
Benchmark (^GSPC)