- ISIN
- US97717X5602
- CUSIP
- 97717X560
- Issuer
- WisdomTree
- Inception Date
- Feb 24, 2016
- Region
- North America (U.S.)
- Category
- Derivative Income, S&P 500
- Leveraged
- 1x (No leverage)
- Index Tracked
- Volos U.S. Large Cap Target 2.5% PutWrite Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Assets Under Management
- $237M
Share Price Chart
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Performance
PUTW Performance Chart
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Returns By Period
WisdomTree Equity Premium Income Fund
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.28%
- 1M
- 1.04%
- 6M
- 8.12%
- YTD
- 9.31%
- 1Y
- 20.19%
- 3Y*
- 19.37%
- 5Y*
- 11.36%
- 10Y*
- 13.39%
PUTW Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.51% | -1.05% | -4.06% | 0.04% | -0.16% | -2.80% | |||||||
| 2024 | 1.98% | 3.68% | 2.34% | -3.08% | 3.91% | 2.48% | 0.56% | 0.30% | 1.37% | 0.28% | 4.34% | -1.92% | 17.19% |
| 2023 | 3.79% | -0.23% | 1.87% | 1.10% | 1.26% | 3.10% | 2.15% | -1.04% | -3.52% | -1.62% | 4.30% | 2.34% | 14.01% |
| 2022 | -2.03% | -0.30% | 4.15% | -4.13% | -1.81% | -3.33% | 3.47% | -4.48% | -5.57% | 2.28% | 2.29% | -1.67% | -11.11% |
| 2021 | -0.28% | 1.86% | 4.17% | 0.50% | 2.31% | 2.29% | 1.57% | 1.70% | -0.76% | 3.93% | -1.15% | 3.17% | 20.92% |
Benchmark Metrics
WisdomTree Equity Premium Income Fund has an annualized alpha of -0.62%, beta of 0.61, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since February 24, 2016.
- This fund participated in 68.69% of S&P 500 Index downside but only 55.50% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.62%
- Beta
- 0.61
- R²
- 0.70
- Upside Capture
- 55.50%
- Downside Capture
- 68.69%
Expense Ratio
PUTW has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PUTW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.23 | — |
| Martin ratioReturn relative to average drawdown | — | 9.68 | — |
Dividends
Dividend History
WisdomTree Equity Premium Income Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $3.95 | $2.42 | $0.65 | $0.00 | $0.41 | $0.42 | $1.40 | $0.97 | $0.62 |
Dividend yield | 0.00% | 11.99% | 7.63% | 2.16% | 0.00% | 1.43% | 1.47% | 5.49% | 3.33% | 2.27% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree Equity Premium Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.34 | $0.33 | $0.32 | $0.30 | $0.00 | $1.28 | |||||||
| 2024 | $0.32 | $0.33 | $0.33 | $0.32 | $0.33 | $0.34 | $0.33 | $0.33 | $0.33 | $0.34 | $0.34 | $0.34 | $3.95 |
| 2023 | $0.32 | $0.31 | $0.00 | $0.00 | $0.14 | $0.22 | $0.29 | $0.51 | $0.11 | $0.25 | $0.00 | $0.30 | $2.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.33 | $0.65 |
| 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 | $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 | $0.41 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Equity Premium Income 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 Equity Premium Income Fund was 28.40%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.40%Mar 2020 | 28d | 9mo 21d | 10mo 19dFeb 2020 - Jan 2021 |
Bear market2022 | -16.55%Oct 2022 | 5mo 24d | 1y 3mo | 1y 9moApr 2022 - Jan 2024 |
Rate-hike selloffLate 2018 | -16.25%Dec 2018 | 2mo 22d | 1y 1mo | 1y 4moOct 2018 - Feb 2020 |
2025 selloff2025 | -14.79%Apr 2025 | 1mo 16d | — | 1y 4moFeb 2025 - now |
2018 pullback2018 | -8.19%Feb 2018 | 10d | 3mo 12d | 3mo 22dJan 2018 - May 2018 |
Drawdown Indicators
| PUTW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.67% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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