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ISIN
US97717X5602
CUSIP
97717X560
Inception Date
Feb 24, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Volos U.S. Large Cap Target 2.5% PutWrite Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Assets Under Management
$237M

Share Price Chart


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Performance

PUTW Performance Chart

WisdomTree Equity Premium Income Fund (PUTW) is up 4.5% since the beginning of the year. PUTW is currently trading at $33 per share. Investors who bought $1,000 worth of PUTW shares 5 years ago would now be looking at an investment worth $1,600.


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S&P 500 Index

Returns By Period

WisdomTree Equity Premium Income Fund (PUTW) has returned 4.54% so far this year and 18.79% over the past 12 months. Over the last ten years, PUTW has returned 8.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.67% annually.


WisdomTree Equity Premium Income Fund

1D
0.88%
1M
1.22%
YTD
4.54%
6M
5.16%
1Y
18.79%
3Y*
13.19%
5Y*
9.86%
10Y*
8.23%

Benchmark (S&P 500 Index)

1D
1.08%
1M
2.00%
YTD
9.57%
6M
10.71%
1Y
25.41%
3Y*
19.37%
5Y*
12.48%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PUTW Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2016, PUTW's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 75% of months were positive and 25% were negative. The best month was Nov 2020 with a return of +9.1%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 24 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PUTW closed higher 58% of trading days. The best single day was Mar 13, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.40%-0.48%-3.50%3.79%2.36%0.06%4.54%
20252.52%-1.05%-4.06%0.04%2.70%3.15%1.92%2.09%2.82%1.54%1.48%0.64%14.45%
20241.98%3.67%2.35%-3.08%3.92%2.47%0.56%0.30%1.37%0.28%4.34%-1.93%17.18%
20233.77%-0.21%1.87%1.95%1.28%3.10%2.13%-1.04%-3.52%-1.63%4.81%2.34%15.53%
2022-2.02%-0.30%4.15%-4.14%-1.80%-3.31%3.46%-4.48%-5.57%3.40%2.30%-1.66%-10.11%
2021-0.26%1.85%4.17%0.51%2.31%2.28%1.58%1.69%-0.75%3.93%-1.15%3.17%20.94%

Benchmark Metrics

WisdomTree Equity Premium Income Fund has an annualized alpha of -0.33%, beta of 0.64, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since February 24, 2016.

  • This fund participated in 67.00% of S&P 500 Index downside but only 57.11% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.64 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
-0.33%
Beta
0.64
0.76
Upside Capture
57.11%
Downside Capture
67.00%

Expense Ratio

PUTW has an expense ratio of 0.44%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PUTW ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PUTW Risk / Return Rank: 6363
Overall Rank
PUTW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PUTW Sortino Ratio Rank: 5959
Sortino Ratio Rank
PUTW Omega Ratio Rank: 6969
Omega Ratio Rank
PUTW Calmar Ratio Rank: 5555
Calmar Ratio Rank
PUTW Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PUTWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.64

2.81

-0.17

Martin ratioReturn relative to average drawdown

12.46

12.55

-0.09

Dividends

Dividend History

WisdomTree Equity Premium Income Fund provided a 12.02% dividend yield over the last twelve months, with an annual payout of $4.00 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$4.00$4.35$3.95$2.84$0.98$0.00$0.41$0.42$1.64$1.02$0.62

Dividend yield

12.02%13.18%11.99%8.94%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 Equity Premium Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.25$0.00$0.32$0.33$0.33$0.00$1.24
2025$0.34$0.33$0.32$0.30$0.31$0.32$0.33$0.33$0.33$0.34$0.33$0.81$4.35
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$0.27$0.14$0.22$0.29$0.51$0.11$0.25$0.15$0.30$2.84
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$0.98
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

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.

The current WisdomTree Equity Premium Income Fund drawdown is 0.21%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-28.40%Mar 2020
28d9mo 21d
10mo 19dFeb 2020 - Jan 2021
Bear market2022
-16.56%Oct 2022
5mo 24d1y 2mo
1y 7moApr 2022 - Dec 2023
Rate-hike selloffLate 2018
-15.41%Dec 2018
2mo 22d1y 9d
1y 3moOct 2018 - Jan 2020
2025 selloff2025
-15.26%Apr 2025
1mo 17d3mo 9d
4mo 26dFeb 2025 - Jul 2025
2018 pullback2018
-8.19%Feb 2018
10d3mo 12d
3mo 22dJan 2018 - May 2018

Drawdown Indicators


PUTWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-56.78%

+28.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-9.10%

+1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-18.90%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-25.43%

+8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-33.92%

+5.52%

Current Drawdown

Current decline from peak

-0.21%

-1.43%

+1.22%

Average Drawdown

Average peak-to-trough decline

-3.43%

-10.71%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.03%

-0.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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