WTIP's Sortino Ratio of 1.93 indicates that for each unit of downside volatility, it generates 1.93 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
WTIP Sortino Ratio Rank
WTIP ranks above 38.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
WTIP Sortino Ratio Market Positioning
The chart shows WTIP's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.34 or lower
- Yellow zone (middle 50%): 1.34 to 3.21
- Green zone (top 25%): 3.21 or higher
- Top 1%: 15.05+
- Median: 2.39 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree Inflation Plus Fund's Sortino Ratio with other ETFs in the Long-Short category across multiple time periods, showing how WTIP's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CLSE | Convergence Long/Short Equity ETF | 5.11 | |||
| QAI | IQ Hedge Multi-Strategy Tracker ETF | 3.69 | |||
| HDG | ProShares Hedge Replication | 3.44 | |||
| HTUS | Hull Tactical US ETF | 3.30 | |||
| IDUB | Aptus International Enhanced Yield ETF | 3.08 | |||
| CSM | Proshares Large Cap Core Plus | 3.00 | |||
| LSEQ | Harbor Long-Short Equity ETF | 2.95 | |||
| FTLS | First Trust Long/Short Equity ETF | 2.86 | |||
| ORR | Militia Long/Short Equity ETF | 2.77 | |||
| RSEE | Rareview Systematic Equity ETF | 2.75 | |||
| WTIP | WisdomTree Inflation Plus Fund | 1.93 |
Historical Sortino Ratio
The chart shows WTIP's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when WTIP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does WTIP fit in your portfolio?
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