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WisdomTree Equity Premium Income Fund (WTPI) Sharpe Ratio: 2.20

ETF · Currency in USD · Last updated Jun 3, 2026

The WisdomTree PutWrite Strategy Fund seeks to track the price and yield performance, before fees and expenses, of the Volos U.S. Large Cap Target 2.5% PutWrite Index, employing an institutional option overlay strategy to potentially enhance risk-adjusted returns, lower portfolio beta, reduce downside risk, and manage volatility.

WTPI's Sharpe Ratio of 2.20 indicates that for each unit of volatility, it generates 2.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

WTPI Sharpe Ratio Rank

WTPI Sharpe Ratio Rank: 65.165
Above Average

WTPI ranks above 65.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

WTPI Sharpe Ratio Market Positioning

The chart shows WTPI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.90+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree Equity Premium Income Fund's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how WTPI'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CHPYYieldMax Semiconductor Portfolio Option Income ETF5.54
GOOYYieldMax GOOGL Option Income Strategy ETF3.75
TSMYYieldMax TSM Option Income Strategy ETF3.38
GOOPKurv Yield Premium Strategy Google ETF3.32
TYLGGlobal X Information Technology Covered Call & Growth ETF3.30
TDVIFT Vest Technology Dividend Target Income ETF3.29
THTASoFi Enhanced Yield ETF2.88
QYLDGlobal X NASDAQ 100 Covered Call ETF2.86
XYLDGlobal X S&P 500 Covered Call ETF2.80
QYLGGlobal X Nasdaq 100 Covered Call & Growth ETF2.80
WTPIWisdomTree Equity Premium Income Fund2.20

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WTPI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WTPI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does WTPI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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