BSPGX vs. PUTW
Compare and contrast key facts about iShares S&P 500 Index Fund Class G (BSPGX) and WisdomTree Equity Premium Income Fund (PUTW).
BSPGX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Jul 1, 2019. PUTW is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. Both BSPGX and PUTW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BSPGX vs. PUTW - Performance Comparison
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BSPGX vs. PUTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | -7.06% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
PUTW WisdomTree Equity Premium Income Fund | -1.66% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 4.09% |
Returns By Period
In the year-to-date period, BSPGX achieves a -7.06% return, which is significantly lower than PUTW's -1.66% return.
BSPGX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.62%
- 1Y
- 14.42%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- —
PUTW
- 1D
- 2.60%
- 1M
- -3.50%
- YTD
- -1.66%
- 6M
- 1.99%
- 1Y
- 15.64%
- 3Y*
- 13.04%
- 5Y*
- 9.37%
- 10Y*
- 7.80%
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BSPGX vs. PUTW - Expense Ratio Comparison
BSPGX has a 0.01% expense ratio, which is lower than PUTW's 0.44% expense ratio.
Return for Risk
BSPGX vs. PUTW — Risk / Return Rank
BSPGX
PUTW
BSPGX vs. PUTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) and WisdomTree Equity Premium Income Fund (PUTW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.10 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.65 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.62 | -0.57 |
Martin ratioReturn relative to average drawdown | 5.14 | 8.70 | -3.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.10 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.77 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.61 | +0.09 |
Correlation
The correlation between BSPGX and PUTW is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BSPGX vs. PUTW - Dividend Comparison
BSPGX's dividend yield for the trailing twelve months is around 1.60%, less than PUTW's 12.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 1.60% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% |
PUTW WisdomTree Equity Premium Income Fund | 12.37% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% |
Drawdowns
BSPGX vs. PUTW - Drawdown Comparison
The maximum BSPGX drawdown since its inception was -33.74%, which is greater than PUTW's maximum drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for BSPGX and PUTW.
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Drawdown Indicators
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -28.40% | -5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -9.90% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -16.56% | -7.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.40% | — |
Current DrawdownCurrent decline from peak | -8.90% | -4.73% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -3.48% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.85% | +0.64% |
Volatility
BSPGX vs. PUTW - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund Class G (BSPGX) is 4.24%, while WisdomTree Equity Premium Income Fund (PUTW) has a volatility of 4.77%. This indicates that BSPGX experiences smaller price fluctuations and is considered to be less risky than PUTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSPGX | PUTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.77% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.82% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 14.33% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 12.21% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 13.23% | +6.92% |