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CSCA.L vs. WTPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCA.L vs. WTPI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and WisdomTree Equity Premium Income Fund (WTPI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSCA.L is traded in GBp, while WTPI is traded in USD. To make them comparable, the WTPI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSCA.L achieves a 9.75% return, which is significantly higher than WTPI's 5.25% return. Over the past 10 years, CSCA.L has outperformed WTPI with an annualized return of 10.67%, while WTPI has yielded a comparatively lower 7.81% annualized return.


CSCA.L

1D
0.06%
1M
0.95%
6M
7.73%
YTD
9.75%
1Y
28.15%
3Y*
18.57%
5Y*
12.63%
10Y*
10.67%
ALL TIME*
5.02%

WTPI

1D
0.68%
1M
-1.30%
6M
4.68%
YTD
5.25%
1Y
15.14%
3Y*
10.92%
5Y*
10.05%
10Y*
7.81%
ALL TIME*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCA.L vs. WTPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSCA.L
iShares MSCI Canada UCITS ETF (USD Accumulating)
9.75%27.37%14.01%7.76%-1.83%25.85%2.37%21.81%-12.31%5.15%
WTPI
WisdomTree Equity Premium Income Fund
5.25%6.30%19.22%9.76%0.58%22.08%-1.34%9.23%-1.65%0.57%

Correlation

The correlation between CSCA.L and WTPI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.34

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Return for Risk

CSCA.L vs. WTPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSCA.L
CSCA.L Risk / Return Rank: 9191
Overall Rank
CSCA.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CSCA.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
CSCA.L Omega Ratio Rank: 9191
Omega Ratio Rank
CSCA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
CSCA.L Martin Ratio Rank: 9191
Martin Ratio Rank

WTPI
WTPI Risk / Return Rank: 6363
Overall Rank
WTPI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WTPI Sortino Ratio Rank: 6161
Sortino Ratio Rank
WTPI Omega Ratio Rank: 6868
Omega Ratio Rank
WTPI Calmar Ratio Rank: 5353
Calmar Ratio Rank
WTPI Martin Ratio Rank: 7070
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.

CSCA.L vs. WTPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and WisdomTree Equity Premium Income Fund (WTPI). 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.

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.


CSCA.LWTPIDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.46

1.30

+0.16

Calmar ratioReturn relative to maximum drawdown

4.00

3.22

+0.78

Martin ratioReturn relative to average drawdown

15.87

11.57

+4.30

CSCA.L vs. WTPI - Sharpe Ratio Comparison

The current CSCA.L Sharpe Ratio is 2.47, which is higher than the WTPI Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CSCA.L and WTPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSCA.L vs. WTPI - Drawdown Comparison

The maximum CSCA.L drawdown since its inception was -51.79%, which is greater than WTPI's maximum drawdown of -24.19%. Use the drawdown chart below to compare losses from any high point for CSCA.L and WTPI.


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Drawdown Indicators


CSCA.LWTPIDifference

Max Drawdown

Largest peak-to-trough decline

-51.79%

-24.19%

-27.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-4.73%

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.19%

-17.43%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-17.43%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-24.19%

-9.49%

Current Drawdown

Current decline from peak

-0.53%

-1.30%

+0.77%

Average Drawdown

Average peak-to-trough decline

-19.06%

-4.13%

-14.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.31%

+0.46%

Volatility

CSCA.L vs. WTPI - Volatility Comparison

iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) has a higher volatility of 3.10% compared to WisdomTree Equity Premium Income Fund (WTPI) at 1.85%. This indicates that CSCA.L's price experiences larger fluctuations and is considered to be riskier than WTPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSCA.LWTPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

1.85%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

7.58%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

9.84%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

12.53%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

14.49%

+4.14%

CSCA.L vs. WTPI - Expense Ratio Comparison

CSCA.L has a 0.48% expense ratio, which is higher than WTPI's 0.44% expense ratio.


Dividends

CSCA.L vs. WTPI - Dividend Comparison

CSCA.L has not paid dividends to shareholders, while WTPI's dividend yield for the trailing twelve months is around 12.18%.


PositionTTM2025202420232022202120202019201820172016
CSCA.L
iShares MSCI Canada UCITS ETF (USD Accumulating)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTPI
WisdomTree Equity Premium Income Fund
12.18%13.18%11.99%8.94%3.27%0.00%1.43%1.47%6.46%3.52%2.27%

Frequently Asked Questions


CSCA.L and WTPI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTPI is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTPI is cheaper with a 0.44% expense ratio, compared with 0.48% for CSCA.L.

CSCA.L is categorized as Canada Equities, while WTPI is Derivative Income. CSCA.L tracks MSCI Canada Index, while WTPI tracks Volos U.S. Large Cap Target 2.5% PutWrite Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.48% for CSCA.L and 0.44% for WTPI.

Portfolio Optimizer

Find the right allocation for CSCA.L and WTPI

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