DFIP vs. WTIU
DFIP (Dimensional Inflation-Protected Securities ETF) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both exchange-traded funds - DFIP is a Inflation-Protected Bonds fund actively managed by Dimensional, while WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). DFIP is actively managed, while WTIU is passively managed. Over the past 3 years, DFIP returned 4.00%/yr vs 0.02%/yr for WTIU. Their -0.05 correlation means they have often moved in opposite directions in the past. DFIP charges 0.11%/yr vs 0.95%/yr for WTIU.
Performance
DFIP vs. WTIU - Performance Comparison
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Returns By Period
In the year-to-date period, DFIP achieves a 0.49% return, which is significantly lower than WTIU's 104.80% return.
DFIP
- 1D
- -0.11%
- 1M
- -0.72%
- 6M
- -0.13%
- YTD
- 0.49%
- 1Y
- 1.63%
- 3Y*
- 4.00%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.03%
WTIU
- 1D
- 3.15%
- 1M
- 45.95%
- 6M
- 51.31%
- YTD
- 104.80%
- 1Y
- 114.64%
- 3Y*
- 0.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.84M | $5.52M | $4.60M | |
| $1.32M | $870.89K | $849.27K |
DFIP vs. WTIU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 0.49% | 7.54% | 1.72% | 3.09% |
WTIU MicroSectors Energy 3X Leveraged ETN | 104.80% | -17.13% | -29.63% | -28.45% |
Correlation
The correlation between DFIP and WTIU is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2023 | -0.05 |
The correlation between DFIP and WTIU shifts across timeframes, from -0.18 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFIP vs. WTIU — Risk / Return Rank
DFIP
WTIU
DFIP vs. WTIU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.
| DFIP | WTIU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.09 | -0.95 |
| Martin ratioReturn relative to average drawdown | 3.00 | 4.79 | -1.78 |
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Drawdowns
DFIP vs. WTIU - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for DFIP and WTIU.
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Drawdown Indicators
| DFIP | WTIU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -75.73% | +60.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.06% | -48.11% | +46.05% |
Max Drawdown (3Y)Largest decline over 3 years | -4.22% | -75.73% | +71.51% |
Current DrawdownCurrent decline from peak | -1.45% | -27.41% | +25.96% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -39.21% | +32.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 21.07% | -20.29% |
Volatility
DFIP vs. WTIU - Volatility Comparison
The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 0.80%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 21.18%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIP | WTIU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.80% | 21.18% | -20.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 57.82% | -55.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 69.90% | -66.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.73% | 70.86% | -64.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 70.86% | -64.13% |
DFIP vs. WTIU - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is lower than WTIU's 0.95% expense ratio.
Dividends
DFIP vs. WTIU - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 5.45%, while WTIU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 5.45% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFIP and WTIU have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (21.18%) compared to DFIP (0.80%). In terms of maximum drawdown, DFIP dropped -14.96% vs WTIU's -75.73%.
On 3-year performance, DFIP leads with 4.00% vs 0.02% for WTIU. On fees, DFIP is cheaper at 0.11% per year. On volatility, DFIP has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DFIP has performed better with a 4.00% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFIP is cheaper with a 0.11% expense ratio, compared with 0.95% for WTIU.
DFIP has the higher dividend yield at 5.45%, compared with 0.00% for WTIU.
DFIP is categorized as Inflation-Protected Bonds, while WTIU is Leveraged Equities. They also come from different issuers: Dimensional and REX. Their fees differ too: 0.11% for DFIP and 0.95% for WTIU.
WTIU currently has the higher Sharpe Ratio (1.44 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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