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EVMO vs. MTGP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVMO vs. MTGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Mortgage Opportunities ETF (EVMO) and WisdomTree Mortgage Plus Bond Fund (MTGP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVMO achieves a 0.98% return, which is significantly higher than MTGP's 0.44% return.


EVMO

1D
0.11%
1M
0.09%
YTD
0.98%
6M
1.25%
1Y
3Y*
5Y*
10Y*

MTGP

1D
0.09%
1M
0.00%
YTD
0.44%
6M
0.72%
1Y
6.01%
3Y*
4.37%
5Y*
0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVMO vs. MTGP - Yearly Performance Comparison


Correlation

The correlation between EVMO and MTGP is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.52

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Return for Risk

EVMO vs. MTGP — Risk / Return Rank

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

EVMO

MTGP
MTGP Risk / Return Rank: 3737
Overall Rank
MTGP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MTGP Sortino Ratio Rank: 3434
Sortino Ratio Rank
MTGP Omega Ratio Rank: 3434
Omega Ratio Rank
MTGP Calmar Ratio Rank: 4444
Calmar Ratio Rank
MTGP Martin Ratio Rank: 3737
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.

EVMO vs. MTGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Mortgage Opportunities ETF (EVMO) and WisdomTree Mortgage Plus Bond Fund (MTGP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EVMO vs. MTGP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EVMOMTGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.88

0.18

+1.70

Drawdowns

EVMO vs. MTGP - Drawdown Comparison

The maximum EVMO drawdown since its inception was -1.89%, smaller than the maximum MTGP drawdown of -16.63%. Use the drawdown chart below to compare losses from any high point for EVMO and MTGP.


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Drawdown Indicators


EVMOMTGPDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-16.63%

+14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-16.63%

Current Drawdown

Current decline from peak

-0.66%

-1.31%

+0.65%

Average Drawdown

Average peak-to-trough decline

-0.38%

-5.11%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

EVMO vs. MTGP - Volatility Comparison


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Volatility by Period


EVMOMTGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

4.79%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.82%

5.79%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.82%

5.26%

-2.44%

EVMO vs. MTGP - Expense Ratio Comparison

Both EVMO and MTGP have an expense ratio of 0.45%.


Dividends

EVMO vs. MTGP - Dividend Comparison

EVMO's dividend yield for the trailing twelve months is around 4.06%, less than MTGP's 4.31% yield.


PositionTTM202520242023202220212020
EVMO
Eaton Vance Mortgage Opportunities ETF
4.06%1.95%0.00%0.00%0.00%0.00%0.00%
MTGP
WisdomTree Mortgage Plus Bond Fund
4.31%4.19%4.05%3.02%2.47%1.64%2.61%

Frequently Asked Questions


EVMO and MTGP have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EVMO and MTGP have the same expense ratio: 0.45% per year.

MTGP has the higher dividend yield at 4.31%, compared with 4.06% for EVMO.

They also come from different issuers: Eaton Vance and WisdomTree.

Portfolio Optimizer

Find the right allocation for EVMO and MTGP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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