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GPRF vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPRF vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPRF achieves a 1.40% return, which is significantly lower than WTIU's 95.37% return.


GPRF

1D
0.45%
1M
-0.24%
6M
0.31%
YTD
1.40%
1Y
4.03%
3Y*
5Y*
10Y*
ALL TIME*
5.03%

WTIU

1D
-4.60%
1M
39.23%
6M
55.77%
YTD
95.37%
1Y
104.76%
3Y*
-1.04%
5Y*
10Y*
ALL TIME*
-5.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$179.35K$1.44M$844.22K
$1.41M$930.94K$851.49K

GPRF vs. WTIU - Yearly Performance Comparison


Correlation

The correlation between GPRF and WTIU is -0.25, 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.

-0.25

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2024

-0.01

Over the past year, the inverse relationship between GPRF and WTIU has strengthened: their correlation has moved from -0.01 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GPRF vs. WTIU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GPRF
GPRF Risk / Return Rank: 3838
Overall Rank
GPRF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 3838
Sortino Ratio Rank
GPRF Omega Ratio Rank: 4444
Omega Ratio Rank
GPRF Calmar Ratio Rank: 2929
Calmar Ratio Rank
GPRF Martin Ratio Rank: 3838
Martin Ratio Rank

WTIU
WTIU Risk / Return Rank: 5555
Overall Rank
WTIU Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTIU Omega Ratio Rank: 5454
Omega Ratio Rank
WTIU Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GPRF vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) 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.


GPRFWTIUDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

0.96

2.19

-1.23

Martin ratioReturn relative to average drawdown

4.33

4.99

-0.66

GPRF vs. WTIU - Sharpe Ratio Comparison

The current GPRF Sharpe Ratio is 1.10, which is comparable to the WTIU Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of GPRF and WTIU, 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

GPRF vs. WTIU - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for GPRF and WTIU.


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Drawdown Indicators


GPRFWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-4.36%

-75.73%

+71.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-48.11%

+43.91%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

Current Drawdown

Current decline from peak

-0.71%

-30.75%

+30.04%

Average Drawdown

Average peak-to-trough decline

-0.88%

-39.20%

+38.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

21.07%

-20.14%

Volatility

GPRF vs. WTIU - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) is 0.94%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 22.17%. This indicates that GPRF 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


GPRFWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

22.17%

-21.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

57.97%

-54.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

69.79%

-66.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

70.86%

-67.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.86%

70.86%

-67.00%

GPRF vs. WTIU - Expense Ratio Comparison

GPRF has a 0.45% expense ratio, which is lower than WTIU's 0.95% expense ratio.


Dividends

GPRF vs. WTIU - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.66%, while WTIU has not paid dividends to shareholders.


Frequently Asked Questions


GPRF and WTIU have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTIU has higher volatility (22.17%) compared to GPRF (0.94%). In terms of maximum drawdown, GPRF dropped -4.36% vs WTIU's -75.73%.

On 1-year performance, WTIU leads with 104.76% vs 4.03% for GPRF. On fees, GPRF is cheaper at 0.45% per year. On volatility, GPRF has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WTIU has performed better with a 104.76% return vs 4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GPRF is cheaper with a 0.45% expense ratio, compared with 0.95% for WTIU.

GPRF has the higher dividend yield at 5.66%, compared with 0.00% for WTIU.

GPRF is categorized as Preferred Stock, while WTIU is Leveraged Equities. GPRF tracks FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: Goldman Sachs and REX. Their fees differ too: 0.45% for GPRF and 0.95% for WTIU.

WTIU currently has the higher Sharpe Ratio (1.51 vs 1.10), 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.

Portfolio Optimizer

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