GTAPX vs. WTLS

Last updated Apr 1, 2026

Compare and contrast key facts about Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS).

GTAPX is managed by Glenmede. It was launched on Sep 28, 2006. WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026.

Performance

GTAPX vs. WTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). The values are adjusted to include any dividend payments, if applicable.

GTAPX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
GTAPX Quantitative U.S. Long/Short Equity Portfolio	1.54%
WTLS WisdomTree Efficient Long/Short US Equity Fund	-2.35%

Returns By Period

GTAPX

• 1D: -0.30%
• 1M: -0.30%
• YTD: 2.33%
• 6M: 6.61%
• 1Y: 14.22%
• 3Y*: 10.52%
• 5Y*: 9.15%
• 10Y*: 5.30%

WTLS

• 1D: 3.22%
• 1M: -4.31%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTAPX vs. WTLS - Expense Ratio Comparison

GTAPX has a 1.25% expense ratio, which is higher than WTLS's 0.88% expense ratio.

GTAPX

Quantitative U.S. Long/Short Equity Portfolio

WTLS

WisdomTree Efficient Long/Short US Equity Fund

Return for Risk

GTAPX vs. WTLS — Risk / Return Rank

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

GTAPX

GTAPX Risk / Return Rank: 90
GTAPX Sharpe Ratio Rank: 89
GTAPX Sortino Ratio Rank: 91
GTAPX Omega Ratio Rank: 85
GTAPX Calmar Ratio Rank: 94
GTAPX Martin Ratio Rank: 93

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.

GTAPX vs. WTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). 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.

	GTAPX	WTLS	Difference
Sharpe ratio Return per unit of total volatility	1.83	—	—
Sortino ratio Return per unit of downside risk	2.66	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	3.11	—	—
Martin ratio Return relative to average drawdown	11.29	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GTAPX	WTLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	-0.61	+0.99

Correlation

The correlation between GTAPX and WTLS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GTAPX vs. WTLS - Dividend Comparison

GTAPX's dividend yield for the trailing twelve months is around 16.26%, while WTLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
GTAPX Quantitative U.S. Long/Short Equity Portfolio	16.26%	16.63%	11.79%	11.23%	0.00%	0.00%	0.00%	0.96%
WTLS WisdomTree Efficient Long/Short US Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GTAPX vs. WTLS - Drawdown Comparison

The maximum GTAPX drawdown since its inception was -30.40%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for GTAPX and WTLS.

Drawdown Indicators

	GTAPX	WTLS	Difference
Max Drawdown Largest peak-to-trough decline	-30.40%	-8.94%	-21.46%
Max Drawdown (1Y) Largest decline over 1 year	-4.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-12.21%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.40%	—	—
Current Drawdown Current decline from peak	-1.27%	-6.01%	+4.74%
Average Drawdown Average peak-to-trough decline	-7.09%	-2.84%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	—	—

Volatility

Volatility by Period

	GTAPX	WTLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.19%	19.88%	-11.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.89%	19.88%	-8.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.20%	19.88%	-9.68%