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MDST vs. WTPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDST vs. WTPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Salient Enhanced Midstream Income ETF (MDST) and WisdomTree Equity Premium Income Fund (WTPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDST achieves a 14.94% return, which is significantly higher than WTPI's 4.26% return.


MDST

1D
0.14%
1M
-0.74%
YTD
14.94%
6M
14.77%
1Y
17.62%
3Y*
5Y*
10Y*

WTPI

1D
-0.18%
1M
1.94%
YTD
4.26%
6M
4.65%
1Y
18.84%
3Y*
13.62%
5Y*
9.92%
10Y*
8.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDST vs. WTPI - Yearly Performance Comparison


2026 (YTD)20252024
MDST
Westwood Salient Enhanced Midstream Income ETF
14.94%7.09%17.29%
WTPI
WisdomTree Equity Premium Income Fund
4.26%14.45%8.75%

Correlation

The correlation between MDST and WTPI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2024

0.26

Over the past year, the correlation between MDST and WTPI has dropped to 0.01 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

MDST vs. WTPI — Risk / Return Rank

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

MDST
MDST Risk / Return Rank: 4444
Overall Rank
MDST Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MDST Sortino Ratio Rank: 4242
Sortino Ratio Rank
MDST Omega Ratio Rank: 4141
Omega Ratio Rank
MDST Calmar Ratio Rank: 5353
Calmar Ratio Rank
MDST Martin Ratio Rank: 4545
Martin Ratio Rank

WTPI
WTPI Risk / Return Rank: 6363
Overall Rank
WTPI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WTPI Sortino Ratio Rank: 6363
Sortino Ratio Rank
WTPI Omega Ratio Rank: 7171
Omega Ratio Rank
WTPI Calmar Ratio Rank: 5353
Calmar Ratio Rank
WTPI Martin Ratio Rank: 6868
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.

MDST vs. WTPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Midstream Income ETF (MDST) 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.


MDSTWTPIDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.27

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

2.63

2.65

-0.02

Martin ratioReturn relative to average drawdown

7.46

12.69

-5.23

MDST vs. WTPI - Sharpe Ratio Comparison

The current MDST Sharpe Ratio is 1.47, which is lower than the WTPI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MDST 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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Sharpe Ratios by Period


MDSTWTPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.14

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.65

+0.51

Drawdowns

MDST vs. WTPI - Drawdown Comparison

The maximum MDST drawdown since its inception was -14.19%, smaller than the maximum WTPI drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for MDST and WTPI.


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Drawdown Indicators


MDSTWTPIDifference

Max Drawdown

Largest peak-to-trough decline

-14.19%

-28.40%

+14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

-7.15%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-3.53%

-0.27%

-3.26%

Average Drawdown

Average peak-to-trough decline

-2.17%

-3.44%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.49%

+0.88%

Volatility

MDST vs. WTPI - Volatility Comparison

Westwood Salient Enhanced Midstream Income ETF (MDST) has a higher volatility of 4.87% compared to WisdomTree Equity Premium Income Fund (WTPI) at 0.90%. This indicates that MDST'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


MDSTWTPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

0.90%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

7.00%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

8.86%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

12.13%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

13.22%

+2.89%

MDST vs. WTPI - Expense Ratio Comparison

MDST has a 0.80% expense ratio, which is higher than WTPI's 0.44% expense ratio.


Dividends

MDST vs. WTPI - Dividend Comparison

MDST's dividend yield for the trailing twelve months is around 9.33%, less than WTPI's 12.06% yield.


PositionTTM2025202420232022202120202019201820172016
MDST
Westwood Salient Enhanced Midstream Income ETF
9.33%10.22%6.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTPI
WisdomTree Equity Premium Income Fund
12.06%13.18%11.99%8.94%3.27%0.00%1.43%1.47%6.46%3.52%2.27%

Frequently Asked Questions


MDST and WTPI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDST has higher volatility (4.87%) compared to WTPI (0.90%). In terms of maximum drawdown, MDST dropped -14.19% vs WTPI's -28.40%.

On 1-year performance, WTPI leads with 18.84% vs 17.62% for MDST. On fees, WTPI is cheaper at 0.44% per year. On volatility, WTPI has been the lower-risk option at 0.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WTPI has performed better with a 18.84% return vs 17.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTPI is cheaper with a 0.44% expense ratio, compared with 0.80% for MDST.

WTPI has the higher dividend yield at 12.06%, compared with 9.33% for MDST.

MDST is categorized as Energy Equities, while WTPI is Derivative Income. They also come from different issuers: Westwood and WisdomTree. Their fees differ too: 0.80% for MDST and 0.44% for WTPI.

WTPI currently has the higher Sharpe Ratio (2.14 vs 1.47), 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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