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PRFD vs. PUTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFD vs. PUTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) and WisdomTree Equity Premium Income Fund (PUTW). The values are adjusted to include any dividend payments, if applicable.

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PRFD vs. PUTW - Yearly Performance Comparison


2026 (YTD)202520242023
PRFD
PIMCO Preferred And Capital Securities Active Exchange-Traded Fund
-0.68%8.45%9.92%1.83%
PUTW
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%13.39%

Returns By Period

In the year-to-date period, PRFD achieves a -0.68% return, which is significantly higher than PUTW's -1.66% return.


PRFD

1D
0.48%
1M
-2.51%
YTD
-0.68%
6M
0.63%
1Y
6.09%
3Y*
8.80%
5Y*
10Y*

PUTW

1D
2.60%
1M
-3.50%
YTD
-1.66%
6M
1.99%
1Y
15.64%
3Y*
13.04%
5Y*
9.37%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFD vs. PUTW - Expense Ratio Comparison

PRFD has a 0.74% expense ratio, which is higher than PUTW's 0.44% expense ratio.


Return for Risk

PRFD vs. PUTW — Risk / Return Rank

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

PRFD
PRFD Risk / Return Rank: 7878
Overall Rank
PRFD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PRFD Sortino Ratio Rank: 8484
Sortino Ratio Rank
PRFD Omega Ratio Rank: 8787
Omega Ratio Rank
PRFD Calmar Ratio Rank: 7171
Calmar Ratio Rank
PRFD Martin Ratio Rank: 6464
Martin Ratio Rank

PUTW
PUTW Risk / Return Rank: 7272
Overall Rank
PUTW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PUTW Sortino Ratio Rank: 6767
Sortino Ratio Rank
PUTW Omega Ratio Rank: 7474
Omega Ratio Rank
PUTW Calmar Ratio Rank: 7272
Calmar Ratio Rank
PUTW Martin Ratio Rank: 8585
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.

PRFD vs. PUTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) and WisdomTree Equity Premium Income Fund (PUTW). 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.


PRFDPUTWDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.10

+0.63

Sortino ratio

Return per unit of downside risk

2.24

1.65

+0.60

Omega ratio

Gain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratio

Return relative to maximum drawdown

1.82

1.62

+0.20

Martin ratio

Return relative to average drawdown

6.38

8.70

-2.32

PRFD vs. PUTW - Sharpe Ratio Comparison

The current PRFD Sharpe Ratio is 1.73, which is higher than the PUTW Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of PRFD and PUTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRFDPUTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.10

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.61

+0.62

Correlation

The correlation between PRFD and PUTW is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRFD vs. PUTW - Dividend Comparison

PRFD's dividend yield for the trailing twelve months is around 5.74%, less than PUTW's 12.37% yield.


TTM2025202420232022202120202019201820172016
PRFD
PIMCO Preferred And Capital Securities Active Exchange-Traded Fund
5.74%5.63%5.53%5.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PUTW
WisdomTree Equity Premium Income Fund
12.37%13.18%11.99%8.94%3.27%0.00%1.43%1.47%6.46%3.52%2.27%

Drawdowns

PRFD vs. PUTW - Drawdown Comparison

The maximum PRFD drawdown since its inception was -11.93%, smaller than the maximum PUTW drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for PRFD and PUTW.


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Drawdown Indicators


PRFDPUTWDifference

Max Drawdown

Largest peak-to-trough decline

-11.93%

-28.40%

+16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-9.90%

+6.62%

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

-2.65%

-4.73%

+2.08%

Average Drawdown

Average peak-to-trough decline

-2.30%

-3.48%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.85%

-0.91%

Volatility

PRFD vs. PUTW - Volatility Comparison

The current volatility for PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) is 1.64%, while WisdomTree Equity Premium Income Fund (PUTW) has a volatility of 4.77%. This indicates that PRFD experiences smaller price fluctuations and is considered to be less risky than PUTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFDPUTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

4.77%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

7.82%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

14.33%

-10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

12.21%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

13.23%

-8.29%