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PUTW vs. CII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTW vs. CII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (PUTW) and BlackRock Enhanced Large Cap Core Fund (CII). The values are adjusted to include any dividend payments, if applicable.

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PUTW vs. CII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUTW
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%15.53%-10.11%20.94%1.65%13.55%-7.16%10.09%
CII
BlackRock Enhanced Large Cap Core Fund
-8.35%37.78%12.70%18.47%-13.21%34.26%8.11%30.46%-8.60%27.73%

Returns By Period

In the year-to-date period, PUTW achieves a -1.66% return, which is significantly higher than CII's -8.35% return. Over the past 10 years, PUTW has underperformed CII with an annualized return of 7.80%, while CII has yielded a comparatively higher 13.13% annualized return.


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%

CII

1D
2.24%
1M
-6.83%
YTD
-8.35%
6M
3.68%
1Y
34.51%
3Y*
16.55%
5Y*
11.62%
10Y*
13.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTW vs. CII - Expense Ratio Comparison

PUTW has a 0.44% expense ratio, which is lower than CII's 0.91% expense ratio.


Return for Risk

PUTW vs. CII — Risk / Return Rank

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

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

CII
CII Risk / Return Rank: 8989
Overall Rank
CII Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8888
Sortino Ratio Rank
CII Omega Ratio Rank: 8686
Omega Ratio Rank
CII Calmar Ratio Rank: 9393
Calmar Ratio Rank
CII Martin Ratio Rank: 9292
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.

PUTW vs. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and BlackRock Enhanced Large Cap Core Fund (CII). 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.


PUTWCIIDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.73

-0.64

Sortino ratio

Return per unit of downside risk

1.65

2.41

-0.76

Omega ratio

Gain probability vs. loss probability

1.27

1.36

-0.08

Calmar ratio

Return relative to maximum drawdown

1.62

2.92

-1.30

Martin ratio

Return relative to average drawdown

8.70

10.81

-2.11

PUTW vs. CII - Sharpe Ratio Comparison

The current PUTW Sharpe Ratio is 1.10, which is lower than the CII Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of PUTW and CII, 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


PUTWCIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.73

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.69

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.71

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.49

+0.12

Correlation

The correlation between PUTW and CII is 0.64, 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

PUTW vs. CII - Dividend Comparison

PUTW's dividend yield for the trailing twelve months is around 12.37%, less than CII's 18.51% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
CII
BlackRock Enhanced Large Cap Core Fund
18.51%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%

Drawdowns

PUTW vs. CII - Drawdown Comparison

The maximum PUTW drawdown since its inception was -28.40%, smaller than the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for PUTW and CII.


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Drawdown Indicators


PUTWCIIDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-56.43%

+28.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-11.76%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-22.32%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-40.56%

+12.16%

Current Drawdown

Current decline from peak

-4.73%

-9.51%

+4.78%

Average Drawdown

Average peak-to-trough decline

-3.48%

-6.21%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

3.18%

-1.33%

Volatility

PUTW vs. CII - Volatility Comparison

The current volatility for WisdomTree Equity Premium Income Fund (PUTW) is 4.77%, while BlackRock Enhanced Large Cap Core Fund (CII) has a volatility of 7.33%. This indicates that PUTW experiences smaller price fluctuations and is considered to be less risky than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUTWCIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

7.33%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

12.67%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

20.00%

-5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

16.99%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

18.45%

-5.22%