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PUTW vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTW vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (PUTW) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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PUTW vs. DIVO - 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%
DIVO
Amplify CWP Enhanced Dividend Income ETF
2.01%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Returns By Period

In the year-to-date period, PUTW achieves a -1.66% return, which is significantly lower than DIVO's 2.01% 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%

DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTW vs. DIVO - Expense Ratio Comparison

PUTW has a 0.44% expense ratio, which is lower than DIVO's 0.56% expense ratio.


Return for Risk

PUTW vs. DIVO — 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

DIVO
DIVO Risk / Return Rank: 8080
Overall Rank
DIVO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVO Omega Ratio Rank: 8080
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8787
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. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.


PUTWDIVODifference

Sharpe ratio

Return per unit of total volatility

1.10

1.34

-0.24

Sortino ratio

Return per unit of downside risk

1.65

1.96

-0.31

Omega ratio

Gain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratio

Return relative to maximum drawdown

1.62

2.03

-0.41

Martin ratio

Return relative to average drawdown

8.70

9.67

-0.97

PUTW vs. DIVO - Sharpe Ratio Comparison

The current PUTW Sharpe Ratio is 1.10, which is comparable to the DIVO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PUTW and DIVO, 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


PUTWDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.34

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.92

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.83

-0.22

Correlation

The correlation between PUTW and DIVO is 0.65, 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. DIVO - Dividend Comparison

PUTW's dividend yield for the trailing twelve months is around 12.37%, more than DIVO's 6.49% yield.


TTM2025202420232022202120202019201820172016
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%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.49%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%

Drawdowns

PUTW vs. DIVO - Drawdown Comparison

The maximum PUTW drawdown since its inception was -28.40%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for PUTW and DIVO.


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Drawdown Indicators


PUTWDIVODifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-30.04%

+1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-9.21%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-13.72%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-4.73%

-4.13%

-0.60%

Average Drawdown

Average peak-to-trough decline

-3.48%

-2.62%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

1.93%

-0.08%

Volatility

PUTW vs. DIVO - Volatility Comparison

WisdomTree Equity Premium Income Fund (PUTW) has a higher volatility of 4.77% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.57%. This indicates that PUTW's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUTWDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.57%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

7.01%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

13.17%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

11.93%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

14.93%

-1.70%