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PUTW vs. EQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTW vs. EQTIX - Performance Comparison

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

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PUTW vs. EQTIX - 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%
EQTIX
Shelton Equity Income Fund
-5.55%8.84%17.18%17.17%-10.28%23.76%6.87%17.66%-10.00%13.57%

Returns By Period

In the year-to-date period, PUTW achieves a -1.66% return, which is significantly higher than EQTIX's -5.55% return. Over the past 10 years, PUTW has underperformed EQTIX with an annualized return of 7.80%, while EQTIX has yielded a comparatively higher 8.25% 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%

EQTIX

1D
-0.18%
1M
-5.87%
YTD
-5.55%
6M
-3.69%
1Y
7.87%
3Y*
10.58%
5Y*
7.62%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTW vs. EQTIX - Expense Ratio Comparison

PUTW has a 0.44% expense ratio, which is lower than EQTIX's 0.72% expense ratio.


Return for Risk

PUTW vs. EQTIX — 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

EQTIX
EQTIX Risk / Return Rank: 1919
Overall Rank
EQTIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EQTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EQTIX Omega Ratio Rank: 2020
Omega Ratio Rank
EQTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
EQTIX Martin Ratio Rank: 2323
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. EQTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and Shelton Equity Income Fund (EQTIX). 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.


PUTWEQTIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.47

+0.63

Sortino ratio

Return per unit of downside risk

1.65

0.77

+0.88

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratio

Return relative to maximum drawdown

1.62

0.50

+1.13

Martin ratio

Return relative to average drawdown

8.70

2.43

+6.28

PUTW vs. EQTIX - Sharpe Ratio Comparison

The current PUTW Sharpe Ratio is 1.10, which is higher than the EQTIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of PUTW and EQTIX, 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


PUTWEQTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.47

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.58

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.58

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.44

+0.16

Correlation

The correlation between PUTW and EQTIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PUTW vs. EQTIX - Dividend Comparison

PUTW's dividend yield for the trailing twelve months is around 12.37%, more than EQTIX's 7.23% 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%
EQTIX
Shelton Equity Income Fund
7.23%7.62%9.51%9.25%9.83%11.98%24.62%4.89%23.96%14.65%16.02%3.33%

Drawdowns

PUTW vs. EQTIX - Drawdown Comparison

The maximum PUTW drawdown since its inception was -28.40%, smaller than the maximum EQTIX drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for PUTW and EQTIX.


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Drawdown Indicators


PUTWEQTIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-53.77%

+25.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-10.43%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-19.03%

+2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-29.85%

+1.45%

Current Drawdown

Current decline from peak

-4.73%

-7.10%

+2.37%

Average Drawdown

Average peak-to-trough decline

-3.48%

-7.21%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.14%

-0.29%

Volatility

PUTW vs. EQTIX - Volatility Comparison

WisdomTree Equity Premium Income Fund (PUTW) has a higher volatility of 4.77% compared to Shelton Equity Income Fund (EQTIX) at 3.45%. This indicates that PUTW's price experiences larger fluctuations and is considered to be riskier than EQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUTWEQTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.45%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

7.52%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

14.74%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

13.12%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

14.31%

-1.08%