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PUTW vs. POCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTW vs. POCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (PUTW) and Innovator U.S. Equity Power Buffer ETF October (POCT). The values are adjusted to include any dividend payments, if applicable.

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PUTW vs. POCT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PUTW
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%15.53%-10.11%20.94%1.65%13.55%-12.14%
POCT
Innovator U.S. Equity Power Buffer ETF October
-1.84%11.00%9.54%20.12%-1.26%9.46%10.40%12.80%-7.12%

Returns By Period

In the year-to-date period, PUTW achieves a -1.66% return, which is significantly higher than POCT's -1.84% 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%

POCT

1D
1.72%
1M
-2.33%
YTD
-1.84%
6M
0.02%
1Y
10.97%
3Y*
10.87%
5Y*
8.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTW vs. POCT - Expense Ratio Comparison

PUTW has a 0.44% expense ratio, which is lower than POCT's 0.79% expense ratio.


Return for Risk

PUTW vs. POCT — 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

POCT
POCT Risk / Return Rank: 6868
Overall Rank
POCT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
POCT Sortino Ratio Rank: 6464
Sortino Ratio Rank
POCT Omega Ratio Rank: 7171
Omega Ratio Rank
POCT Calmar Ratio Rank: 6363
Calmar Ratio Rank
POCT Martin Ratio Rank: 7979
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. POCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and Innovator U.S. Equity Power Buffer ETF October (POCT). 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.


PUTWPOCTDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.06

+0.03

Sortino ratio

Return per unit of downside risk

1.65

1.61

+0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.62

1.58

+0.05

Martin ratio

Return relative to average drawdown

8.70

8.51

+0.20

PUTW vs. POCT - Sharpe Ratio Comparison

The current PUTW Sharpe Ratio is 1.10, which is comparable to the POCT Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PUTW and POCT, 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


PUTWPOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.06

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.09

-0.32

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

0.79

-0.18

Correlation

The correlation between PUTW and POCT is 0.74, 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. POCT - Dividend Comparison

PUTW's dividend yield for the trailing twelve months is around 12.37%, while POCT has not paid dividends to shareholders.


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%
POCT
Innovator U.S. Equity Power Buffer ETF October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.21%0.00%0.00%0.00%

Drawdowns

PUTW vs. POCT - Drawdown Comparison

The maximum PUTW drawdown since its inception was -28.40%, which is greater than POCT's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for PUTW and POCT.


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Drawdown Indicators


PUTWPOCTDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-18.80%

-9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-7.20%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-10.22%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-4.73%

-2.75%

-1.98%

Average Drawdown

Average peak-to-trough decline

-3.48%

-1.53%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

1.33%

+0.52%

Volatility

PUTW vs. POCT - Volatility Comparison

WisdomTree Equity Premium Income Fund (PUTW) has a higher volatility of 4.77% compared to Innovator U.S. Equity Power Buffer ETF October (POCT) at 3.28%. This indicates that PUTW's price experiences larger fluctuations and is considered to be riskier than POCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUTWPOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.28%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

5.13%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

10.35%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

7.90%

+4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

10.31%

+2.92%