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PUTW vs. PRFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTW vs. PRFD - Performance Comparison

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

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PUTW vs. PRFD - Yearly Performance Comparison


2026 (YTD)202520242023
PUTW
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%13.39%
PRFD
PIMCO Preferred And Capital Securities Active Exchange-Traded Fund
-0.36%8.45%9.92%1.83%

Returns By Period

In the year-to-date period, PUTW achieves a -1.66% return, which is significantly lower than PRFD's -0.36% return.


PUTW

1D
0.00%
1M
-3.10%
YTD
-1.66%
6M
1.81%
1Y
15.49%
3Y*
13.04%
5Y*
9.37%
10Y*
7.80%

PRFD

1D
0.33%
1M
-1.76%
YTD
-0.36%
6M
0.84%
1Y
6.14%
3Y*
8.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTW vs. PRFD - Expense Ratio Comparison

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


Return for Risk

PUTW vs. PRFD — Risk / Return Rank

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

PUTW
PUTW Risk / Return Rank: 6868
Overall Rank
PUTW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PUTW Sortino Ratio Rank: 6262
Sortino Ratio Rank
PUTW Omega Ratio Rank: 7171
Omega Ratio Rank
PUTW Calmar Ratio Rank: 6666
Calmar Ratio Rank
PUTW Martin Ratio Rank: 8282
Martin Ratio Rank

PRFD
PRFD Risk / Return Rank: 7777
Overall Rank
PRFD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PRFD Sortino Ratio Rank: 8383
Sortino Ratio Rank
PRFD Omega Ratio Rank: 8585
Omega Ratio Rank
PRFD Calmar Ratio Rank: 7070
Calmar Ratio Rank
PRFD Martin Ratio Rank: 6363
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. PRFD - Risk-Adjusted Trends Comparison

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


PUTWPRFDDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.74

-0.65

Sortino ratio

Return per unit of downside risk

1.63

2.26

-0.63

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

1.58

1.96

-0.38

Martin ratio

Return relative to average drawdown

8.35

6.79

+1.57

PUTW vs. PRFD - Sharpe Ratio Comparison

The current PUTW Sharpe Ratio is 1.09, which is lower than the PRFD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PUTW and PRFD, 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


PUTWPRFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.74

-0.65

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

0.61

1.25

-0.64

Correlation

The correlation between PUTW and PRFD 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

PUTW vs. PRFD - Dividend Comparison

PUTW's dividend yield for the trailing twelve months is around 12.37%, more than PRFD's 5.77% 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%
PRFD
PIMCO Preferred And Capital Securities Active Exchange-Traded Fund
5.77%5.63%5.53%5.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PUTW vs. PRFD - Drawdown Comparison

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


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Drawdown Indicators


PUTWPRFDDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-11.93%

-16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-3.28%

-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

-4.73%

-2.33%

-2.40%

Average Drawdown

Average peak-to-trough decline

-3.48%

-2.30%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

0.95%

+0.92%

Volatility

PUTW vs. PRFD - Volatility Comparison

WisdomTree Equity Premium Income Fund (PUTW) has a higher volatility of 4.76% compared to PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) at 1.66%. This indicates that PUTW's price experiences larger fluctuations and is considered to be riskier than PRFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUTWPRFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

1.66%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

2.44%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

3.56%

+10.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

4.94%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

4.94%

+8.29%