PUTW vs. PRFD
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (PUTW) and PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD).
PUTW is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. PRFD is an actively managed fund by PIMCO. It was launched on Jan 18, 2023.
Performance
PUTW vs. PRFD - Performance Comparison
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PUTW vs. PRFD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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*
- —
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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
PUTW
PRFD
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.
| PUTW | PRFD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.74 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.26 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.96 | -0.38 |
Martin ratioReturn relative to average drawdown | 8.35 | 6.79 | +1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PUTW | PRFD | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PUTW | PRFD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.73% | -2.33% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -2.30% | -1.18% |
Ulcer IndexDepth 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
| PUTW | PRFD | Difference | |
|---|---|---|---|
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% |