PUTW vs. VOO
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (PUTW) and Vanguard S&P 500 ETF (VOO).
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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both PUTW and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PUTW vs. VOO - Performance Comparison
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PUTW vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PUTW achieves a -1.66% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, PUTW has underperformed VOO with an annualized return of 7.80%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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PUTW vs. VOO - Expense Ratio Comparison
PUTW has a 0.44% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
PUTW vs. VOO — Risk / Return Rank
PUTW
VOO
PUTW vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.98 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.50 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.53 | +0.09 |
Martin ratioReturn relative to average drawdown | 8.70 | 7.29 | +1.41 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.98 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.70 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.78 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.83 | -0.22 |
Correlation
The correlation between PUTW and VOO is 0.80, 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. VOO - Dividend Comparison
PUTW's dividend yield for the trailing twelve months is around 12.37%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
PUTW vs. VOO - Drawdown Comparison
The maximum PUTW drawdown since its inception was -28.40%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PUTW and VOO.
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Drawdown Indicators
| PUTW | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -33.99% | +5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -11.98% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -24.52% | +7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | -33.99% | +5.59% |
Current DrawdownCurrent decline from peak | -4.73% | -6.29% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -3.72% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.52% | -0.67% |
Volatility
PUTW vs. VOO - Volatility Comparison
The current volatility for WisdomTree Equity Premium Income Fund (PUTW) is 4.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that PUTW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PUTW | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 5.29% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 9.44% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 18.10% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.21% | 16.82% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 17.99% | -4.76% |