SPFIX vs. PUTW
Compare and contrast key facts about Shelton Capital Management S&P 500 Index Fund (SPFIX) and WisdomTree Equity Premium Income Fund (PUTW).
SPFIX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Apr 20, 1992. 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. Both SPFIX and PUTW 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
SPFIX vs. PUTW - Performance Comparison
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SPFIX vs. PUTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | -7.11% | 17.23% | 42.83% | 25.48% | -18.22% | 27.99% | 17.41% | 41.64% | -4.68% | 21.55% |
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% |
Returns By Period
In the year-to-date period, SPFIX achieves a -7.11% return, which is significantly lower than PUTW's -1.66% return. Over the past 10 years, SPFIX has outperformed PUTW with an annualized return of 15.75%, while PUTW has yielded a comparatively lower 7.80% annualized return.
SPFIX
- 1D
- -0.37%
- 1M
- -7.67%
- YTD
- -7.11%
- 6M
- -4.66%
- 1Y
- 14.10%
- 3Y*
- 22.03%
- 5Y*
- 14.01%
- 10Y*
- 15.75%
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%
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SPFIX vs. PUTW - Expense Ratio Comparison
SPFIX has a 0.43% expense ratio, which is lower than PUTW's 0.44% expense ratio.
Return for Risk
SPFIX vs. PUTW — Risk / Return Rank
SPFIX
PUTW
SPFIX vs. PUTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) and WisdomTree Equity Premium Income Fund (PUTW). 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.
| SPFIX | PUTW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.10 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.65 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.62 | -0.61 |
Martin ratioReturn relative to average drawdown | 4.90 | 8.70 | -3.80 |
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
| SPFIX | PUTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.10 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.77 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.59 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.61 | -0.05 |
Correlation
The correlation between SPFIX and PUTW is 0.79, 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
SPFIX vs. PUTW - Dividend Comparison
SPFIX's dividend yield for the trailing twelve months is around 3.68%, less than PUTW's 12.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | 3.68% | 3.45% | 27.20% | 8.08% | 5.07% | 5.43% | 8.06% | 16.60% | 2.49% | 3.01% | 2.92% | 4.35% |
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% |
Drawdowns
SPFIX vs. PUTW - Drawdown Comparison
The maximum SPFIX drawdown since its inception was -54.81%, which is greater than PUTW's maximum drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for SPFIX and PUTW.
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Drawdown Indicators
| SPFIX | PUTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -28.40% | -26.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -9.90% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -16.56% | -8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -28.40% | -5.43% |
Current DrawdownCurrent decline from peak | -8.90% | -4.73% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -3.48% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.85% | +0.65% |
Volatility
SPFIX vs. PUTW - Volatility Comparison
The current volatility for Shelton Capital Management S&P 500 Index Fund (SPFIX) is 4.22%, while WisdomTree Equity Premium Income Fund (PUTW) has a volatility of 4.77%. This indicates that SPFIX experiences smaller price fluctuations and is considered to be less risky than PUTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPFIX | PUTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.77% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 7.82% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 14.33% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 12.21% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 13.23% | +5.61% |