TCAL vs. WMTI
TCAL (T. Rowe Price Capital Appreciation Premium Income ETF) and WMTI (REX WMT Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.22 correlation, their price movements are largely independent. TCAL charges 0.34%/yr vs 0.99%/yr for WMTI.
Performance
TCAL vs. WMTI - Performance Comparison
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Returns By Period
In the year-to-date period, TCAL achieves a 3.27% return, which is significantly higher than WMTI's -0.48% return.
TCAL
- 1D
- 1.15%
- 1M
- 3.54%
- 6M
- 1.20%
- YTD
- 3.27%
- 1Y
- 3.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMTI
- 1D
- 2.02%
- 1M
- -6.62%
- 6M
- -6.12%
- YTD
- -0.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TCAL vs. WMTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TCAL T. Rowe Price Capital Appreciation Premium Income ETF | 3.27% | 1.57% |
WMTI REX WMT Growth & Income ETF | -0.48% | 9.99% |
Correlation
The correlation between TCAL and WMTI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.22 |
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Return for Risk
TCAL vs. WMTI — Risk / Return Rank
TCAL
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TCAL vs. WMTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Premium Income ETF (TCAL) and REX WMT Growth & Income ETF (WMTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TCAL | WMTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.08 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | — | — |
| Martin ratioReturn relative to average drawdown | 1.37 | — | — |
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Drawdowns
TCAL vs. WMTI - Drawdown Comparison
The maximum TCAL drawdown since its inception was -7.24%, smaller than the maximum WMTI drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for TCAL and WMTI.
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Drawdown Indicators
| TCAL | WMTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.24% | -20.60% | +13.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -15.96% | +15.96% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -5.53% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | — | — |
Volatility
TCAL vs. WMTI - Volatility Comparison
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Volatility by Period
| TCAL | WMTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.67% | 27.79% | -18.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 27.79% | -16.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.19% | 27.79% | -16.60% |
TCAL vs. WMTI - Expense Ratio Comparison
TCAL has a 0.34% expense ratio, which is lower than WMTI's 0.99% expense ratio.
Dividends
TCAL vs. WMTI - Dividend Comparison
TCAL's dividend yield for the trailing twelve months is around 12.05%, less than WMTI's 26.64% yield.
| Position | TTM | 2025 |
|---|---|---|
TCAL T. Rowe Price Capital Appreciation Premium Income ETF | 12.05% | 8.34% |
WMTI REX WMT Growth & Income ETF | 26.64% | 3.36% |
Frequently Asked Questions
TCAL and WMTI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TCAL is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TCAL is cheaper with a 0.34% expense ratio, compared with 0.99% for WMTI.
WMTI has the higher dividend yield at 26.64%, compared with 12.05% for TCAL.
They also come from different issuers: T. Rowe Price and REX. Their fees differ too: 0.34% for TCAL and 0.99% for WMTI.
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