TUGN vs. WTPI
TUGN (STF Tactical Growth & Income ETF) and WTPI (WisdomTree Equity Premium Income Fund) are both exchange-traded funds - TUGN is a Diversified Portfolio fund actively managed by STF, while WTPI is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index. TUGN is actively managed, while WTPI is passively managed. Over the past 3 years, TUGN returned 22.84%/yr vs 13.62%/yr for WTPI. A 0.72 correlation means they provide meaningful diversification when combined. TUGN charges 0.65%/yr vs 0.44%/yr for WTPI.
Performance
TUGN vs. WTPI - Performance Comparison
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Returns By Period
In the year-to-date period, TUGN achieves a 19.35% return, which is significantly higher than WTPI's 4.26% return.
TUGN
- 1D
- -0.29%
- 1M
- 11.07%
- YTD
- 19.35%
- 6M
- 17.92%
- 1Y
- 36.99%
- 3Y*
- 22.84%
- 5Y*
- —
- 10Y*
- —
WTPI
- 1D
- -0.18%
- 1M
- 1.94%
- YTD
- 4.26%
- 6M
- 4.65%
- 1Y
- 18.84%
- 3Y*
- 13.62%
- 5Y*
- 9.92%
- 10Y*
- 8.30%
TUGN vs. WTPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUGN STF Tactical Growth & Income ETF | 19.35% | 19.11% | 18.44% | 34.84% | -18.78% |
WTPI WisdomTree Equity Premium Income Fund | 4.26% | 14.45% | 17.18% | 15.53% | -2.58% |
Correlation
The correlation between TUGN and WTPI is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 20, 2022 | 0.72 |
The correlation between TUGN and WTPI has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
TUGN vs. WTPI — Risk / Return Rank
TUGN
WTPI
TUGN vs. WTPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and WisdomTree Equity Premium Income Fund (WTPI). 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.
| TUGN | WTPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.65 | +0.22 |
| Martin ratioReturn relative to average drawdown | 10.00 | 12.69 | -2.70 |
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
| TUGN | WTPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.14 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.65 | +0.32 |
Drawdowns
TUGN vs. WTPI - Drawdown Comparison
The maximum TUGN drawdown since its inception was -23.45%, smaller than the maximum WTPI drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for TUGN and WTPI.
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Drawdown Indicators
| TUGN | WTPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -28.40% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -7.15% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -21.60% | -15.26% | -6.34% |
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 | -0.29% | -0.27% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -3.44% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 1.49% | +2.22% |
Volatility
TUGN vs. WTPI - Volatility Comparison
STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 5.26% compared to WisdomTree Equity Premium Income Fund (WTPI) at 0.90%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than WTPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUGN | WTPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 0.90% | +4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 7.00% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 8.86% | +6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 12.13% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 13.22% | +3.81% |
TUGN vs. WTPI - Expense Ratio Comparison
TUGN has a 0.65% expense ratio, which is higher than WTPI's 0.44% expense ratio.
Dividends
TUGN vs. WTPI - Dividend Comparison
TUGN's dividend yield for the trailing twelve months is around 10.50%, less than WTPI's 12.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TUGN STF Tactical Growth & Income ETF | 10.50% | 11.50% | 11.84% | 10.83% | 7.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTPI WisdomTree Equity Premium Income Fund | 12.06% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% |
Frequently Asked Questions
TUGN and WTPI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUGN has higher volatility (5.26%) compared to WTPI (0.90%). In terms of maximum drawdown, TUGN dropped -23.45% vs WTPI's -28.40%.
On 3-year performance, TUGN leads with 22.84% vs 13.62% for WTPI. On fees, WTPI is cheaper at 0.44% per year. On volatility, WTPI has been the lower-risk option at 0.90%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUGN has performed better with a 22.84% return vs 13.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTPI is cheaper with a 0.44% expense ratio, compared with 0.65% for TUGN.
WTPI has the higher dividend yield at 12.06%, compared with 10.50% for TUGN.
TUGN is categorized as Diversified Portfolio, while WTPI is Derivative Income. They also come from different issuers: STF and WisdomTree. Their fees differ too: 0.65% for TUGN and 0.44% for WTPI.
TUGN currently has the higher Sharpe Ratio (2.44 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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