VOLSX vs. WTLS

Last updated Jun 24, 2026

VOLSX (ABR 75/25 Volatility Fund) and WTLS (WisdomTree Efficient Long/Short US Equity Fund) are both Long-Short funds. A 0.76 correlation means they provide meaningful diversification when combined. VOLSX charges 1.75%/yr vs 0.88%/yr for WTLS.

Performance

VOLSX vs. WTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABR 75/25 Volatility Fund (VOLSX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VOLSX

• 1D: -0.44%
• 1M: 0.88%
• YTD: 5.73%
• 6M: 5.01%
• 1Y: 24.07%
• 3Y*: 10.01%
• 5Y*: 4.56%
• 10Y*: —

WTLS

• 1D: -1.58%
• 1M: 0.95%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VOLSX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
VOLSX ABR 75/25 Volatility Fund	5.93%
WTLS WisdomTree Efficient Long/Short US Equity Fund	16.29%

Correlation

The correlation between VOLSX and WTLS 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 (All Time) Calculated using the full available price history since Jan 22, 2026	0.76

Return for Risk

VOLSX vs. WTLS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOLSX

VOLSX Risk / Return Rank: 42
VOLSX Sharpe Ratio Rank: 43
VOLSX Sortino Ratio Rank: 39
VOLSX Omega Ratio Rank: 46
VOLSX Calmar Ratio Rank: 34
VOLSX Martin Ratio Rank: 45

WTLS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOLSX vs. WTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). 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.

	VOLSX	WTLS	Difference
Sharpe ratio: Return per unit of total volatility	1.79	—	—
Sortino ratio: Return per unit of downside risk	2.43	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.07	—	—
Martin ratio: Return relative to average drawdown	8.93	—	—

Drawdowns

VOLSX vs. WTLS - Drawdown Comparison

The maximum VOLSX drawdown since its inception was -35.10%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for VOLSX and WTLS.

Drawdown Indicators

	VOLSX	WTLS	Difference
Max Drawdown Largest peak-to-trough decline	-35.10%	-8.94%	-26.16%
Max Drawdown (1Y) Largest decline over 1 year	-12.37%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.10%	—	—
Current Drawdown Current decline from peak	-1.46%	-3.35%	+1.89%
Average Drawdown Average peak-to-trough decline	-10.95%	-2.03%	-8.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	—	—

Volatility

Volatility by Period

	VOLSX	WTLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.37%	19.35%	-4.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	19.35%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	19.35%	-0.43%

VOLSX vs. WTLS - Expense Ratio Comparison

VOLSX has a 1.75% expense ratio, which is higher than WTLS's 0.88% expense ratio.

Dividends

VOLSX vs. WTLS - Dividend Comparison

VOLSX's dividend yield for the trailing twelve months is around 2.06%, while WTLS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
VOLSX ABR 75/25 Volatility Fund	2.06%	2.18%	2.24%	0.29%	0.00%	18.63%
WTLS WisdomTree Efficient Long/Short US Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VOLSX and WTLS in my portfolio?

VOLSX and WTLS 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.