VOLSX vs. WTLS

Last updated Apr 1, 2026

Compare and contrast key facts about ABR 75/25 Volatility Fund (VOLSX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS).

VOLSX is managed by ABR. It was launched on Aug 2, 2020. WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026.

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.

VOLSX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
VOLSX ABR 75/25 Volatility Fund	-11.33%
WTLS WisdomTree Efficient Long/Short US Equity Fund	-2.35%

Returns By Period

VOLSX

• 1D: -0.21%
• 1M: -10.42%
• YTD: -11.00%
• 6M: -7.71%
• 1Y: -2.78%
• 3Y*: 7.32%
• 5Y*: 2.59%
• 10Y*: —

WTLS

• 1D: 3.22%
• 1M: -4.31%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VOLSX vs. WTLS - Expense Ratio Comparison

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

VOLSX

ABR 75/25 Volatility Fund

WTLS

WisdomTree Efficient Long/Short US Equity Fund

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: 3
VOLSX Sharpe Ratio Rank: 4
VOLSX Sortino Ratio Rank: 4
VOLSX Omega Ratio Rank: 4
VOLSX Calmar Ratio Rank: 3
VOLSX Martin Ratio Rank: 3

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.

	VOLSX	WTLS	Difference
Sharpe ratio Return per unit of total volatility	-0.12	—	—
Sortino ratio Return per unit of downside risk	-0.04	—	—
Omega ratio Gain probability vs. loss probability	0.99	—	—
Calmar ratio Return relative to maximum drawdown	-0.26	—	—
Martin ratio Return relative to average drawdown	-0.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VOLSX	WTLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	-0.61	+0.78

Correlation

The correlation between VOLSX and WTLS is 0.78, 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

VOLSX vs. WTLS - Dividend Comparison

VOLSX's dividend yield for the trailing twelve months is around 2.45%, while WTLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
VOLSX ABR 75/25 Volatility Fund	2.45%	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%

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	-16.88%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.10%	—	—
Current Drawdown Current decline from peak	-12.37%	-6.01%	-6.36%
Average Drawdown Average peak-to-trough decline	-11.32%	-2.84%	-8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.33%	—	—

Volatility

Volatility by Period

	VOLSX	WTLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.26%	19.88%	-1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	19.88%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.03%	19.88%	-0.85%