WAMA vs. ALLW
WAMA (WisdomTree U.S. Adaptive Moving Average Fund) and ALLW (State Street Bridgewater All Weather ETF) are both Tactical Allocation funds. WAMA is passively managed, while ALLW is actively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. WAMA charges 0.32%/yr vs 0.85%/yr for ALLW.
Performance
WAMA vs. ALLW - Performance Comparison
Loading charts...
Returns By Period
WAMA
- 1D
- 0.87%
- 1M
- 0.27%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ALLW
- 1D
- -0.36%
- 1M
- -0.17%
- 6M
- 1.32%
- YTD
- 6.18%
- 1Y
- 16.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.30M | $11.74M | $18.27M | |
| $90.56K | $146.23K | $160.53K |
WAMA vs. ALLW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WAMA WisdomTree U.S. Adaptive Moving Average Fund | 7.01% |
ALLW State Street Bridgewater All Weather ETF | -1.42% |
Correlation
The correlation between WAMA and ALLW is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WAMA vs. ALLW — Risk / Return Rank
WAMA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ALLW
WAMA vs. ALLW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Adaptive Moving Average Fund (WAMA) and State Street Bridgewater All Weather ETF (ALLW). 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.
| WAMA | ALLW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.42 | — |
| Martin ratioReturn relative to average drawdown | — | 8.24 | — |
Loading charts...
Drawdowns
WAMA vs. ALLW - Drawdown Comparison
The maximum WAMA drawdown since its inception was -5.73%, smaller than the maximum ALLW drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for WAMA and ALLW.
Loading charts...
Drawdown Indicators
| WAMA | ALLW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.73% | -8.78% | +3.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.23% | — |
Current DrawdownCurrent decline from peak | -1.39% | -3.54% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -1.42% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.12% | — |
Volatility
WAMA vs. ALLW - Volatility Comparison
Loading charts...
Volatility by Period
| WAMA | ALLW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.22% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 11.15% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 12.45% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 12.45% | +1.23% |
WAMA vs. ALLW - Expense Ratio Comparison
WAMA has a 0.32% expense ratio, which is lower than ALLW's 0.85% expense ratio.
Dividends
WAMA vs. ALLW - Dividend Comparison
WAMA's dividend yield for the trailing twelve months is around 0.42%, less than ALLW's 4.40% yield.
| Position | TTM | 2025 |
|---|---|---|
ALLW State Street Bridgewater All Weather ETF | 4.40% | 4.67% |
WAMA WisdomTree U.S. Adaptive Moving Average Fund | 0.42% | 0.00% |
Frequently Asked Questions
WAMA and ALLW 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.
On fees, WAMA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WAMA is cheaper with a 0.32% expense ratio, compared with 0.85% for ALLW.
ALLW has the higher dividend yield at 4.40%, compared with 0.42% for WAMA.
They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.32% for WAMA and 0.85% for ALLW.
Find the right allocation for WAMA and ALLW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer