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WAMA vs. TBFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WAMA vs. TBFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Adaptive Moving Average Fund (WAMA) and The Brinsmere Fund - Growth ETF (TBFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WAMA

1D
-0.73%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TBFG

1D
-0.36%
1M
4.39%
YTD
10.35%
6M
11.14%
1Y
24.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAMA vs. TBFG - Yearly Performance Comparison


Correlation

The correlation between WAMA and TBFG is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 7, 2026

0.86

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Return for Risk

WAMA vs. TBFG — Risk / Return Rank

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

WAMA

TBFG
TBFG Risk / Return Rank: 7575
Overall Rank
TBFG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TBFG Sortino Ratio Rank: 7979
Sortino Ratio Rank
TBFG Omega Ratio Rank: 7979
Omega Ratio Rank
TBFG Calmar Ratio Rank: 6565
Calmar Ratio Rank
TBFG Martin Ratio Rank: 7474
Martin Ratio Rank
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.

WAMA vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Adaptive Moving Average Fund (WAMA) and The Brinsmere Fund - Growth ETF (TBFG). 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.


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

WAMA vs. TBFG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WAMATBFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

Sharpe Ratio (All Time)

Calculated using the full available price history

4.87

1.38

+3.49

Drawdowns

WAMA vs. TBFG - Drawdown Comparison

The maximum WAMA drawdown since its inception was -1.91%, smaller than the maximum TBFG drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for WAMA and TBFG.


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Drawdown Indicators


WAMATBFGDifference

Max Drawdown

Largest peak-to-trough decline

-1.91%

-13.43%

+11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

Current Drawdown

Current decline from peak

-0.73%

-0.36%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.39%

-1.63%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

Volatility

WAMA vs. TBFG - Volatility Comparison


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Volatility by Period


WAMATBFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

9.20%

9.73%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.20%

10.95%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

10.95%

-1.75%

WAMA vs. TBFG - Expense Ratio Comparison

WAMA has a 0.32% expense ratio, which is lower than TBFG's 0.42% expense ratio.


Dividends

WAMA vs. TBFG - Dividend Comparison

WAMA has not paid dividends to shareholders, while TBFG's dividend yield for the trailing twelve months is around 2.35%.


PositionTTM20252024
TBFG
The Brinsmere Fund - Growth ETF
2.35%2.65%2.43%
WAMA
WisdomTree U.S. Adaptive Moving Average Fund
0.00%0.00%0.00%

Frequently Asked Questions


WAMA and TBFG have a correlation of 0.86, 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 0.42% for TBFG.

TBFG has the higher dividend yield at 2.35%, compared with 0.00% for WAMA.

They also come from different issuers: WisdomTree and The Brinsmere Funds. Their fees differ too: 0.32% for WAMA and 0.42% for TBFG.

Portfolio Optimizer

Find the right allocation for WAMA and TBFG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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