PortfoliosLab logoPortfoliosLab logo
WDNA vs. CAOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDNA vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WDNA achieves a 15.26% return, which is significantly higher than CAOS's 0.76% return.


WDNA

1D
-2.29%
1M
-7.98%
6M
8.18%
YTD
15.26%
1Y
47.46%
3Y*
4.46%
5Y*
-4.37%
10Y*
ALL TIME*
-3.49%

CAOS

1D
-0.06%
1M
-0.01%
6M
0.16%
YTD
0.76%
1Y
1.73%
3Y*
3.48%
5Y*
10Y*
ALL TIME*
4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.81M$5.39M$5.09M
$25.97K$30.05K$24.07K

WDNA vs. CAOS - Yearly Performance Comparison


2026 (YTD)202520242023
WDNA
WisdomTree BioRevolution Fund
15.26%22.68%-14.18%-3.63%
CAOS
Alpha Architect Tail Risk ETF
0.76%2.55%5.33%7.43%

Correlation

The correlation between WDNA and CAOS is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.10

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2023

-0.00

Over the past year, the inverse relationship between WDNA and CAOS has strengthened: their correlation has moved from -0.00 to -0.22, meaning they now move in opposite directions more often than their long-term average.

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

WDNA vs. CAOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WDNA
WDNA Risk / Return Rank: 8080
Overall Rank
WDNA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WDNA Sortino Ratio Rank: 8080
Sortino Ratio Rank
WDNA Omega Ratio Rank: 7272
Omega Ratio Rank
WDNA Calmar Ratio Rank: 9191
Calmar Ratio Rank
WDNA Martin Ratio Rank: 7474
Martin Ratio Rank

CAOS
CAOS Risk / Return Rank: 5656
Overall Rank
CAOS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CAOS Sortino Ratio Rank: 5555
Sortino Ratio Rank
CAOS Omega Ratio Rank: 5454
Omega Ratio Rank
CAOS Calmar Ratio Rank: 7272
Calmar Ratio Rank
CAOS Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WDNA vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) and Alpha Architect Tail Risk ETF (CAOS). 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.


WDNACAOSDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

4.00

2.47

+1.53

Martin ratioReturn relative to average drawdown

9.29

5.45

+3.84

WDNA vs. CAOS - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.84, which is higher than the CAOS Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of WDNA and CAOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WDNA vs. CAOS - Drawdown Comparison

The maximum WDNA drawdown since its inception was -58.87%, which is greater than CAOS's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for WDNA and CAOS.


Loading charts...

Drawdown Indicators


WDNACAOSDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-3.89%

-54.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-0.76%

-10.94%

Max Drawdown (3Y)

Largest decline over 3 years

-36.65%

-3.60%

-33.05%

Max Drawdown (5Y)

Largest decline over 5 years

-58.87%

Current Drawdown

Current decline from peak

-25.81%

-1.13%

-24.68%

Average Drawdown

Average peak-to-trough decline

-35.30%

-0.92%

-34.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

0.34%

+4.69%

Volatility

WDNA vs. CAOS - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 7.04% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.51%. This indicates that WDNA's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WDNACAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

0.51%

+6.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.23%

1.07%

+16.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.54%

1.57%

+23.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

4.18%

+21.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

4.18%

+20.86%

WDNA vs. CAOS - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is lower than CAOS's 0.63% expense ratio.


Dividends

WDNA vs. CAOS - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 3.96%, while CAOS has not paid dividends to shareholders.


PositionTTM20252024202320222021
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%0.00%0.00%
WDNA
WisdomTree BioRevolution Fund
3.96%4.57%0.75%0.80%0.38%0.10%

Frequently Asked Questions


WDNA and CAOS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDNA has higher volatility (7.04%) compared to CAOS (0.51%). In terms of maximum drawdown, WDNA dropped -58.87% vs CAOS's -3.89%.

On 3-year performance, WDNA leads with 4.46% vs 3.48% for CAOS. On fees, WDNA is cheaper at 0.45% per year. On volatility, CAOS has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WDNA has performed better with a 4.46% return vs 3.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WDNA is cheaper with a 0.45% expense ratio, compared with 0.63% for CAOS.

WDNA has the higher dividend yield at 3.96%, compared with 0.00% for CAOS.

WDNA is categorized as Health & Biotech Equities, while CAOS is Options Trading. They also come from different issuers: WisdomTree and Alpha Architect. Their fees differ too: 0.45% for WDNA and 0.63% for CAOS.

WDNA currently has the higher Sharpe Ratio (1.84 vs 1.19), 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.

Portfolio Optimizer

Find the right allocation for WDNA and CAOS

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