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WDNA vs. HELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WDNA and HELX is 0.88, 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.


-0.50.00.51.00.9

Performance

WDNA vs. HELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) and Franklin Genomic Advancements ETF (HELX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-40.86%
-32.02%
WDNA
HELX

Key characteristics

Sharpe Ratio

WDNA:

-0.48

HELX:

-0.06

Sortino Ratio

WDNA:

-0.53

HELX:

0.04

Omega Ratio

WDNA:

0.94

HELX:

1.01

Calmar Ratio

WDNA:

-0.22

HELX:

-0.02

Martin Ratio

WDNA:

-1.11

HELX:

-0.19

Ulcer Index

WDNA:

9.43%

HELX:

5.70%

Daily Std Dev

WDNA:

22.02%

HELX:

18.20%

Max Drawdown

WDNA:

-51.90%

HELX:

-56.33%

Current Drawdown

WDNA:

-47.12%

HELX:

-49.73%

Returns By Period

In the year-to-date period, WDNA achieves a -13.52% return, which is significantly lower than HELX's -4.17% return.


WDNA

YTD

-13.52%

1M

-3.72%

6M

-8.38%

1Y

-13.63%

5Y*

N/A

10Y*

N/A

HELX

YTD

-4.17%

1M

-0.14%

6M

-8.17%

1Y

-2.69%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WDNA vs. HELX - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is lower than HELX's 0.50% expense ratio.


HELX
Franklin Genomic Advancements ETF
Expense ratio chart for HELX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for WDNA: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

WDNA vs. HELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) and Franklin Genomic Advancements ETF (HELX). 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.


Sharpe ratio
The chart of Sharpe ratio for WDNA, currently valued at -0.48, compared to the broader market0.002.004.00-0.48-0.06
The chart of Sortino ratio for WDNA, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.0010.00-0.530.04
The chart of Omega ratio for WDNA, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.941.01
The chart of Calmar ratio for WDNA, currently valued at -0.22, compared to the broader market0.005.0010.0015.00-0.22-0.02
The chart of Martin ratio for WDNA, currently valued at -1.11, compared to the broader market0.0020.0040.0060.0080.00100.00-1.11-0.19
WDNA
HELX

The current WDNA Sharpe Ratio is -0.48, which is lower than the HELX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of WDNA and HELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.48
-0.06
WDNA
HELX

Dividends

WDNA vs. HELX - Dividend Comparison

Neither WDNA nor HELX has paid dividends to shareholders.


TTM2023202220212020
WDNA
WisdomTree BioRevolution Fund
0.00%0.80%0.37%0.11%0.00%
HELX
Franklin Genomic Advancements ETF
0.00%0.00%0.00%0.24%0.12%

Drawdowns

WDNA vs. HELX - Drawdown Comparison

The maximum WDNA drawdown since its inception was -51.90%, smaller than the maximum HELX drawdown of -56.33%. Use the drawdown chart below to compare losses from any high point for WDNA and HELX. For additional features, visit the drawdowns tool.


-50.00%-48.00%-46.00%-44.00%-42.00%-40.00%-38.00%JulyAugustSeptemberOctoberNovemberDecember
-47.12%
-49.73%
WDNA
HELX

Volatility

WDNA vs. HELX - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 7.42% compared to Franklin Genomic Advancements ETF (HELX) at 6.43%. This indicates that WDNA's price experiences larger fluctuations and is considered to be riskier than HELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.42%
6.43%
WDNA
HELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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