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WDNA vs. LFSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDNA vs. LFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) and F/m Emerald Life Sciences Innovation ETF (LFSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDNA achieves a 13.32% return, which is significantly lower than LFSC's 16.36% return.


WDNA

1D
0.49%
1M
8.93%
YTD
13.32%
6M
11.11%
1Y
50.90%
3Y*
5.47%
5Y*
-5.03%
10Y*

LFSC

1D
0.52%
1M
11.21%
YTD
16.36%
6M
9.80%
1Y
75.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDNA vs. LFSC - Yearly Performance Comparison


2026 (YTD)20252024
WDNA
WisdomTree BioRevolution Fund
13.32%22.68%-8.40%
LFSC
F/m Emerald Life Sciences Innovation ETF
16.36%56.54%-6.51%

Correlation

The correlation between WDNA and LFSC is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2024

0.76

The correlation between WDNA and LFSC has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

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Return for Risk

WDNA vs. LFSC — Risk / Return Rank

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

WDNA
WDNA Risk / Return Rank: 6666
Overall Rank
WDNA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WDNA Sortino Ratio Rank: 6666
Sortino Ratio Rank
WDNA Omega Ratio Rank: 5656
Omega Ratio Rank
WDNA Calmar Ratio Rank: 8585
Calmar Ratio Rank
WDNA Martin Ratio Rank: 5959
Martin Ratio Rank

LFSC
LFSC Risk / Return Rank: 8585
Overall Rank
LFSC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9090
Sortino Ratio Rank
LFSC Omega Ratio Rank: 8383
Omega Ratio Rank
LFSC Calmar Ratio Rank: 8888
Calmar Ratio Rank
LFSC Martin Ratio Rank: 7575
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.

WDNA vs. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.


WDNALFSCDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.32

1.45

-0.13

Calmar ratioReturn relative to maximum drawdown

4.37

4.66

-0.29

Martin ratioReturn relative to average drawdown

9.80

13.00

-3.20

WDNA vs. LFSC - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.98, which is lower than the LFSC Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of WDNA and LFSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WDNA vs. LFSC - Drawdown Comparison

The maximum WDNA drawdown since its inception was -58.87%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for WDNA and LFSC.


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Drawdown Indicators


WDNALFSCDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-29.74%

-29.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-16.25%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-38.25%

Max Drawdown (5Y)

Largest decline over 5 years

-58.87%

Current Drawdown

Current decline from peak

-27.05%

0.00%

-27.05%

Average Drawdown

Average peak-to-trough decline

-35.56%

-7.58%

-27.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

5.81%

-0.60%

Volatility

WDNA vs. LFSC - Volatility Comparison

The current volatility for WisdomTree BioRevolution Fund (WDNA) is 7.39%, while F/m Emerald Life Sciences Innovation ETF (LFSC) has a volatility of 7.86%. This indicates that WDNA experiences smaller price fluctuations and is considered to be less risky than LFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDNALFSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

7.86%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.98%

18.94%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

25.90%

26.56%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.14%

28.90%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

28.90%

-3.84%

WDNA vs. LFSC - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is lower than LFSC's 0.54% expense ratio.


Dividends

WDNA vs. LFSC - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 4.03%, while LFSC has not paid dividends to shareholders.


PositionTTM20252024202320222021
LFSC
F/m Emerald Life Sciences Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%
WDNA
WisdomTree BioRevolution Fund
4.03%4.57%0.75%0.80%0.38%0.10%

Frequently Asked Questions


WDNA and LFSC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFSC has higher volatility (7.86%) compared to WDNA (7.39%). In terms of maximum drawdown, WDNA dropped -58.87% vs LFSC's -29.74%.

On 1-year performance, LFSC leads with 75.29% vs 50.90% for WDNA. On fees, WDNA is cheaper at 0.45% per year. On volatility, WDNA has been the lower-risk option at 7.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LFSC has performed better with a 75.29% return vs 50.90%. 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 0.54% for LFSC.

WDNA has the higher dividend yield at 4.03%, compared with 0.00% for LFSC.

They also come from different issuers: WisdomTree and F/m Investments. Their fees differ too: 0.45% for WDNA and 0.54% for LFSC.

LFSC currently has the higher Sharpe Ratio (2.85 vs 1.98), 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

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