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WDNA vs. XPH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDNA vs. XPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) and SPDR S&P Pharmaceuticals ETF (XPH). The values are adjusted to include any dividend payments, if applicable.

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WDNA vs. XPH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WDNA
WisdomTree BioRevolution Fund
2.99%22.68%-14.18%-2.07%-26.29%-5.27%
XPH
SPDR S&P Pharmaceuticals ETF
-3.32%31.60%4.94%2.97%-9.83%-8.12%

Returns By Period

In the year-to-date period, WDNA achieves a 2.99% return, which is significantly higher than XPH's -3.32% return.


WDNA

1D
4.08%
1M
-4.89%
YTD
2.99%
6M
14.31%
1Y
41.33%
3Y*
2.41%
5Y*
10Y*

XPH

1D
5.32%
1M
-5.56%
YTD
-3.32%
6M
13.19%
1Y
24.45%
3Y*
11.04%
5Y*
2.79%
10Y*
3.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDNA vs. XPH - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is higher than XPH's 0.35% expense ratio.


Return for Risk

WDNA vs. XPH — Risk / Return Rank

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

WDNA
WDNA Risk / Return Rank: 7878
Overall Rank
WDNA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WDNA Sortino Ratio Rank: 8080
Sortino Ratio Rank
WDNA Omega Ratio Rank: 6767
Omega Ratio Rank
WDNA Calmar Ratio Rank: 9191
Calmar Ratio Rank
WDNA Martin Ratio Rank: 7373
Martin Ratio Rank

XPH
XPH Risk / Return Rank: 5959
Overall Rank
XPH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 5959
Sortino Ratio Rank
XPH Omega Ratio Rank: 5050
Omega Ratio Rank
XPH Calmar Ratio Rank: 7171
Calmar Ratio Rank
XPH Martin Ratio Rank: 5858
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. XPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) and SPDR S&P Pharmaceuticals ETF (XPH). 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.


WDNAXPHDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.00

+0.40

Sortino ratio

Return per unit of downside risk

2.06

1.47

+0.59

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

3.20

1.77

+1.43

Martin ratio

Return relative to average drawdown

7.58

5.52

+2.06

WDNA vs. XPH - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.40, which is higher than the XPH Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of WDNA and XPH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDNAXPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.00

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.38

-0.62

Correlation

The correlation between WDNA and XPH is 0.79, 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.


Dividends

WDNA vs. XPH - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 4.43%, more than XPH's 0.69% yield.


TTM20252024202320222021202020192018201720162015
WDNA
WisdomTree BioRevolution Fund
4.43%4.57%0.75%0.80%0.38%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.69%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Drawdowns

WDNA vs. XPH - Drawdown Comparison

The maximum WDNA drawdown since its inception was -58.87%, which is greater than XPH's maximum drawdown of -48.03%. Use the drawdown chart below to compare losses from any high point for WDNA and XPH.


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Drawdown Indicators


WDNAXPHDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-48.03%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-13.15%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-33.71%

-7.29%

-26.42%

Average Drawdown

Average peak-to-trough decline

-35.79%

-17.37%

-18.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

5.23%

-0.03%

Volatility

WDNA vs. XPH - Volatility Comparison

The current volatility for WisdomTree BioRevolution Fund (WDNA) is 8.88%, while SPDR S&P Pharmaceuticals ETF (XPH) has a volatility of 9.49%. This indicates that WDNA experiences smaller price fluctuations and is considered to be less risky than XPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDNAXPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

9.49%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

16.38%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

29.63%

24.72%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.17%

20.56%

+4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

22.22%

+2.95%