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WIA vs. WIW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIA vs. WIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Inflation-Linked Income Fund (WIA) and Western Asset Inflation-Linked Opportunities & Income Fund (WIW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WIA achieves a 0.98% return, which is significantly lower than WIW's 1.07% return. Both investments have delivered pretty close results over the past 10 years, with WIA having a 3.70% annualized return and WIW not far ahead at 3.82%.


WIA

1D
-0.25%
1M
0.12%
YTD
0.98%
6M
1.68%
1Y
5.50%
3Y*
6.89%
5Y*
-0.27%
10Y*
3.70%

WIW

1D
-0.71%
1M
-0.71%
YTD
1.07%
6M
1.22%
1Y
4.66%
3Y*
6.63%
5Y*
0.94%
10Y*
3.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIA vs. WIW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIA
Western Asset Inflation-Linked Income Fund
0.98%11.43%6.08%5.04%-25.85%7.70%19.35%18.98%-6.83%6.41%
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
1.07%13.17%3.83%5.10%-25.30%17.66%11.46%18.27%-7.57%6.46%

Correlation

The correlation between WIA and WIW is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2004

0.56

The correlation between WIA and WIW shifts across timeframes, from 0.45 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WIA vs. WIW — Risk / Return Rank

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

WIA
WIA Risk / Return Rank: 1414
Overall Rank
WIA Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WIA Sortino Ratio Rank: 1414
Sortino Ratio Rank
WIA Omega Ratio Rank: 1313
Omega Ratio Rank
WIA Calmar Ratio Rank: 1717
Calmar Ratio Rank
WIA Martin Ratio Rank: 1515
Martin Ratio Rank

WIW
WIW Risk / Return Rank: 1111
Overall Rank
WIW Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WIW Sortino Ratio Rank: 88
Sortino Ratio Rank
WIW Omega Ratio Rank: 88
Omega Ratio Rank
WIW Calmar Ratio Rank: 1515
Calmar Ratio Rank
WIW Martin Ratio Rank: 1313
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.

WIA vs. WIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Income Fund (WIA) and Western Asset Inflation-Linked Opportunities & Income Fund (WIW). 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.


WIAWIWDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

1.40

1.30

+0.10

Martin ratioReturn relative to average drawdown

3.81

3.40

+0.41

WIA vs. WIW - Sharpe Ratio Comparison

The current WIA Sharpe Ratio is 0.93, which is higher than the WIW Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of WIA and WIW, 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

WIA vs. WIW - Drawdown Comparison

The maximum WIA drawdown since its inception was -30.36%, roughly equal to the maximum WIW drawdown of -29.49%. Use the drawdown chart below to compare losses from any high point for WIA and WIW.


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Drawdown Indicators


WIAWIWDifference

Max Drawdown

Largest peak-to-trough decline

-30.36%

-29.49%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-3.61%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.13%

-8.65%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.36%

-29.49%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.36%

-29.49%

-0.87%

Current Drawdown

Current decline from peak

-7.93%

-6.76%

-1.17%

Average Drawdown

Average peak-to-trough decline

-8.72%

-7.96%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.37%

+0.07%

Volatility

WIA vs. WIW - Volatility Comparison

The current volatility for Western Asset Inflation-Linked Income Fund (WIA) is 1.08%, while Western Asset Inflation-Linked Opportunities & Income Fund (WIW) has a volatility of 1.58%. This indicates that WIA experiences smaller price fluctuations and is considered to be less risky than WIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIAWIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.58%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

4.12%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.92%

6.87%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.73%

10.16%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.59%

9.98%

+0.61%

Dividends

WIA vs. WIW - Dividend Comparison

WIA's dividend yield for the trailing twelve months is around 7.71%, less than WIW's 8.96% yield.


PositionTTM20252024202320222021202020192018201720162015
WIA
Western Asset Inflation-Linked Income Fund
7.71%7.50%7.50%11.08%15.23%10.65%5.71%3.41%3.91%3.43%3.34%3.63%
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
8.96%8.68%8.78%10.38%11.81%6.93%3.20%3.74%4.26%3.70%3.61%3.91%

Frequently Asked Questions


WIA and WIW have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIW has higher volatility (1.58%) compared to WIA (1.08%). In terms of maximum drawdown, WIA dropped -30.36% vs WIW's -29.49%.

WIA currently has the higher Sharpe Ratio (0.93 vs 0.68), 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.

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