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WIP vs. NPFI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIP vs. NPFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Nuveen Preferred And Income ETF (NPFI). The values are adjusted to include any dividend payments, if applicable.

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WIP vs. NPFI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WIP achieves a 1.75% return, which is significantly higher than NPFI's -0.50% return.


WIP

1D
0.73%
1M
-2.02%
YTD
1.75%
6M
3.52%
1Y
11.92%
3Y*
3.21%
5Y*
-0.22%
10Y*
1.36%

NPFI

1D
0.22%
1M
-1.30%
YTD
-0.50%
6M
0.77%
1Y
7.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WIP vs. NPFI - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is lower than NPFI's 0.55% expense ratio.


Return for Risk

WIP vs. NPFI — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 6868
Overall Rank
WIP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 6666
Sortino Ratio Rank
WIP Omega Ratio Rank: 5858
Omega Ratio Rank
WIP Calmar Ratio Rank: 8181
Calmar Ratio Rank
WIP Martin Ratio Rank: 6767
Martin Ratio Rank

NPFI
NPFI Risk / Return Rank: 8787
Overall Rank
NPFI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
NPFI Sortino Ratio Rank: 9494
Sortino Ratio Rank
NPFI Omega Ratio Rank: 9696
Omega Ratio Rank
NPFI Calmar Ratio Rank: 7777
Calmar Ratio Rank
NPFI Martin Ratio Rank: 7777
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.

WIP vs. NPFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Nuveen Preferred And Income ETF (NPFI). 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.


WIPNPFIDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.17

-0.91

Sortino ratio

Return per unit of downside risk

1.72

2.97

-1.25

Omega ratio

Gain probability vs. loss probability

1.22

1.50

-0.27

Calmar ratio

Return relative to maximum drawdown

2.40

2.20

+0.20

Martin ratio

Return relative to average drawdown

7.08

8.87

-1.79

WIP vs. NPFI - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.26, which is lower than the NPFI Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of WIP and NPFI, 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


WIPNPFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.17

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.58

-2.47

Correlation

The correlation between WIP and NPFI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WIP vs. NPFI - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.32%, less than NPFI's 6.50% yield.


TTM20252024202320222021202020192018201720162015
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.32%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%
NPFI
Nuveen Preferred And Income ETF
6.50%6.33%5.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WIP vs. NPFI - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, which is greater than NPFI's maximum drawdown of -3.18%. Use the drawdown chart below to compare losses from any high point for WIP and NPFI.


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Drawdown Indicators


WIPNPFIDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-3.18%

-26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-3.18%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

Current Drawdown

Current decline from peak

-6.22%

-2.04%

-4.18%

Average Drawdown

Average peak-to-trough decline

-8.62%

-0.33%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

0.79%

+0.96%

Volatility

WIP vs. NPFI - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 4.25% compared to Nuveen Preferred And Income ETF (NPFI) at 1.67%. This indicates that WIP's price experiences larger fluctuations and is considered to be riskier than NPFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIPNPFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

1.67%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

2.16%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

9.51%

3.26%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

2.86%

+8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.12%

2.86%

+7.26%