PortfoliosLab logoPortfoliosLab logo
WIP vs. TLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. TLTW - 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 iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WIP achieves a 4.31% return, which is significantly higher than TLTW's 1.21% return.


WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%

TLTW

1D
-0.23%
1M
0.76%
YTD
1.21%
6M
-0.20%
1Y
10.46%
3Y*
0.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIP vs. TLTW - Yearly Performance Comparison


2026 (YTD)2025202420232022
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.31%15.18%-8.71%8.84%-3.66%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.21%11.36%-2.18%0.73%-11.09%

Correlation

The correlation between WIP and TLTW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.45

Compare stocks, funds, or ETFs

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


Return for Risk

WIP vs. TLTW — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
Martin Ratio Rank

TLTW
TLTW Risk / Return Rank: 3636
Overall Rank
TLTW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3737
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3535
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3535
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3434
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. TLTW - 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 iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


WIPTLTWDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

2.00

1.76

+0.24

Martin ratioReturn relative to average drawdown

5.98

5.28

+0.70

WIP vs. TLTW - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.18, which is comparable to the TLTW Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of WIP and TLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WIPTLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.37

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.03

+0.15

Drawdowns

WIP vs. TLTW - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, which is greater than TLTW's maximum drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for WIP and TLTW.


Loading charts...

Drawdown Indicators


WIPTLTWDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-18.61%

-10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-5.97%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-17.19%

+6.03%

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

-3.87%

-3.20%

-0.67%

Average Drawdown

Average peak-to-trough decline

-8.58%

-8.25%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.99%

-0.27%

Volatility

WIP vs. TLTW - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 2.95% compared to iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) at 2.48%. This indicates that WIP's price experiences larger fluctuations and is considered to be riskier than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WIPTLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.48%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

5.79%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

7.70%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

11.39%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

11.39%

-1.23%

WIP vs. TLTW - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than TLTW's 0.35% expense ratio.


Dividends

WIP vs. TLTW - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.79%, less than TLTW's 11.76% yield.


PositionTTM20252024202320222021202020192018201720162015
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.76%14.82%14.47%19.59%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


WIP and TLTW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.95%) compared to TLTW (2.48%). In terms of maximum drawdown, WIP dropped -29.60% vs TLTW's -18.61%.

On 3-year performance, WIP leads with 5.08% vs 0.74% for TLTW. On fees, TLTW is cheaper at 0.35% per year. On volatility, TLTW has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WIP has performed better with a 5.08% return vs 0.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLTW is cheaper with a 0.35% expense ratio, compared with 0.50% for WIP.

TLTW has the higher dividend yield at 11.76%, compared with 5.79% for WIP.

WIP is categorized as Inflation-Protected Bonds, while TLTW is Options Trading. WIP tracks FTSE International Inflation-Linked Securities Select (USD), while TLTW tracks CBOE TLT 2% OTM Buywrite Index (USD). They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for WIP and 0.35% for TLTW.

TLTW currently has the higher Sharpe Ratio (1.37 vs 1.18), 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

Find the right allocation for WIP and TLTW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer