WLTG vs. CLIP
WLTG (WealthTrust DBS Long Term Growth ETF) and CLIP (Global X 1-3 Month T-Bill ETF) are both exchange-traded funds - WLTG is a Large Cap Blend Equities fund actively managed by WealthTrust, while CLIP is a Ultrashort Bond fund tracking the Solactive 1-3 month US T-Bill Index - USD. WLTG is actively managed, while CLIP is passively managed. Over the past 3 years, WLTG returned 22.76%/yr vs 4.64%/yr for CLIP. At a correlation of -0.02, they often move in opposite directions. WLTG charges 0.75%/yr vs 0.07%/yr for CLIP.
Performance
WLTG vs. CLIP - Performance Comparison
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Returns By Period
In the year-to-date period, WLTG achieves a 5.87% return, which is significantly higher than CLIP's 1.71% return.
WLTG
- 1D
- -1.55%
- 1M
- -0.80%
- YTD
- 5.87%
- 6M
- 4.59%
- 1Y
- 24.44%
- 3Y*
- 22.76%
- 5Y*
- —
- 10Y*
- —
CLIP
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.71%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.64%
- 5Y*
- —
- 10Y*
- —
WLTG vs. CLIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WLTG WealthTrust DBS Long Term Growth ETF | 5.87% | 24.55% | 26.90% | 9.84% |
CLIP Global X 1-3 Month T-Bill ETF | 1.71% | 4.23% | 5.26% | 2.82% |
Correlation
The correlation between WLTG and CLIP is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2023 | -0.02 |
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Return for Risk
WLTG vs. CLIP — Risk / Return Rank
WLTG
CLIP
WLTG vs. CLIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WealthTrust DBS Long Term Growth ETF (WLTG) and Global X 1-3 Month T-Bill ETF (CLIP). 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.
| WLTG | CLIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -16.10 | ||
| Sortino ratioReturn per unit of downside risk | -78.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 26.35 | -25.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 141.67 | -139.10 |
| Martin ratioReturn relative to average drawdown | 11.26 | 1,281.30 | -1,270.04 |
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Drawdowns
WLTG vs. CLIP - Drawdown Comparison
The maximum WLTG drawdown since its inception was -25.14%, which is greater than CLIP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for WLTG and CLIP.
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Drawdown Indicators
| WLTG | CLIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.14% | -0.08% | -25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -0.03% | -9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.12% | -0.08% | -17.04% |
Current DrawdownCurrent decline from peak | -2.33% | 0.00% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -0.00% | -8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 0.00% | +2.18% |
Volatility
WLTG vs. CLIP - Volatility Comparison
WealthTrust DBS Long Term Growth ETF (WLTG) has a higher volatility of 5.08% compared to Global X 1-3 Month T-Bill ETF (CLIP) at 0.07%. This indicates that WLTG's price experiences larger fluctuations and is considered to be riskier than CLIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLTG | CLIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 0.07% | +5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 0.15% | +10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 0.22% | +13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 0.44% | +14.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 0.44% | +14.77% |
WLTG vs. CLIP - Expense Ratio Comparison
WLTG has a 0.75% expense ratio, which is higher than CLIP's 0.07% expense ratio.
Dividends
WLTG vs. CLIP - Dividend Comparison
WLTG's dividend yield for the trailing twelve months is around 4.18%, more than CLIP's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CLIP Global X 1-3 Month T-Bill ETF | 3.90% | 4.14% | 5.11% | 2.75% | 0.00% | 0.00% |
WLTG WealthTrust DBS Long Term Growth ETF | 4.18% | 4.43% | 0.55% | 0.71% | 0.44% | 0.02% |
Frequently Asked Questions
WLTG and CLIP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLTG has higher volatility (5.08%) compared to CLIP (0.07%). In terms of maximum drawdown, WLTG dropped -25.14% vs CLIP's -0.08%.
On 3-year performance, WLTG leads with 22.76% vs 4.64% for CLIP. On fees, CLIP is cheaper at 0.07% per year. On volatility, CLIP has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WLTG has performed better with a 22.76% return vs 4.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CLIP is cheaper with a 0.07% expense ratio, compared with 0.75% for WLTG.
WLTG has the higher dividend yield at 4.18%, compared with 3.90% for CLIP.
WLTG is categorized as Large Cap Blend Equities, while CLIP is Ultrashort Bond. They also come from different issuers: WealthTrust and Global X. Their fees differ too: 0.75% for WLTG and 0.07% for CLIP.
CLIP currently has the higher Sharpe Ratio (17.84 vs 1.75), 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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