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WMSB vs. AINP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMSB vs. AINP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Multisector Bond ETF (WMSB) and Allspring Income Plus ETF (AINP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WMSB achieves a 1.62% return, which is significantly higher than AINP's 0.87% return.


WMSB

1D
-0.19%
1M
-0.52%
6M
0.48%
YTD
1.62%
1Y
3Y*
5Y*
10Y*
ALL TIME*

AINP

1D
-0.26%
1M
-1.03%
6M
0.29%
YTD
0.87%
1Y
4.09%
3Y*
5Y*
10Y*
ALL TIME*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$160.77K$175.21K$481.43K
$4.84K$566.91K$206.74K

WMSB vs. AINP - Yearly Performance Comparison


2026 (YTD)2025
WMSB
Weitz Multisector Bond ETF
1.62%1.47%
AINP
Allspring Income Plus ETF
0.87%1.02%

Correlation

The correlation between WMSB and AINP is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.73

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Return for Risk

WMSB vs. AINP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WMSB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AINP
AINP Risk / Return Rank: 5454
Overall Rank
AINP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AINP Sortino Ratio Rank: 5858
Sortino Ratio Rank
AINP Omega Ratio Rank: 5656
Omega Ratio Rank
AINP Calmar Ratio Rank: 4747
Calmar Ratio Rank
AINP Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WMSB vs. AINP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Multisector Bond ETF (WMSB) and Allspring Income Plus ETF (AINP). 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.


WMSBAINPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.64

Martin ratioReturn relative to average drawdown

6.39

WMSB vs. AINP - Sharpe Ratio Comparison


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Drawdowns

WMSB vs. AINP - Drawdown Comparison

The maximum WMSB drawdown since its inception was -1.89%, smaller than the maximum AINP drawdown of -2.61%. Use the drawdown chart below to compare losses from any high point for WMSB and AINP.


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Drawdown Indicators


WMSBAINPDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-2.61%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Current Drawdown

Current decline from peak

-0.56%

-1.03%

+0.47%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.46%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

Volatility

WMSB vs. AINP - Volatility Comparison


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Volatility by Period


WMSBAINPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

3.28%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.77%

3.58%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.77%

3.58%

-0.81%

WMSB vs. AINP - Expense Ratio Comparison

WMSB has a 0.65% expense ratio, which is higher than AINP's 0.36% expense ratio.


Dividends

WMSB vs. AINP - Dividend Comparison

WMSB's dividend yield for the trailing twelve months is around 3.32%, less than AINP's 5.87% yield.


PositionTTM20252024
AINP
Allspring Income Plus ETF
5.87%5.03%0.47%
WMSB
Weitz Multisector Bond ETF
3.32%0.64%0.00%

Frequently Asked Questions


WMSB and AINP have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AINP is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AINP is cheaper with a 0.36% expense ratio, compared with 0.65% for WMSB.

AINP has the higher dividend yield at 5.87%, compared with 3.32% for WMSB.

They also come from different issuers: Weitz and Allspring. Their fees differ too: 0.65% for WMSB and 0.36% for AINP.

Portfolio Optimizer

Find the right allocation for WMSB and AINP

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

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