PortfoliosLab logoPortfoliosLab logo
WMTI vs. TCAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMTI vs. TCAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX WMT Growth & Income ETF (WMTI) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WMTI achieves a -4.04% return, which is significantly lower than TCAL's 3.41% return.


WMTI

1D
0.21%
1M
-0.50%
6M
-9.07%
YTD
-4.04%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TCAL

1D
0.36%
1M
1.06%
6M
1.96%
YTD
3.41%
1Y
4.22%
3Y*
5Y*
10Y*
ALL TIME*
3.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.55M$1.57M$1.75M
$616.62K$528.80K$959.03K

WMTI vs. TCAL - Yearly Performance Comparison


Correlation

The correlation between WMTI and TCAL is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

0.23

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

WMTI vs. TCAL — Risk / Return Rank

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

WMTI

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


TCAL
TCAL Risk / Return Rank: 2020
Overall Rank
TCAL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TCAL Sortino Ratio Rank: 1818
Sortino Ratio Rank
TCAL Omega Ratio Rank: 1919
Omega Ratio Rank
TCAL Calmar Ratio Rank: 2121
Calmar Ratio Rank
TCAL Martin Ratio Rank: 2121
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.

WMTI vs. TCAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). 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.


WMTITCALDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.59

Martin ratioReturn relative to average drawdown

1.41

WMTI vs. TCAL - Sharpe Ratio Comparison


Loading charts...

Drawdowns

WMTI vs. TCAL - Drawdown Comparison

The maximum WMTI drawdown since its inception was -21.47%, which is greater than TCAL's maximum drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for WMTI and TCAL.


Loading charts...

Drawdown Indicators


WMTITCALDifference

Max Drawdown

Largest peak-to-trough decline

-21.47%

-7.24%

-14.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

Current Drawdown

Current decline from peak

-18.97%

-0.65%

-18.32%

Average Drawdown

Average peak-to-trough decline

-6.33%

-2.07%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

WMTI vs. TCAL - Volatility Comparison


Loading charts...

Volatility by Period


WMTITCALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.52%

10.33%

+17.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

11.50%

+16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.52%

11.50%

+16.02%

WMTI vs. TCAL - Expense Ratio Comparison

WMTI has a 0.99% expense ratio, which is higher than TCAL's 0.34% expense ratio.


Dividends

WMTI vs. TCAL - Dividend Comparison

WMTI's dividend yield for the trailing twelve months is around 28.84%, more than TCAL's 12.37% yield.


Frequently Asked Questions


WMTI and TCAL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCAL is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCAL is cheaper with a 0.34% expense ratio, compared with 0.99% for WMTI.

WMTI has the higher dividend yield at 28.84%, compared with 12.37% for TCAL.

They also come from different issuers: REX and T. Rowe Price. Their fees differ too: 0.99% for WMTI and 0.34% for TCAL.

Portfolio Optimizer

Find the right allocation for WMTI and TCAL

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