WMTI vs. TCAL
WMTI (REX WMT Growth & Income ETF) and TCAL (T. Rowe Price Capital Appreciation Premium Income ETF) are both Derivative Income funds. Both are actively managed. Their 0.23 correlation means their historical movements had little consistent relationship. WMTI charges 0.99%/yr vs 0.34%/yr for TCAL.
Performance
WMTI vs. TCAL - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | 2025 | |
|---|---|---|
WMTI REX WMT Growth & Income ETF | -4.04% | 9.99% |
TCAL T. Rowe Price Capital Appreciation Premium Income ETF | 3.41% | 1.57% |
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 |
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Return for Risk
WMTI vs. TCAL — Risk / Return Rank
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TCAL
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.
| WMTI | TCAL | Difference | |
|---|---|---|---|
| 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 | — |
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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.
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Drawdown Indicators
| WMTI | TCAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.47% | -7.24% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.00% | — |
Current DrawdownCurrent decline from peak | -18.97% | -0.65% | -18.32% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -2.07% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.92% | — |
Volatility
WMTI vs. TCAL - Volatility Comparison
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Volatility by Period
| WMTI | TCAL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
TCAL T. Rowe Price Capital Appreciation Premium Income ETF | 12.37% | 8.34% |
WMTI REX WMT Growth & Income ETF | 28.84% | 3.36% |
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.
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