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WRPIX vs. EKWAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRPIX vs. EKWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Alternative Risk Premia Fund (WRPIX) and Allspring Precious Metals Fund (EKWAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WRPIX achieves a 10.43% return, which is significantly higher than EKWAX's -9.10% return.


WRPIX

1D
-0.55%
1M
3.33%
6M
5.63%
YTD
10.43%
1Y
20.12%
3Y*
8.42%
5Y*
7.29%
10Y*
ALL TIME*
2.85%

EKWAX

1D
3.79%
1M
-2.85%
6M
-16.24%
YTD
-9.10%
1Y
52.40%
3Y*
42.22%
5Y*
22.63%
10Y*
11.51%
ALL TIME*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

WRPIX vs. EKWAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WRPIX
Allspring Alternative Risk Premia Fund
10.43%5.37%11.23%-0.06%10.44%6.84%-16.77%-2.86%
EKWAX
Allspring Precious Metals Fund
-9.10%163.65%21.28%8.83%-7.75%-11.00%24.40%30.51%

Correlation

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


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.06

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2019

-0.01

The correlation between WRPIX and EKWAX shifts across timeframes, from -0.06 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WRPIX vs. EKWAX — Risk / Return Rank

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

WRPIX
WRPIX Risk / Return Rank: 9696
Overall Rank
WRPIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
WRPIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
WRPIX Omega Ratio Rank: 9494
Omega Ratio Rank
WRPIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
WRPIX Martin Ratio Rank: 9797
Martin Ratio Rank

EKWAX
EKWAX Risk / Return Rank: 3535
Overall Rank
EKWAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EKWAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
EKWAX Omega Ratio Rank: 4141
Omega Ratio Rank
EKWAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
EKWAX Martin Ratio Rank: 2424
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.

WRPIX vs. EKWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Alternative Risk Premia Fund (WRPIX) and Allspring Precious Metals Fund (EKWAX). 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.


WRPIXEKWAXDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.56

1.22

+0.34

Calmar ratioReturn relative to maximum drawdown

5.26

1.46

+3.80

Martin ratioReturn relative to average drawdown

18.24

3.22

+15.02

WRPIX vs. EKWAX - Sharpe Ratio Comparison

The current WRPIX Sharpe Ratio is 2.85, which is higher than the EKWAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of WRPIX and EKWAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WRPIX vs. EKWAX - Drawdown Comparison

The maximum WRPIX drawdown since its inception was -21.67%, smaller than the maximum EKWAX drawdown of -76.76%. Use the drawdown chart below to compare losses from any high point for WRPIX and EKWAX.


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Drawdown Indicators


WRPIXEKWAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-76.76%

+55.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-37.42%

+33.66%

Max Drawdown (3Y)

Largest decline over 3 years

-8.72%

-37.42%

+28.70%

Max Drawdown (5Y)

Largest decline over 5 years

-8.72%

-42.79%

+34.07%

Max Drawdown (10Y)

Largest decline over 10 years

-49.23%

Current Drawdown

Current decline from peak

-1.10%

-32.40%

+31.30%

Average Drawdown

Average peak-to-trough decline

-7.21%

-32.76%

+25.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

16.97%

-15.89%

Volatility

WRPIX vs. EKWAX - Volatility Comparison

The current volatility for Allspring Alternative Risk Premia Fund (WRPIX) is 2.20%, while Allspring Precious Metals Fund (EKWAX) has a volatility of 12.54%. This indicates that WRPIX experiences smaller price fluctuations and is considered to be less risky than EKWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRPIXEKWAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

12.54%

-10.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

38.76%

-33.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

46.78%

-39.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

34.41%

-27.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

33.38%

-26.30%

WRPIX vs. EKWAX - Expense Ratio Comparison

WRPIX has a 0.72% expense ratio, which is lower than EKWAX's 1.09% expense ratio.


Dividends

WRPIX vs. EKWAX - Dividend Comparison

WRPIX's dividend yield for the trailing twelve months is around 6.49%, more than EKWAX's 1.31% yield.


PositionTTM2025202420232022202120202019201820172016
EKWAX
Allspring Precious Metals Fund
1.31%1.19%0.84%0.00%2.01%1.35%1.45%0.11%0.00%1.34%1.11%
WRPIX
Allspring Alternative Risk Premia Fund
6.49%7.16%3.25%4.66%15.23%0.00%0.00%1.76%0.00%0.00%0.00%

Frequently Asked Questions


WRPIX and EKWAX 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.

EKWAX has higher volatility (12.54%) compared to WRPIX (2.20%). In terms of maximum drawdown, WRPIX dropped -21.67% vs EKWAX's -76.76%.

WRPIX currently has the higher Sharpe Ratio (2.85 vs 1.17), 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 WRPIX and EKWAX

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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