WRTH vs. PEPS

Last updated Jul 16, 2026

WRTH (Worth Charting Options Income ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.21, they often move in opposite directions. WRTH charges 1.02%/yr vs 0.10%/yr for PEPS.

Performance

WRTH vs. PEPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Worth Charting Options Income ETF (WRTH) and Parametric Equity Plus ETF (PEPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WRTH

• 1D: 0.31%
• 1M: 1.39%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PEPS

• 1D: 0.31%
• 1M: 0.95%
• 6M: 9.62%
• YTD: 11.26%
• 1Y: 26.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WRTH vs. PEPS - Yearly Performance Comparison

	2026 (YTD)
WRTH Worth Charting Options Income ETF	3.25%
PEPS Parametric Equity Plus ETF	7.79%

Correlation

The correlation between WRTH and PEPS is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 28, 2026	-0.21

Return for Risk

WRTH vs. PEPS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WRTH

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

PEPS

PEPS Risk / Return Rank: 72
PEPS Sharpe Ratio Rank: 73
PEPS Sortino Ratio Rank: 68
PEPS Omega Ratio Rank: 73
PEPS Calmar Ratio Rank: 66
PEPS Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WRTH vs. PEPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worth Charting Options Income ETF (WRTH) and Parametric Equity Plus ETF (PEPS). 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.

	WRTH	PEPS	Difference
Sharpe ratio: Return per unit of total volatility	—	1.89	—
Sortino ratio: Return per unit of downside risk	—	2.51	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	2.67	—
Martin ratio: Return relative to average drawdown	—	11.80	—

Drawdowns

WRTH vs. PEPS - Drawdown Comparison

The maximum WRTH drawdown since its inception was -6.20%, smaller than the maximum PEPS drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for WRTH and PEPS.

Drawdown Indicators

	WRTH	PEPS	Difference
Max Drawdown Largest peak-to-trough decline	-6.20%	-21.26%	+15.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.80%	—
Current Drawdown Current decline from peak	-5.05%	0.00%	-5.05%
Average Drawdown Average peak-to-trough decline	-1.30%	-2.70%	+1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.21%	—

Volatility

Volatility by Period

	WRTH	PEPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.58%	13.83%	+4.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.58%	18.17%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.58%	18.17%	+0.41%

WRTH vs. PEPS - Expense Ratio Comparison

WRTH has a 1.02% expense ratio, which is higher than PEPS's 0.10% expense ratio.

Dividends

WRTH vs. PEPS - Dividend Comparison

WRTH's dividend yield for the trailing twelve months is around 1.61%, more than PEPS's 0.92% yield.

Position	TTM	2025	2024
PEPS Parametric Equity Plus ETF	0.92%	1.00%	0.17%
WRTH Worth Charting Options Income ETF	1.61%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WRTH and PEPS in my portfolio?

WRTH and PEPS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WRTH or PEPS?

On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WRTH or PEPS?

PEPS is cheaper with a 0.10% expense ratio, compared with 1.02% for WRTH.

Which ETF pays a higher dividend yield, WRTH or PEPS?

WRTH has the higher dividend yield at 1.61%, compared with 0.92% for PEPS.

What is the main difference between WRTH and PEPS?

They also come from different issuers: Worth Charting and Parametric. Their fees differ too: 1.02% for WRTH and 0.10% for PEPS.