WRTH vs. TFPN
WRTH (Worth Charting Options Income ETF) and TFPN (Blueprint Chesapeake Multi-Asset Trend ETF) are both exchange-traded funds - WRTH is a Derivative Income fund actively managed by Tidal, while TFPN is a Global Allocation fund actively managed by Tidal. Both are actively managed. Their -0.20 correlation means they have often moved in opposite directions in the past. WRTH charges 1.02%/yr vs 1.10%/yr for TFPN.
Performance
WRTH vs. TFPN - Performance Comparison
Loading charts...
Returns By Period
WRTH
- 1D
- -0.51%
- 1M
- 1.48%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TFPN
- 1D
- 0.57%
- 1M
- -1.95%
- 6M
- 5.41%
- YTD
- 16.08%
- 1Y
- 28.59%
- 3Y*
- 6.33%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $383.41K | $561.56K | $362.71K | |
| $1.43M | $1.25M | $1.45M |
WRTH vs. TFPN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WRTH Worth Charting Options Income ETF | 3.57% |
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | -1.88% |
Correlation
The correlation between WRTH and TFPN is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 28, 2026 | -0.20 |
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
WRTH vs. TFPN — Risk / Return Rank
WRTH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TFPN
WRTH vs. TFPN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Worth Charting Options Income ETF (WRTH) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). 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 | TFPN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.63 | — |
| Martin ratioReturn relative to average drawdown | — | 8.56 | — |
Loading charts...
Drawdowns
WRTH vs. TFPN - Drawdown Comparison
The maximum WRTH drawdown since its inception was -6.20%, smaller than the maximum TFPN drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for WRTH and TFPN.
Loading charts...
Drawdown Indicators
| WRTH | TFPN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.20% | -16.72% | +10.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.72% | — |
Current DrawdownCurrent decline from peak | -4.76% | -8.69% | +3.93% |
Average DrawdownAverage peak-to-trough decline | -1.93% | -4.92% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.35% | — |
Volatility
WRTH vs. TFPN - Volatility Comparison
Loading charts...
Volatility by Period
| WRTH | TFPN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 16.24% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 13.35% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 13.35% | +3.46% |
WRTH vs. TFPN - Expense Ratio Comparison
WRTH has a 1.02% expense ratio, which is lower than TFPN's 1.10% expense ratio.
Dividends
WRTH vs. TFPN - Dividend Comparison
WRTH's dividend yield for the trailing twelve months is around 1.61%, while TFPN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | 0.00% | 0.00% | 0.94% | 0.98% |
WRTH Worth Charting Options Income ETF | 1.61% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WRTH and TFPN have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WRTH is cheaper at 1.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WRTH is cheaper with a 1.02% expense ratio, compared with 1.10% for TFPN.
WRTH has the higher dividend yield at 1.61%, compared with 0.00% for TFPN.
WRTH is categorized as Derivative Income, while TFPN is Global Allocation. Their fees differ too: 1.02% for WRTH and 1.10% for TFPN.
Find the right allocation for WRTH and TFPN
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