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WRTH vs. UPAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRTH vs. UPAR - Performance Comparison

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

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Returns By Period


WRTH

1D
-0.51%
1M
1.48%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

UPAR

1D
2.25%
1M
-0.66%
6M
-0.86%
YTD
5.68%
1Y
17.40%
3Y*
9.62%
5Y*
10Y*
ALL TIME*
-1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$449.30K$223.82K$272.99K
$1.43M$1.25M$1.45M

WRTH vs. UPAR - Yearly Performance Comparison


Correlation

The correlation between WRTH and UPAR is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.08

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Return for Risk

WRTH vs. UPAR — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


UPAR
UPAR Risk / Return Rank: 4040
Overall Rank
UPAR Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
UPAR Sortino Ratio Rank: 4040
Sortino Ratio Rank
UPAR Omega Ratio Rank: 4242
Omega Ratio Rank
UPAR Calmar Ratio Rank: 3939
Calmar Ratio Rank
UPAR Martin Ratio Rank: 3535
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.

WRTH vs. UPAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worth Charting Options Income ETF (WRTH) and UPAR Ultra Risk Parity ETF (UPAR). 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.


WRTHUPARDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.57

Martin ratioReturn relative to average drawdown

3.81

WRTH vs. UPAR - Sharpe Ratio Comparison


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Drawdowns

WRTH vs. UPAR - Drawdown Comparison

The maximum WRTH drawdown since its inception was -6.20%, smaller than the maximum UPAR drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for WRTH and UPAR.


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Drawdown Indicators


WRTHUPARDifference

Max Drawdown

Largest peak-to-trough decline

-6.20%

-39.54%

+33.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

Current Drawdown

Current decline from peak

-4.76%

-7.75%

+2.99%

Average Drawdown

Average peak-to-trough decline

-1.93%

-21.89%

+19.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

Volatility

WRTH vs. UPAR - Volatility Comparison


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Volatility by Period


WRTHUPARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

14.47%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

17.98%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

17.98%

-1.17%

WRTH vs. UPAR - Expense Ratio Comparison

WRTH has a 1.02% expense ratio, which is higher than UPAR's 0.65% expense ratio.


Dividends

WRTH vs. UPAR - Dividend Comparison

WRTH's dividend yield for the trailing twelve months is around 1.61%, less than UPAR's 3.34% yield.


PositionTTM2025202420232022
UPAR
UPAR Ultra Risk Parity ETF
3.34%3.28%3.32%3.04%4.73%
WRTH
Worth Charting Options Income ETF
1.61%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WRTH and UPAR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UPAR is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UPAR is cheaper with a 0.65% expense ratio, compared with 1.02% for WRTH.

UPAR has the higher dividend yield at 3.34%, compared with 1.61% for WRTH.

WRTH is categorized as Derivative Income, while UPAR is Diversified Portfolio. Their fees differ too: 1.02% for WRTH and 0.65% for UPAR.

Portfolio Optimizer

Find the right allocation for WRTH and UPAR

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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