WSGE vs. INFL
WSGE (Warren Street Global Equity ETF) and INFL (Horizon Kinetics Inflation Beneficiaries ETF) are both Global Equities funds. Both are actively managed. Their 0.41 correlation means their historical movements had little consistent relationship. WSGE charges 0.80%/yr vs 0.85%/yr for INFL.
Performance
WSGE vs. INFL - Performance Comparison
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Returns By Period
In the year-to-date period, WSGE achieves a 11.90% return, which is significantly lower than INFL's 15.87% return.
WSGE
- 1D
- 0.16%
- 1M
- 0.07%
- 6M
- 8.66%
- YTD
- 11.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
INFL
- 1D
- -0.06%
- 1M
- 3.05%
- 6M
- 5.26%
- YTD
- 15.87%
- 1Y
- 25.84%
- 3Y*
- 18.91%
- 5Y*
- 12.86%
- 10Y*
- —
- ALL TIME*
- 15.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.88M | $5.98M | $13.46M | |
| $11.25K | $8.63K | $43.18K |
WSGE vs. INFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSGE Warren Street Global Equity ETF | 11.90% | 0.11% |
INFL Horizon Kinetics Inflation Beneficiaries ETF | 15.87% | 0.25% |
Correlation
The correlation between WSGE and INFL is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.41 |
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Return for Risk
WSGE vs. INFL — Risk / Return Rank
WSGE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INFL
WSGE vs. INFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). 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.
| WSGE | INFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.07 | — |
| Martin ratioReturn relative to average drawdown | — | 5.55 | — |
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Drawdowns
WSGE vs. INFL - Drawdown Comparison
The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum INFL drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for WSGE and INFL.
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Drawdown Indicators
| WSGE | INFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -21.30% | +12.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.20% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.30% | — |
Current DrawdownCurrent decline from peak | -1.00% | -6.59% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -5.20% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.55% | — |
Volatility
WSGE vs. INFL - Volatility Comparison
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Volatility by Period
| WSGE | INFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.71% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 16.38% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 17.74% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 17.59% | -2.29% |
WSGE vs. INFL - Expense Ratio Comparison
WSGE has a 0.80% expense ratio, which is lower than INFL's 0.85% expense ratio.
Dividends
WSGE vs. INFL - Dividend Comparison
WSGE's dividend yield for the trailing twelve months is around 0.24%, less than INFL's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
INFL Horizon Kinetics Inflation Beneficiaries ETF | 0.80% | 1.26% | 1.77% | 1.60% | 1.65% | 0.91% |
WSGE Warren Street Global Equity ETF | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WSGE and INFL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WSGE is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WSGE is cheaper with a 0.80% expense ratio, compared with 0.85% for INFL.
INFL has the higher dividend yield at 0.80%, compared with 0.24% for WSGE.
They also come from different issuers: Alpha Architect and Horizon Kinetics. Their fees differ too: 0.80% for WSGE and 0.85% for INFL.
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