WTAI vs. BAMU

Last updated Jun 24, 2026

WTAI (WisdomTree Artificial Intelligence and Innovation Fund) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - WTAI is a Technology Equities fund tracking the WisdomTree Artificial Intelligence & Innovation Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. WTAI is passively managed, while BAMU is actively managed. Over the past year, WTAI returned 96.79% vs 2.87% for BAMU. At a correlation of -0.02, they often move in opposite directions. WTAI charges 0.45%/yr vs 1.09%/yr for BAMU.

Performance

WTAI vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTAI achieves a 53.91% return, which is significantly higher than BAMU's 1.18% return.

WTAI

• 1D: -7.24%
• 1M: 7.76%
• YTD: 53.91%
• 6M: 53.20%
• 1Y: 96.79%
• 3Y*: 35.82%
• 5Y*: —
• 10Y*: —

BAMU

• 1D: 0.00%
• 1M: 0.16%
• YTD: 1.18%
• 6M: 1.29%
• 1Y: 2.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTAI vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WTAI WisdomTree Artificial Intelligence and Innovation Fund	53.91%	34.83%	6.53%	23.02%
BAMU Brookstone Ultra-Short Bond ETF	1.18%	3.21%	4.14%	1.20%

Correlation

The correlation between WTAI and BAMU is -0.14, 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 (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023	-0.02

The correlation between WTAI and BAMU shifts across timeframes, from -0.14 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WTAI vs. BAMU — Risk / Return Rank

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

WTAI

WTAI Risk / Return Rank: 87
WTAI Sharpe Ratio Rank: 91
WTAI Sortino Ratio Rank: 79
WTAI Omega Ratio Rank: 82
WTAI Calmar Ratio Rank: 93
WTAI Martin Ratio Rank: 89

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

WTAI vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and Brookstone Ultra-Short Bond ETF (BAMU). 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.

	WTAI	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	2.98	4.94	-1.96
Sortino ratio: Return per unit of downside risk	3.33	8.71	-5.38
Omega ratio: Gain probability vs. loss probability	1.46	2.41	-0.94
Calmar ratio: Return relative to maximum drawdown	6.31	24.37	-18.06
Martin ratio: Return relative to average drawdown	19.19	96.52	-77.33

WTAI vs. BAMU - Sharpe Ratio Comparison

The current WTAI Sharpe Ratio is 2.98, which is lower than the BAMU Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of WTAI and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WTAI vs. BAMU - Drawdown Comparison

The maximum WTAI drawdown since its inception was -45.96%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for WTAI and BAMU.

Drawdown Indicators

	WTAI	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-45.96%	-0.36%	-45.60%
Max Drawdown (1Y) Largest decline over 1 year	-15.42%	-0.12%	-15.30%
Max Drawdown (3Y) Largest decline over 3 years	-31.83%	—	—
Current Drawdown Current decline from peak	-7.24%	0.00%	-7.24%
Average Drawdown Average peak-to-trough decline	-19.68%	-0.02%	-19.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	0.03%	+5.03%

Volatility

WTAI vs. BAMU - Volatility Comparison

WisdomTree Artificial Intelligence and Innovation Fund (WTAI) has a higher volatility of 18.24% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that WTAI's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTAI	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.24%	0.09%	+18.15%
Volatility (6M) Calculated over the trailing 6-month period	27.67%	0.39%	+27.28%
Volatility (1Y) Calculated over the trailing 1-year period	32.63%	0.58%	+32.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.77%	0.87%	+30.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.77%	0.87%	+30.90%

WTAI vs. BAMU - Expense Ratio Comparison

WTAI has a 0.45% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

WTAI vs. BAMU - Dividend Comparison

WTAI's dividend yield for the trailing twelve months is around 1.17%, less than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023	2022
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%	0.00%
WTAI WisdomTree Artificial Intelligence and Innovation Fund	1.17%	1.81%	0.19%	0.24%	0.22%

Frequently Asked Questions

Can I hold both WTAI and BAMU in my portfolio?

WTAI and BAMU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTAI or BAMU?

WTAI has higher volatility (18.24%) compared to BAMU (0.09%). In terms of maximum drawdown, WTAI dropped -45.96% vs BAMU's -0.36%.

Which ETF is better, WTAI or BAMU?

On 1-year performance, WTAI leads with 96.79% vs 2.87% for BAMU. On fees, WTAI is cheaper at 0.45% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTAI or BAMU?

Over the 1-year period, WTAI has performed better with a 96.79% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTAI or BAMU?

WTAI is cheaper with a 0.45% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, WTAI or BAMU?

BAMU has the higher dividend yield at 3.05%, compared with 1.17% for WTAI.

What is the main difference between WTAI and BAMU?

WTAI is categorized as Technology Equities, while BAMU is Ultrashort Bond. They also come from different issuers: WisdomTree and Brookstone. Their fees differ too: 0.45% for WTAI and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (4.94 vs 2.98), 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.