WTAI vs. GPTY

Last updated Aug 4, 2026

WTAI (WisdomTree Artificial Intelligence and Innovation Fund) and GPTY (YieldMax AI & Tech Portfolio Option Income ETF) are both Artificial Intelligence funds. WTAI is passively managed, while GPTY is actively managed. Over the past year, WTAI returned 64.95% vs 34.14% for GPTY. Their correlation of 0.89 means they have usually moved in the same direction. WTAI charges 0.45%/yr vs 0.99%/yr for GPTY.

Performance

WTAI vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTAI achieves a 37.13% return, which is significantly higher than GPTY's 22.74% return.

WTAI

• 1D: 3.87%
• 1M: -6.13%
• 6M: 31.19%
• YTD: 37.13%
• 1Y: 64.95%
• 3Y*: 28.96%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.11%

GPTY

• 1D: 3.12%
• 1M: -0.51%
• 6M: 23.79%
• YTD: 22.74%
• 1Y: 34.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 27.33%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GPTY YieldMax AI & Tech Portfolio Option Income ETF	$1.87M	$1.87M	$2.59M
WTAI WisdomTree Artificial Intelligence and Innovation Fund	$14.96M	$17.61M	$14.18M

WTAI vs. GPTY - Yearly Performance Comparison

	2026 (YTD)	2025
WTAI WisdomTree Artificial Intelligence and Innovation Fund	37.13%	23.91%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	22.74%	17.77%

Correlation

The correlation between WTAI and GPTY is 0.88, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.88
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.89

The correlation between WTAI and GPTY has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

WTAI vs. GPTY - Sectors Allocation Comparison

Sectors	WTAI	GPTY
Technology	71.6%	76.4%
Consumer Cyclical	8.3%	7.7%
Communication Services	7.2%	9.5%
Industrials	5.6%	2.2%
Financial Services	3.8%	4.2%
Utilities	0.9%	-
Consumer Defensive	0.4%	-
Basic Materials	-	-
Energy	-	-
Healthcare	-	-
Real Estate	-	-

Return for Risk

WTAI vs. GPTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTAI

WTAI Risk / Return Rank: 69
WTAI Sharpe Ratio Rank: 74
WTAI Sortino Ratio Rank: 65
WTAI Omega Ratio Rank: 67
WTAI Calmar Ratio Rank: 66
WTAI Martin Ratio Rank: 72

GPTY

GPTY Risk / Return Rank: 46
GPTY Sharpe Ratio Rank: 50
GPTY Sortino Ratio Rank: 48
GPTY Omega Ratio Rank: 47
GPTY Calmar Ratio Rank: 49
GPTY Martin Ratio Rank: 38

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.

WTAI vs. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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	GPTY	Difference
Sharpe ratio: Return per unit of total volatility	1.73	1.25	+0.47
Sortino ratio: Return per unit of downside risk	2.21	1.79	+0.42
Omega ratio: Gain probability vs. loss probability	1.29	1.22	+0.07
Calmar ratio: Return relative to maximum drawdown	2.36	1.78	+0.59
Martin ratio: Return relative to average drawdown	9.14	4.09	+5.05

WTAI vs. GPTY - Sharpe Ratio Comparison

The current WTAI Sharpe Ratio is 1.73, which is higher than the GPTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WTAI and GPTY, 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. GPTY - Drawdown Comparison

The maximum WTAI drawdown since its inception was -45.96%, which is greater than GPTY's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for WTAI and GPTY.

Drawdown Indicators

	WTAI	GPTY	Difference
Max Drawdown Largest peak-to-trough decline	-45.96%	-26.62%	-19.34%
Max Drawdown (1Y) Largest decline over 1 year	-27.61%	-19.32%	-8.29%
Max Drawdown (3Y) Largest decline over 3 years	-31.83%	—	—
Current Drawdown Current decline from peak	-17.35%	-11.26%	-6.09%
Average Drawdown Average peak-to-trough decline	-19.54%	-6.86%	-12.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.13%	8.37%	-1.24%

Volatility

WTAI vs. GPTY - Volatility Comparison

WisdomTree Artificial Intelligence and Innovation Fund (WTAI) has a higher volatility of 17.28% compared to YieldMax AI & Tech Portfolio Option Income ETF (GPTY) at 10.04%. This indicates that WTAI's price experiences larger fluctuations and is considered to be riskier than GPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTAI	GPTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.28%	10.04%	+7.24%
Volatility (6M) Calculated over the trailing 6-month period	33.77%	22.71%	+11.06%
Volatility (1Y) Calculated over the trailing 1-year period	37.89%	27.45%	+10.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.74%	29.93%	+2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.74%	29.93%	+2.81%

WTAI vs. GPTY - Expense Ratio Comparison

WTAI has a 0.45% expense ratio, which is lower than GPTY's 0.99% expense ratio.

Dividends

WTAI vs. GPTY - Dividend Comparison

WTAI's dividend yield for the trailing twelve months is around 1.32%, less than GPTY's 37.82% yield.

Position	TTM	2025	2024	2023	2022
GPTY YieldMax AI & Tech Portfolio Option Income ETF	37.82%	34.23%	0.00%	0.00%	0.00%
WTAI WisdomTree Artificial Intelligence and Innovation Fund	1.32%	1.81%	0.19%	0.24%	0.22%

Frequently Asked Questions

Can I hold both WTAI and GPTY in my portfolio?

WTAI and GPTY have a correlation of 0.88, 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 GPTY?

WTAI has higher volatility (17.28%) compared to GPTY (10.04%). In terms of maximum drawdown, WTAI dropped -45.96% vs GPTY's -26.62%.

Which ETF is better, WTAI or GPTY?

On 1-year performance, WTAI leads with 64.95% vs 34.14% for GPTY. On fees, WTAI is cheaper at 0.45% per year. On volatility, GPTY has been the lower-risk option at 10.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTAI or GPTY?

Over the 1-year period, WTAI has performed better with a 64.95% return vs 34.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTAI or GPTY?

WTAI is cheaper with a 0.45% expense ratio, compared with 0.99% for GPTY.

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

GPTY has the higher dividend yield at 37.82%, compared with 1.32% for WTAI.

What is the main difference between WTAI and GPTY?

They also come from different issuers: WisdomTree and YieldMax. Their fees differ too: 0.45% for WTAI and 0.99% for GPTY.

Which has better risk-adjusted returns?

WTAI currently has the higher Sharpe Ratio (1.73 vs 1.25), 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.