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WTID vs. CEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTID vs. CEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX Crypto Equity Premium Income ETF (CEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTID achieves a -68.79% return, which is significantly lower than CEPI's 15.15% return.


WTID

1D
-3.52%
1M
-35.82%
6M
-55.84%
YTD
-68.79%
1Y
-75.21%
3Y*
-46.22%
5Y*
10Y*
ALL TIME*
-44.29%

CEPI

1D
-1.27%
1M
-1.15%
6M
12.02%
YTD
15.15%
1Y
20.69%
3Y*
5Y*
10Y*
ALL TIME*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.21M$1.33M$1.59M
$185.33K$206.49K$638.90K

WTID vs. CEPI - Yearly Performance Comparison


2026 (YTD)20252024
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-68.79%-44.50%26.99%
CEPI
REX Crypto Equity Premium Income ETF
15.15%10.75%-7.02%

Correlation

The correlation between WTID and CEPI is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

-0.07

The correlation between WTID and CEPI shifts across timeframes, from -0.07 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WTID vs. CEPI — Risk / Return Rank

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

WTID
WTID Risk / Return Rank: 11
Overall Rank
WTID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WTID Sortino Ratio Rank: 00
Sortino Ratio Rank
WTID Omega Ratio Rank: 11
Omega Ratio Rank
WTID Calmar Ratio Rank: 00
Calmar Ratio Rank
WTID Martin Ratio Rank: 00
Martin Ratio Rank

CEPI
CEPI Risk / Return Rank: 2424
Overall Rank
CEPI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CEPI Sortino Ratio Rank: 2525
Sortino Ratio Rank
CEPI Omega Ratio Rank: 2525
Omega Ratio Rank
CEPI Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEPI Martin Ratio Rank: 2323
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.

WTID vs. CEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX Crypto Equity Premium Income ETF (CEPI). 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.


WTIDCEPIDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

0.77

1.12

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.97

0.71

-1.68

Martin ratioReturn relative to average drawdown

-1.49

1.66

-3.15

WTID vs. CEPI - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -1.07, which is lower than the CEPI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of WTID and CEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WTID vs. CEPI - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.80%, which is greater than CEPI's maximum drawdown of -29.48%. Use the drawdown chart below to compare losses from any high point for WTID and CEPI.


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Drawdown Indicators


WTIDCEPIDifference

Max Drawdown

Largest peak-to-trough decline

-90.80%

-29.48%

-61.32%

Max Drawdown (1Y)

Largest decline over 1 year

-76.06%

-22.47%

-53.59%

Max Drawdown (3Y)

Largest decline over 3 years

-86.73%

Current Drawdown

Current decline from peak

-90.80%

-7.59%

-83.21%

Average Drawdown

Average peak-to-trough decline

-55.92%

-8.24%

-47.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.40%

9.65%

+39.75%

Volatility

WTID vs. CEPI - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 22.47% compared to REX Crypto Equity Premium Income ETF (CEPI) at 11.58%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than CEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIDCEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.47%

11.58%

+10.89%

Volatility (6M)

Calculated over the trailing 6-month period

56.43%

23.76%

+32.67%

Volatility (1Y)

Calculated over the trailing 1-year period

69.22%

29.53%

+39.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.60%

31.91%

+38.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.60%

31.91%

+38.69%

WTID vs. CEPI - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is higher than CEPI's 0.85% expense ratio.


Dividends

WTID vs. CEPI - Dividend Comparison

WTID has not paid dividends to shareholders, while CEPI's dividend yield for the trailing twelve months is around 45.59%.


Frequently Asked Questions


WTID and CEPI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTID has higher volatility (22.47%) compared to CEPI (11.58%). In terms of maximum drawdown, WTID dropped -90.80% vs CEPI's -29.48%.

On 1-year performance, CEPI leads with 20.69% vs -75.21% for WTID. On fees, CEPI is cheaper at 0.85% per year. On volatility, CEPI has been the lower-risk option at 11.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CEPI has performed better with a 20.69% return vs -75.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CEPI is cheaper with a 0.85% expense ratio, compared with 0.95% for WTID.

CEPI has the higher dividend yield at 45.59%, compared with 0.00% for WTID.

WTID is categorized as Inverse Equities, while CEPI is Derivative Income. Their fees differ too: 0.95% for WTID and 0.85% for CEPI.

CEPI currently has the higher Sharpe Ratio (0.54 vs -1.07), 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.

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