WTIP vs. BFLX

Last updated Aug 2, 2026

WTIP (WisdomTree Inflation Plus Fund) and BFLX (iShares Flexible Equity Active ETF) are both Long-Short funds. Both are actively managed. Their 0.35 correlation means their historical movements had little consistent relationship. WTIP charges 0.65%/yr vs 0.40%/yr for BFLX.

Performance

WTIP vs. BFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) and iShares Flexible Equity Active ETF (BFLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WTIP

• 1D: -0.68%
• 1M: 2.64%
• 6M: 8.21%
• YTD: 8.23%
• 1Y: 22.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.21%

BFLX

• 1D: 0.71%
• 1M: 0.99%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
BFLX iShares Flexible Equity Active ETF	$5.04M	$46.24M	$34.24M
WTIP WisdomTree Inflation Plus Fund	$277.97K	$201.70K	$260.15K

WTIP vs. BFLX - Yearly Performance Comparison

	2026 (YTD)
WTIP WisdomTree Inflation Plus Fund	-8.70%
BFLX iShares Flexible Equity Active ETF	0.94%

Correlation

The correlation between WTIP and BFLX is 0.35, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 20, 2026	0.35

Return for Risk

WTIP vs. BFLX — Risk / Return Rank

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

WTIP

WTIP Risk / Return Rank: 47
WTIP Sharpe Ratio Rank: 52
WTIP Sortino Ratio Rank: 46
WTIP Omega Ratio Rank: 61
WTIP Calmar Ratio Rank: 38
WTIP Martin Ratio Rank: 37

BFLX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

WTIP vs. BFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) and iShares Flexible Equity Active ETF (BFLX). 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.

	WTIP	BFLX	Difference
Sharpe ratio: Return per unit of total volatility	1.27	—	—
Sortino ratio: Return per unit of downside risk	1.67	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	1.32	—	—
Martin ratio: Return relative to average drawdown	3.83	—	—

Drawdowns

WTIP vs. BFLX - Drawdown Comparison

The maximum WTIP drawdown since its inception was -16.52%, which is greater than BFLX's maximum drawdown of -4.55%. Use the drawdown chart below to compare losses from any high point for WTIP and BFLX.

Drawdown Indicators

	WTIP	BFLX	Difference
Max Drawdown Largest peak-to-trough decline	-16.52%	-4.55%	-11.97%
Max Drawdown (1Y) Largest decline over 1 year	-16.52%	—	—
Current Drawdown Current decline from peak	-13.25%	-1.82%	-11.43%
Average Drawdown Average peak-to-trough decline	-3.10%	-1.66%	-1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.70%	—	—

Volatility

Volatility by Period

	WTIP	BFLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.17%	14.68%	+2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	14.68%	+2.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	14.68%	+2.00%

WTIP vs. BFLX - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is higher than BFLX's 0.40% expense ratio.

Dividends

WTIP vs. BFLX - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 4.12%, while BFLX has not paid dividends to shareholders.

Position	TTM	2025
BFLX iShares Flexible Equity Active ETF	0.00%	0.00%
WTIP WisdomTree Inflation Plus Fund	4.12%	1.59%

Frequently Asked Questions

Can I hold both WTIP and BFLX in my portfolio?

WTIP and BFLX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTIP or BFLX?

On fees, BFLX is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTIP or BFLX?

BFLX is cheaper with a 0.40% expense ratio, compared with 0.65% for WTIP.

Which ETF pays a higher dividend yield, WTIP or BFLX?

WTIP has the higher dividend yield at 4.12%, compared with 0.00% for BFLX.

What is the main difference between WTIP and BFLX?

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.65% for WTIP and 0.40% for BFLX.