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WTIP vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIP vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTIP achieves a 14.34% return, which is significantly higher than FTSD's 0.80% return.


WTIP

1D
-0.67%
1M
-3.73%
YTD
14.34%
6M
16.36%
1Y
3Y*
5Y*
10Y*

FTSD

1D
-0.12%
1M
0.17%
YTD
0.80%
6M
1.30%
1Y
4.31%
3Y*
4.98%
5Y*
2.46%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. FTSD - Yearly Performance Comparison


Correlation

The correlation between WTIP and FTSD is -0.15, 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 (All Time)
Calculated using the full available price history since Jun 20, 2025

-0.15

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Return for Risk

WTIP vs. FTSD — Risk / Return Rank

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

WTIP

FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9494
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
Martin Ratio Rank
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.

WTIP vs. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


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

WTIP vs. FTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTIPFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.89

1.04

+0.84

Drawdowns

WTIP vs. FTSD - Drawdown Comparison

The maximum WTIP drawdown since its inception was -8.35%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for WTIP and FTSD.


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Drawdown Indicators


WTIPFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-8.35%

-5.32%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-8.35%

-0.12%

-8.23%

Average Drawdown

Average peak-to-trough decline

-1.39%

-0.60%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

Volatility

WTIP vs. FTSD - Volatility Comparison


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Volatility by Period


WTIPFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

1.31%

+15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

1.85%

+15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

1.79%

+15.26%

WTIP vs. FTSD - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

WTIP vs. FTSD - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 2.80%, less than FTSD's 4.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
WTIP
WisdomTree Inflation Plus Fund
2.80%1.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTIP and FTSD have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTSD is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.65% for WTIP.

FTSD has the higher dividend yield at 4.50%, compared with 2.80% for WTIP.

WTIP is categorized as Long-Short, while FTSD is Mortgage Backed Securities. They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.65% for WTIP and 0.25% for FTSD.

Portfolio Optimizer

Find the right allocation for WTIP and FTSD

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