PortfoliosLab logoPortfoliosLab logo
WTIP vs. HEFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIP vs. HEFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) and Hedgeye Fourth Turning ETF (HEFT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WTIP achieves a 9.21% return, which is significantly higher than HEFT's 5.40% return.


WTIP

1D
-0.35%
1M
-6.37%
YTD
9.21%
6M
8.54%
1Y
25.03%
3Y*
5Y*
10Y*

HEFT

1D
0.59%
1M
-1.08%
YTD
5.40%
6M
4.41%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. HEFT - Yearly Performance Comparison


2026 (YTD)2025
WTIP
WisdomTree Inflation Plus Fund
9.21%4.38%
HEFT
Hedgeye Fourth Turning ETF
5.40%1.10%

Correlation

The correlation between WTIP and HEFT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 21, 2025

0.45

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WTIP vs. HEFT — Risk / Return Rank

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

WTIP
WTIP Risk / Return Rank: 4444
Overall Rank
WTIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WTIP Sortino Ratio Rank: 3939
Sortino Ratio Rank
WTIP Omega Ratio Rank: 5050
Omega Ratio Rank
WTIP Calmar Ratio Rank: 4141
Calmar Ratio Rank
WTIP Martin Ratio Rank: 4646
Martin Ratio Rank

HEFT

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

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. HEFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) and Hedgeye Fourth Turning ETF (HEFT). 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.


WTIPHEFTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.02

Martin ratioReturn relative to average drawdown

7.58

WTIP vs. HEFT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

WTIP vs. HEFT - Drawdown Comparison

The maximum WTIP drawdown since its inception was -12.46%, which is greater than HEFT's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for WTIP and HEFT.


Loading charts...

Drawdown Indicators


WTIPHEFTDifference

Max Drawdown

Largest peak-to-trough decline

-12.46%

-9.17%

-3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

Current Drawdown

Current decline from peak

-12.46%

-4.91%

-7.55%

Average Drawdown

Average peak-to-trough decline

-1.87%

-3.30%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

Volatility

WTIP vs. HEFT - Volatility Comparison


Loading charts...

Volatility by Period


WTIPHEFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

13.43%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

13.43%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

13.43%

+3.47%

WTIP vs. HEFT - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is lower than HEFT's 0.70% expense ratio.


Dividends

WTIP vs. HEFT - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 2.93%, more than HEFT's 0.02% yield.


PositionTTM2025
HEFT
Hedgeye Fourth Turning ETF
0.02%0.02%
WTIP
WisdomTree Inflation Plus Fund
2.93%1.59%

Frequently Asked Questions


WTIP and HEFT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTIP is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTIP is cheaper with a 0.65% expense ratio, compared with 0.70% for HEFT.

WTIP has the higher dividend yield at 2.93%, compared with 0.02% for HEFT.

They also come from different issuers: WisdomTree and Hedgeye. Their fees differ too: 0.65% for WTIP and 0.70% for HEFT.

Portfolio Optimizer

Find the right allocation for WTIP and HEFT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer