WTIP vs. HEFT

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Inflation Plus Fund (WTIP) and Hedgeye Fourth Turning ETF (HEFT).

WTIP and HEFT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTIP is an actively managed fund by WisdomTree. It was launched on Jun 18, 2025. HEFT is an actively managed fund by Hedgeye. It was launched on Nov 20, 2025.

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.

WTIP vs. HEFT - Yearly Performance Comparison

	2026 (YTD)	2025
WTIP WisdomTree Inflation Plus Fund	12.70%	4.29%
HEFT Hedgeye Fourth Turning ETF	5.26%	0.98%

Returns By Period

In the year-to-date period, WTIP achieves a 12.70% return, which is significantly higher than HEFT's 5.26% return.

WTIP

• 1D: 0.14%
• 1M: 5.65%
• YTD: 12.70%
• 6M: 20.67%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HEFT

• 1D: -0.04%
• 1M: -3.48%
• YTD: 5.26%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTIP vs. HEFT - Expense Ratio Comparison

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

HEFT

Hedgeye Fourth Turning ETF

WTIP

WisdomTree Inflation Plus Fund

Return for Risk

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.

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

Sharpe Ratios by Period

	WTIP	HEFT	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.54	1.44	+1.10

Correlation

The correlation between WTIP and HEFT is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WTIP vs. HEFT - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 1.46%, more than HEFT's 0.02% yield.

	TTM	2025
WTIP WisdomTree Inflation Plus Fund	1.46%	1.59%
HEFT Hedgeye Fourth Turning ETF	0.02%	0.02%

Drawdowns

WTIP vs. HEFT - Drawdown Comparison

The maximum WTIP drawdown since its inception was -7.45%, which is greater than HEFT's maximum drawdown of -6.57%. Use the drawdown chart below to compare losses from any high point for WTIP and HEFT.

Drawdown Indicators

	WTIP	HEFT	Difference
Max Drawdown Largest peak-to-trough decline	-7.45%	-6.57%	-0.88%
Current Drawdown Current decline from peak	-1.58%	-5.03%	+3.45%
Average Drawdown Average peak-to-trough decline	-1.32%	-2.00%	+0.68%

Volatility

Volatility by Period

	WTIP	HEFT	Difference
Volatility (1Y) Calculated over the trailing 1-year period	14.93%	13.37%	+1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	13.37%	+1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	13.37%	+1.56%