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WTIP vs. HTUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTIP vs. HTUS - Performance Comparison

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

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WTIP vs. HTUS - Yearly Performance Comparison


2026 (YTD)2025
WTIP
WisdomTree Inflation Plus Fund
12.54%14.00%
HTUS
Hull Tactical US ETF
-3.85%15.00%

Returns By Period

In the year-to-date period, WTIP achieves a 12.54% return, which is significantly higher than HTUS's -3.85% return.


WTIP

1D
0.44%
1M
5.96%
YTD
12.54%
6M
20.94%
1Y
3Y*
5Y*
10Y*

HTUS

1D
3.72%
1M
-4.31%
YTD
-3.85%
6M
0.02%
1Y
17.12%
3Y*
18.82%
5Y*
13.40%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTIP vs. HTUS - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is lower than HTUS's 0.97% expense ratio.


Return for Risk

WTIP vs. HTUS — Risk / Return Rank

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

WTIP

HTUS
HTUS Risk / Return Rank: 5555
Overall Rank
HTUS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
HTUS Omega Ratio Rank: 6666
Omega Ratio Rank
HTUS Calmar Ratio Rank: 4141
Calmar Ratio Rank
HTUS Martin Ratio Rank: 7070
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. HTUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) and Hull Tactical US ETF (HTUS). 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. HTUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTIPHTUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

2.53

0.51

+2.02

Correlation

The correlation between WTIP and HTUS is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTIP vs. HTUS - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 1.46%, less than HTUS's 12.37% yield.


TTM2025202420232022202120202019201820172016
WTIP
WisdomTree Inflation Plus Fund
1.46%1.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HTUS
Hull Tactical US ETF
12.37%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%

Drawdowns

WTIP vs. HTUS - Drawdown Comparison

The maximum WTIP drawdown since its inception was -7.45%, smaller than the maximum HTUS drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for WTIP and HTUS.


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Drawdown Indicators


WTIPHTUSDifference

Max Drawdown

Largest peak-to-trough decline

-7.45%

-47.50%

+40.05%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-1.72%

-5.29%

+3.57%

Average Drawdown

Average peak-to-trough decline

-1.32%

-4.11%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

WTIP vs. HTUS - Volatility Comparison


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Volatility by Period


WTIPHTUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

21.90%

-6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

18.99%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

21.38%

-6.41%