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WTIP vs. LSEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTIP vs. LSEQ - Performance Comparison

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

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WTIP vs. LSEQ - Yearly Performance Comparison


2026 (YTD)2025
WTIP
WisdomTree Inflation Plus Fund
12.54%14.00%
LSEQ
Harbor Long-Short Equity ETF
22.47%1.52%

Returns By Period

In the year-to-date period, WTIP achieves a 12.54% return, which is significantly lower than LSEQ's 22.47% return.


WTIP

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

LSEQ

1D
1.60%
1M
-0.74%
YTD
22.47%
6M
23.09%
1Y
19.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTIP vs. LSEQ - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is lower than LSEQ's 1.70% expense ratio.


Return for Risk

WTIP vs. LSEQ — Risk / Return Rank

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

WTIP

LSEQ
LSEQ Risk / Return Rank: 6565
Overall Rank
LSEQ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LSEQ Sortino Ratio Rank: 6969
Sortino Ratio Rank
LSEQ Omega Ratio Rank: 6161
Omega Ratio Rank
LSEQ Calmar Ratio Rank: 8383
Calmar Ratio Rank
LSEQ Martin Ratio Rank: 4646
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. LSEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) and Harbor Long-Short Equity ETF (LSEQ). 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. LSEQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTIPLSEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (All Time)

Calculated using the full available price history

2.53

1.15

+1.37

Correlation

The correlation between WTIP and LSEQ is 0.38, 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. LSEQ - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 1.46%, less than LSEQ's 1.80% yield.


Drawdowns

WTIP vs. LSEQ - Drawdown Comparison

The maximum WTIP drawdown since its inception was -7.45%, smaller than the maximum LSEQ drawdown of -8.35%. Use the drawdown chart below to compare losses from any high point for WTIP and LSEQ.


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Drawdown Indicators


WTIPLSEQDifference

Max Drawdown

Largest peak-to-trough decline

-7.45%

-8.35%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

Current Drawdown

Current decline from peak

-1.72%

-1.04%

-0.68%

Average Drawdown

Average peak-to-trough decline

-1.32%

-3.33%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

Volatility

WTIP vs. LSEQ - Volatility Comparison


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Volatility by Period


WTIPLSEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

15.93%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

14.25%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

14.25%

+0.72%