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WTLS vs. BDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WTLS vs. BDMIX

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Efficient Long/Short US Equity Fund (WTLS) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).

WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.

Performance

WTLS vs. BDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Long/Short US Equity Fund (WTLS) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). The values are adjusted to include any dividend payments, if applicable.

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WTLS vs. BDMIX - Yearly Performance Comparison

2026 (YTD)
WTLS
WisdomTree Efficient Long/Short US Equity Fund		-2.35%
BDMIX
BlackRock Global Long/Short Equity Fund Class I		3.71%

Returns By Period

WTLS

1D
3.22%
1M
-4.31%
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

BDMIX

1D
-0.46%
1M
0.87%
YTD
3.57%
6M
6.57%
1Y
16.65%
3Y*
18.58%
5Y*
11.16%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree Efficient Long/Short US Equity Fund

BlackRock Global Long/Short Equity Fund Class I

Often compared with WTLS:
WTLS vs. GDEWTLS vs. GARIXWTLS vs. CDAZXWTLS vs. SAOAXWTLS vs. VMNIXWTLS vs. PUTWWTLS vs. CRIHX
Often compared with BDMIX:
BDMIX vs. VMNFXBDMIX vs. SPYBDMIX vs. QAMNXBDMIX vs. FFSIXBDMIX vs. VOOBDMIX vs. CMNIXBDMIX vs. AGG

WTLS vs. BDMIX - Expense Ratio Comparison

WTLS has a 0.88% expense ratio, which is lower than BDMIX's 1.57% expense ratio.

BDMIX
BlackRock Global Long/Short Equity Fund Class I
WTLS
WisdomTree Efficient Long/Short US Equity Fund

Return for Risk

WTLS vs. BDMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTLS
BDMIX
BDMIX Risk / Return Rank: 9696
Overall Rank
BDMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 9494
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9595
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.

WTLS vs. BDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Long/Short US Equity Fund (WTLS) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.

WTLS vs. BDMIX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

WTLSBDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.57

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.72

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.25

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

1.14

-1.75

Correlation

The correlation between WTLS and BDMIX is 0.43, 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

WTLS vs. BDMIX - Dividend Comparison

WTLS has not paid dividends to shareholders, while BDMIX's dividend yield for the trailing twelve months is around 8.63%.

TTM20252024202320222021202020192018201720162015
WTLS
WisdomTree Efficient Long/Short US Equity Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BDMIX
BlackRock Global Long/Short Equity Fund Class I		8.63%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%

Drawdowns

WTLS vs. BDMIX - Drawdown Comparison

The maximum WTLS drawdown since its inception was -8.94%, smaller than the maximum BDMIX drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for WTLS and BDMIX.

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Drawdown Indicators

WTLSBDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.94%

-11.89%

+2.95%

Max Drawdown (1Y)

Largest decline over 1 year

—

-3.60%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-7.45%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-9.44%

—

Current Drawdown

Current decline from peak

-6.01%

-0.85%

-5.16%

Average Drawdown

Average peak-to-trough decline

-2.84%

-2.72%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.30%

—

Volatility

WTLS vs. BDMIX - Volatility Comparison

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Volatility by Period

WTLSBDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

1.58%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

4.74%

—

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

6.91%

+12.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

6.53%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

5.77%

+14.11%