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WTLS vs. CRIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WTLS vs. CRIHX

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Efficient Long/Short US Equity Fund (WTLS) and CRM Long/Short Opportunities Fund (CRIHX).

WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026. CRIHX is managed by CRM. It was launched on Aug 15, 2016.

Performance

WTLS vs. CRIHX - Performance Comparison

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

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WTLS vs. CRIHX - Yearly Performance Comparison

2026 (YTD)
WTLS
WisdomTree Efficient Long/Short US Equity Fund		-2.35%
CRIHX
CRM Long/Short Opportunities Fund		-7.32%

Returns By Period

WTLS

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

CRIHX

1D
-1.03%
1M
-5.86%
YTD
-1.18%
6M
1.37%
1Y
7.73%
3Y*
6.17%
5Y*
3.88%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree Efficient Long/Short US Equity Fund

CRM Long/Short Opportunities Fund

Often compared with WTLS:
WTLS vs. GDEWTLS vs. CDAZXWTLS vs. GARIXWTLS vs. SAOAXWTLS vs. VMNIXWTLS vs. PUTWWTLS vs. ATESX
Often compared with CRIHX:
CRIHX vs. QLEIXCRIHX vs. SPYCRIHX vs. SNOIXCRIHX vs. PHSWXCRIHX vs. ASILXCRIHX vs. MNWIXCRIHX vs. BTPIX

WTLS vs. CRIHX - Expense Ratio Comparison

WTLS has a 0.88% expense ratio, which is lower than CRIHX's 1.60% expense ratio.

CRIHX
CRM Long/Short Opportunities Fund
WTLS
WisdomTree Efficient Long/Short US Equity Fund

Return for Risk

WTLS vs. CRIHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTLS
CRIHX
CRIHX Risk / Return Rank: 2222
Overall Rank
CRIHX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CRIHX Sortino Ratio Rank: 2222
Sortino Ratio Rank
CRIHX Omega Ratio Rank: 1818
Omega Ratio Rank
CRIHX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CRIHX Martin Ratio Rank: 2121
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. CRIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Long/Short US Equity Fund (WTLS) and CRM Long/Short Opportunities Fund (CRIHX). 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. CRIHX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

WTLSCRIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.57

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.35

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

0.45

-1.06

Correlation

The correlation between WTLS and CRIHX is 0.41, 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. CRIHX - Dividend Comparison

Neither WTLS nor CRIHX has paid dividends to shareholders.

TTM202520242023202220212020201920182017
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%
CRIHX
CRM Long/Short Opportunities Fund		0.00%0.00%8.11%2.32%1.55%0.75%8.83%0.03%1.75%0.24%

Drawdowns

WTLS vs. CRIHX - Drawdown Comparison

The maximum WTLS drawdown since its inception was -8.94%, smaller than the maximum CRIHX drawdown of -21.33%. Use the drawdown chart below to compare losses from any high point for WTLS and CRIHX.

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Drawdown Indicators

WTLSCRIHXDifference

Max Drawdown

Largest peak-to-trough decline

-8.94%

-21.33%

+12.39%

Max Drawdown (1Y)

Largest decline over 1 year

—

-9.07%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-15.87%

—

Current Drawdown

Current decline from peak

-6.01%

-8.27%

+2.26%

Average Drawdown

Average peak-to-trough decline

-2.84%

-4.15%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.89%

—

Volatility

WTLS vs. CRIHX - Volatility Comparison

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Volatility by Period

WTLSCRIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

4.68%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.34%

—

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

13.02%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

11.10%

+8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

11.01%

+8.87%