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WTLS vs. CRIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


WTLS

1D
0.62%
1M
4.67%
6M
YTD
1Y
3Y*
5Y*
10Y*

CRIHX

1D
0.21%
1M
-1.96%
6M
5.90%
YTD
10.40%
1Y
16.65%
3Y*
8.54%
5Y*
6.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTLS vs. CRIHX - Yearly Performance Comparison


Correlation

The correlation between WTLS and CRIHX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 22, 2026

0.48

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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

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


CRIHX
CRIHX Risk / Return Rank: 3333
Overall Rank
CRIHX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CRIHX Sortino Ratio Rank: 3333
Sortino Ratio Rank
CRIHX Omega Ratio Rank: 3030
Omega Ratio Rank
CRIHX Calmar Ratio Rank: 3838
Calmar Ratio Rank
CRIHX Martin Ratio Rank: 3232
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WTLSCRIHXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.87

Martin ratioReturn relative to average drawdown

5.53

WTLS vs. CRIHX - Sharpe Ratio Comparison


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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 (3Y)

Largest decline over 3 years

-15.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

Current Drawdown

Current decline from peak

-0.01%

-5.08%

+5.07%

Average Drawdown

Average peak-to-trough decline

-2.06%

-4.10%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

WTLS vs. CRIHX - Volatility Comparison


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Volatility by Period


WTLSCRIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

14.25%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

11.33%

+7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

11.21%

+7.64%

WTLS vs. CRIHX - Expense Ratio Comparison

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


Dividends

WTLS vs. CRIHX - Dividend Comparison

Neither WTLS nor CRIHX has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
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%

Frequently Asked Questions


WTLS and CRIHX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WTLS and CRIHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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