WTPI vs. FIYY
WTPI (WisdomTree Equity Premium Income Fund) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both Derivative Income funds. WTPI is passively managed, while FIYY is actively managed. At a 0.30 correlation, their price movements are largely independent. WTPI charges 0.44%/yr vs 1.07%/yr for FIYY.
Performance
WTPI vs. FIYY - Performance Comparison
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Returns By Period
WTPI
- 1D
- -0.27%
- 1M
- 0.31%
- 6M
- 2.88%
- YTD
- 4.93%
- 1Y
- 15.42%
- 3Y*
- 12.68%
- 5Y*
- 9.59%
- 10Y*
- 8.12%
FIYY
- 1D
- 0.04%
- 1M
- -0.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTPI vs. FIYY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WTPI WisdomTree Equity Premium Income Fund | 2.60% |
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | -1.79% |
Correlation
The correlation between WTPI and FIYY is 0.30, 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 May 5, 2026 | 0.30 |
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Return for Risk
WTPI vs. FIYY — Risk / Return Rank
WTPI
FIYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WTPI vs. FIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.
| WTPI | FIYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | — | — |
| Martin ratioReturn relative to average drawdown | 10.13 | — | — |
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Drawdowns
WTPI vs. FIYY - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for WTPI and FIYY.
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Drawdown Indicators
| WTPI | FIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -2.51% | -25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -1.91% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -1.50% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | — | — |
Volatility
WTPI vs. FIYY - Volatility Comparison
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Volatility by Period
| WTPI | FIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.13% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 4.95% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.22% | 4.95% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 4.95% | +8.28% |
WTPI vs. FIYY - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is lower than FIYY's 1.07% expense ratio.
Dividends
WTPI vs. FIYY - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.14%, more than FIYY's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTPI WisdomTree Equity Premium Income Fund | 12.14% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% |
Frequently Asked Questions
WTPI and FIYY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTPI is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTPI is cheaper with a 0.44% expense ratio, compared with 1.07% for FIYY.
WTPI has the higher dividend yield at 12.14%, compared with 1.13% for FIYY.
They also come from different issuers: WisdomTree and GraniteShares. Their fees differ too: 0.44% for WTPI and 1.07% for FIYY.
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