WTPI vs. IPDP

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Equity Premium Income Fund (WTPI) and Dividend Performers ETF (IPDP).

WTPI and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTPI is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.

Performance

WTPI vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (WTPI) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

WTPI vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
WTPI WisdomTree Equity Premium Income Fund	-4.02%
IPDP Dividend Performers ETF	0.00%

Returns By Period

WTPI

• 1D: 2.60%
• 1M: -3.50%
• YTD: -1.66%
• 6M: 1.99%
• 1Y: 15.64%
• 3Y*: 13.04%
• 5Y*: 9.37%
• 10Y*: 7.80%

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTPI vs. IPDP - Expense Ratio Comparison

WTPI has a 0.44% expense ratio, which is lower than IPDP's 1.52% expense ratio.

IPDP

Dividend Performers ETF

WTPI

WisdomTree Equity Premium Income Fund

Return for Risk

WTPI vs. IPDP — Risk / Return Rank

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

WTPI

WTPI Risk / Return Rank: 71
WTPI Sharpe Ratio Rank: 65
WTPI Sortino Ratio Rank: 67
WTPI Omega Ratio Rank: 76
WTPI Calmar Ratio Rank: 67
WTPI Martin Ratio Rank: 82

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.

WTPI vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and Dividend Performers ETF (IPDP). 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.

	WTPI	IPDP	Difference
Sharpe ratio Return per unit of total volatility	1.10	—	—
Sortino ratio Return per unit of downside risk	1.65	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	1.62	—	—
Martin ratio Return relative to average drawdown	8.70	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WTPI	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	—	—

Dividends

WTPI vs. IPDP - Dividend Comparison

WTPI's dividend yield for the trailing twelve months is around 12.37%, while IPDP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
WTPI WisdomTree Equity Premium Income Fund	12.37%	13.18%	11.99%	8.94%	3.27%	0.00%	1.43%	1.47%	6.46%	3.52%	2.27%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WTPI vs. IPDP - Drawdown Comparison

The maximum WTPI drawdown since its inception was -28.40%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WTPI and IPDP.

Drawdown Indicators

	WTPI	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-28.40%	0.00%	-28.40%
Max Drawdown (1Y) Largest decline over 1 year	-9.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.56%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.40%	—	—
Current Drawdown Current decline from peak	-4.73%	0.00%	-4.73%
Average Drawdown Average peak-to-trough decline	-3.48%	0.00%	-3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	—	—

Volatility

Volatility by Period

	WTPI	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	0.00%	+14.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.21%	0.00%	+12.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.23%	0.00%	+13.23%