WTPI vs. NTSX
WTPI (WisdomTree Equity Premium Income Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WTPI is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WTPI is passively managed, while NTSX is actively managed. Over the past 5 years, WTPI returned 9.98%/yr vs 9.87%/yr for NTSX. A 0.75 correlation means they provide meaningful diversification when combined. WTPI charges 0.44%/yr vs 0.20%/yr for NTSX.
Performance
WTPI vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, WTPI achieves a 4.51% return, which is significantly lower than NTSX's 9.50% return.
WTPI
- 1D
- 0.24%
- 1M
- 1.80%
- YTD
- 4.51%
- 6M
- 4.94%
- 1Y
- 19.02%
- 3Y*
- 13.69%
- 5Y*
- 9.98%
- 10Y*
- 8.31%
NTSX
- 1D
- 0.81%
- 1M
- 4.30%
- YTD
- 9.50%
- 6M
- 8.89%
- 1Y
- 25.65%
- 3Y*
- 19.75%
- 5Y*
- 9.87%
- 10Y*
- —
WTPI vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | 4.51% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 13.55% | -10.75% |
NTSX WisdomTree U.S. Efficient Core Fund | 9.50% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Correlation
The correlation between WTPI and NTSX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.75 |
The correlation between WTPI and NTSX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
WTPI vs. NTSX — Risk / Return Rank
WTPI
NTSX
WTPI vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.38 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.81 | -0.14 |
| Martin ratioReturn relative to average drawdown | 12.81 | 12.44 | +0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTPI | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.09 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.58 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.72 | -0.07 |
Drawdowns
WTPI vs. NTSX - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WTPI and NTSX.
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Drawdown Indicators
| WTPI | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -31.34% | +2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -9.16% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -16.82% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -31.34% | +14.78% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | — | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.25% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -6.79% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.07% | -0.58% |
Volatility
WTPI vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 0.86%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.38%. This indicates that WTPI experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTPI | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 3.38% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.00% | 9.61% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 12.32% | -3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.13% | 17.04% | -4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 18.27% | -5.05% |
WTPI vs. NTSX - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
WTPI vs. NTSX - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.03%, more than NTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.07% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% |
WTPI WisdomTree Equity Premium Income Fund | 12.03% | 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 NTSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.38%) compared to WTPI (0.86%). In terms of maximum drawdown, WTPI dropped -28.40% vs NTSX's -31.34%.
On 5-year performance, WTPI leads with 9.98% vs 9.87% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, WTPI has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTPI has performed better with a 9.98% return vs 9.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.44% for WTPI.
WTPI has the higher dividend yield at 12.03%, compared with 1.07% for NTSX.
WTPI is categorized as Derivative Income, while NTSX is Diversified Portfolio. Their fees differ too: 0.44% for WTPI and 0.20% for NTSX.
WTPI currently has the higher Sharpe Ratio (2.16 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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