WTPI vs. NTSX
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (WTPI) and WisdomTree U.S. Efficient Core Fund (NTSX).
WTPI and NTSX 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
WTPI vs. NTSX - Performance Comparison
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WTPI vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | -1.66% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 13.55% | -10.75% |
NTSX WisdomTree U.S. Efficient Core Fund | -4.22% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Returns By Period
In the year-to-date period, WTPI achieves a -1.66% return, which is significantly higher than NTSX's -4.22% return.
WTPI
- 1D
- 0.00%
- 1M
- -3.10%
- YTD
- -1.66%
- 6M
- 1.81%
- 1Y
- 15.49%
- 3Y*
- 13.04%
- 5Y*
- 9.37%
- 10Y*
- 7.80%
NTSX
- 1D
- 0.38%
- 1M
- -5.07%
- YTD
- -4.22%
- 6M
- -2.82%
- 1Y
- 16.25%
- 3Y*
- 15.70%
- 5Y*
- 8.07%
- 10Y*
- —
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WTPI vs. NTSX - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is higher than NTSX's 0.20% expense ratio.
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 | 1.09 | 0.89 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.30 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.52 | +0.06 |
Martin ratioReturn relative to average drawdown | 8.35 | 6.52 | +1.84 |
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 | 1.09 | 0.89 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.48 | +0.30 |
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 | 0.62 | -0.02 |
Correlation
The correlation between WTPI and NTSX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WTPI vs. NTSX - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.37%, more than NTSX's 1.22% yield.
| 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% |
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 | -9.90% | -11.13% | +1.23% |
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 | -4.73% | -6.04% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -6.92% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.60% | -0.73% |
Volatility
WTPI vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 4.76%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 6.11%. 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 | 4.76% | 6.11% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 9.65% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 18.38% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.21% | 17.04% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 18.38% | -5.15% |