PortfoliosLab logoPortfoliosLab logo
WTPI vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTPI vs. USFR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WTPI achieves a 3.16% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, WTPI has outperformed USFR with an annualized return of 8.20%, while USFR has yielded a comparatively lower 2.43% annualized return.


WTPI

1D
-1.14%
1M
-0.70%
YTD
3.16%
6M
2.00%
1Y
16.19%
3Y*
12.75%
5Y*
9.33%
10Y*
8.20%

USFR

1D
0.04%
1M
0.33%
YTD
1.82%
6M
1.92%
1Y
3.99%
3Y*
4.74%
5Y*
3.71%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTPI vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTPI
WisdomTree Equity Premium Income Fund
3.16%14.45%17.18%15.53%-10.11%20.94%1.65%13.55%-7.16%10.09%
USFR
WisdomTree Floating Rate Treasury Fund
1.82%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between WTPI and USFR is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

-0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WTPI vs. USFR — Risk / Return Rank

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

WTPI
WTPI Risk / Return Rank: 5555
Overall Rank
WTPI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTPI Sortino Ratio Rank: 5353
Sortino Ratio Rank
WTPI Omega Ratio Rank: 5959
Omega Ratio Rank
WTPI Calmar Ratio Rank: 4848
Calmar Ratio Rank
WTPI Martin Ratio Rank: 6262
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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.

WTPI vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


WTPIUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.92

Sortino ratioReturn per unit of downside risk

-47.69

Omega ratioGain probability vs. loss probability

1.35

13.31

-11.96

Calmar ratioReturn relative to maximum drawdown

2.27

201.33

-199.06

Martin ratioReturn relative to average drawdown

10.71

779.76

-769.05

WTPI vs. USFR - Sharpe Ratio Comparison

The current WTPI Sharpe Ratio is 1.75, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of WTPI and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WTPI vs. USFR - Drawdown Comparison

The maximum WTPI drawdown since its inception was -28.40%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for WTPI and USFR.


Loading charts...

Drawdown Indicators


WTPIUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-1.36%

-27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-0.02%

-7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-0.06%

-15.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-0.18%

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-0.80%

-27.60%

Current Drawdown

Current decline from peak

-1.53%

0.00%

-1.53%

Average Drawdown

Average peak-to-trough decline

-3.43%

-0.15%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.01%

+1.50%

Volatility

WTPI vs. USFR - Volatility Comparison

WisdomTree Equity Premium Income Fund (WTPI) has a higher volatility of 3.40% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that WTPI's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WTPIUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

0.09%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

0.19%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

0.27%

+9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.22%

0.40%

+11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

0.78%

+12.48%

WTPI vs. USFR - Expense Ratio Comparison

WTPI has a 0.44% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

WTPI vs. USFR - Dividend Comparison

WTPI's dividend yield for the trailing twelve months is around 12.19%, more than USFR's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
USFR
WisdomTree Floating Rate Treasury Fund
3.90%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%
WTPI
WisdomTree Equity Premium Income Fund
12.19%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 USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTPI has higher volatility (3.40%) compared to USFR (0.09%). In terms of maximum drawdown, WTPI dropped -28.40% vs USFR's -1.36%.

On 10-year performance, WTPI leads with 8.20% vs 2.43% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, WTPI has performed better with a 8.20% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.44% for WTPI.

WTPI has the higher dividend yield at 12.19%, compared with 3.90% for USFR.

WTPI is categorized as Derivative Income, while USFR is Government Bonds. WTPI tracks Volos U.S. Large Cap Target 2.5% PutWrite Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.44% for WTPI and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.75), 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.

Portfolio Optimizer

Find the right allocation for WTPI and USFR

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

Open Portfolio Optimizer