WTPI vs. WTV
WTPI (WisdomTree Equity Premium Income Fund) and WTV (WisdomTree U.S. Value 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 WTV is a Mid Cap Value Equities fund actively managed by WisdomTree. WTPI is passively managed, while WTV is actively managed. Over the past 5 years, WTPI returned 9.33%/yr vs 13.43%/yr for WTV. A 0.66 correlation means they provide meaningful diversification when combined. WTPI charges 0.44%/yr vs 0.12%/yr for WTV.
Performance
WTPI vs. WTV - Performance Comparison
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Returns By Period
In the year-to-date period, WTPI achieves a 3.16% return, which is significantly lower than WTV's 10.06% 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%
WTV
- 1D
- 0.33%
- 1M
- 0.27%
- YTD
- 10.06%
- 6M
- 9.41%
- 1Y
- 22.34%
- 3Y*
- 21.29%
- 5Y*
- 13.43%
- 10Y*
- —
WTPI vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | 3.16% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 13.55% | -7.16% | 0.06% |
WTV WisdomTree U.S. Value Fund | 10.06% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.58% |
Correlation
The correlation between WTPI and WTV is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | 0.66 |
The correlation between WTPI and WTV shifts across timeframes, from 0.56 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WTPI vs. WTV — Risk / Return Rank
WTPI
WTV
WTPI vs. WTV - 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. Value Fund (WTV). 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 | WTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.14 | -0.86 |
| Martin ratioReturn relative to average drawdown | 10.71 | 10.16 | +0.55 |
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Drawdowns
WTPI vs. WTV - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for WTPI and WTV.
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Drawdown Indicators
| WTPI | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -42.18% | +13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -7.15% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -18.49% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -19.30% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -1.54% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -5.03% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.20% | -0.69% |
Volatility
WTPI vs. WTV - Volatility Comparison
The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 3.40%, while WisdomTree U.S. Value Fund (WTV) has a volatility of 3.65%. This indicates that WTPI experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTPI | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.65% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 8.20% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 11.90% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.22% | 17.08% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.26% | 20.16% | -6.90% |
WTPI vs. WTV - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is higher than WTV's 0.12% expense ratio.
Dividends
WTPI vs. WTV - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.19%, more than WTV's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTV WisdomTree U.S. Value Fund | 1.66% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% | 0.00% |
Frequently Asked Questions
WTPI and WTV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTV has higher volatility (3.65%) compared to WTPI (3.40%). In terms of maximum drawdown, WTPI dropped -28.40% vs WTV's -42.18%.
On 5-year performance, WTV leads with 13.43% vs 9.33% for WTPI. On fees, WTV is cheaper at 0.12% per year. On volatility, WTPI has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTV has performed better with a 13.43% return vs 9.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTV is cheaper with a 0.12% expense ratio, compared with 0.44% for WTPI.
WTPI has the higher dividend yield at 12.19%, compared with 1.66% for WTV.
WTPI is categorized as Derivative Income, while WTV is Mid Cap Value Equities. Their fees differ too: 0.44% for WTPI and 0.12% for WTV.
WTV currently has the higher Sharpe Ratio (1.89 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.
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