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WTPI vs. XOMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTPI vs. XOMO - Performance Comparison

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

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WTPI vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
WTPI
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%1.80%
XOMO
YieldMax XOM Option Income Strategy ETF
23.45%6.90%6.11%-8.62%

Returns By Period

In the year-to-date period, WTPI achieves a -1.66% return, which is significantly lower than XOMO's 23.45% 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%

XOMO

1D
-4.29%
1M
2.32%
YTD
23.45%
6M
31.32%
1Y
22.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTPI vs. XOMO - Expense Ratio Comparison

WTPI has a 0.44% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Return for Risk

WTPI vs. XOMO — Risk / Return Rank

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

WTPI
WTPI Risk / Return Rank: 6565
Overall Rank
WTPI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WTPI Sortino Ratio Rank: 6262
Sortino Ratio Rank
WTPI Omega Ratio Rank: 7171
Omega Ratio Rank
WTPI Calmar Ratio Rank: 5959
Calmar Ratio Rank
WTPI Martin Ratio Rank: 7575
Martin Ratio Rank

XOMO
XOMO Risk / Return Rank: 4949
Overall Rank
XOMO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5050
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5050
Omega Ratio Rank
XOMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XOMO Martin Ratio Rank: 3535
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. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


WTPIXOMODifference

Sharpe ratio

Return per unit of total volatility

1.09

1.02

+0.06

Sortino ratio

Return per unit of downside risk

1.63

1.40

+0.24

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.58

1.47

+0.11

Martin ratio

Return relative to average drawdown

8.35

3.35

+5.00

WTPI vs. XOMO - Sharpe Ratio Comparison

The current WTPI Sharpe Ratio is 1.09, which is comparable to the XOMO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of WTPI and XOMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTPIXOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.02

+0.06

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

0.55

+0.06

Correlation

The correlation between WTPI and XOMO is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTPI vs. XOMO - Dividend Comparison

WTPI's dividend yield for the trailing twelve months is around 12.37%, less than XOMO's 30.57% yield.


TTM2025202420232022202120202019201820172016
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%
XOMO
YieldMax XOM Option Income Strategy ETF
30.57%31.64%26.94%5.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTPI vs. XOMO - Drawdown Comparison

The maximum WTPI drawdown since its inception was -28.40%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for WTPI and XOMO.


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Drawdown Indicators


WTPIXOMODifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-18.90%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-15.24%

+5.34%

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%

-5.12%

+0.39%

Average Drawdown

Average peak-to-trough decline

-3.48%

-7.05%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

6.69%

-4.82%

Volatility

WTPI vs. XOMO - Volatility Comparison

The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 4.76%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.57%. This indicates that WTPI experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTPIXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

6.57%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

13.81%

-5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

22.02%

-7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

18.46%

-6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

18.46%

-5.23%