WTPI vs. XYLG
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (WTPI) and Global X S&P 500 Covered Call & Growth ETF (XYLG).
WTPI and XYLG 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. XYLG is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Half BuyWrite Index. It was launched on Sep 18, 2020. Both WTPI and XYLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WTPI vs. XYLG - Performance Comparison
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WTPI vs. XYLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | -1.66% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 9.32% |
XYLG Global X S&P 500 Covered Call & Growth ETF | -2.99% | 12.93% | 22.31% | 18.16% | -15.46% | 23.81% | 12.13% |
Returns By Period
In the year-to-date period, WTPI achieves a -1.66% return, which is significantly higher than XYLG's -2.99% return.
WTPI
- 1D
- 2.60%
- 1M
- -3.50%
- YTD
- -1.66%
- 6M
- 1.99%
- 1Y
- 15.64%
- 3Y*
- 13.04%
- 5Y*
- 9.37%
- 10Y*
- 7.80%
XYLG
- 1D
- 2.42%
- 1M
- -3.89%
- YTD
- -2.99%
- 6M
- 1.58%
- 1Y
- 14.00%
- 3Y*
- 14.13%
- 5Y*
- 9.23%
- 10Y*
- —
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WTPI vs. XYLG - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is higher than XYLG's 0.35% expense ratio.
Return for Risk
WTPI vs. XYLG — Risk / Return Rank
WTPI
XYLG
WTPI vs. XYLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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 | XYLG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.86 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.35 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.28 | +0.35 |
Martin ratioReturn relative to average drawdown | 8.70 | 7.04 | +1.67 |
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 | XYLG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.86 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.66 | +0.11 |
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 | 0.85 | -0.24 |
Correlation
The correlation between WTPI and XYLG is 0.81, 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. XYLG - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.37%, less than XYLG's 14.78% 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% |
XYLG Global X S&P 500 Covered Call & Growth ETF | 14.78% | 13.94% | 23.65% | 4.90% | 6.43% | 7.40% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTPI vs. XYLG - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for WTPI and XYLG.
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Drawdown Indicators
| WTPI | XYLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -21.30% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -11.39% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -21.30% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | — | — |
Current DrawdownCurrent decline from peak | -4.73% | -4.68% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -4.21% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.07% | -0.22% |
Volatility
WTPI vs. XYLG - Volatility Comparison
WisdomTree Equity Premium Income Fund (WTPI) and Global X S&P 500 Covered Call & Growth ETF (XYLG) have volatilities of 4.77% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTPI | XYLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.78% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.69% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 16.38% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.21% | 14.01% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 13.98% | -0.75% |