WTV vs. CAOS
WTV (WisdomTree U.S. Value Fund) and CAOS (Alpha Architect Tail Risk ETF) are both exchange-traded funds - WTV is a Mid Cap Value Equities fund actively managed by WisdomTree, while CAOS is a Options Trading fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, WTV returned 19.48%/yr vs 3.48%/yr for CAOS. Their 0.06 correlation means their historical movements had little consistent relationship. WTV charges 0.12%/yr vs 0.63%/yr for CAOS.
Performance
WTV vs. CAOS - Performance Comparison
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Returns By Period
In the year-to-date period, WTV achieves a 14.35% return, which is significantly higher than CAOS's 0.76% return.
WTV
- 1D
- -0.13%
- 1M
- 2.29%
- 6M
- 10.70%
- YTD
- 14.35%
- 1Y
- 25.32%
- 3Y*
- 19.48%
- 5Y*
- 13.92%
- 10Y*
- —
- ALL TIME*
- 13.73%
CAOS
- 1D
- -0.06%
- 1M
- -0.01%
- 6M
- 0.16%
- YTD
- 0.76%
- 1Y
- 1.73%
- 3Y*
- 3.48%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.81M | $5.39M | $5.09M | |
| $14.67M | $17.66M | $16.09M |
WTV vs. CAOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTV WisdomTree U.S. Value Fund | 14.35% | 13.51% | 23.99% | 11.94% |
CAOS Alpha Architect Tail Risk ETF | 0.76% | 2.55% | 5.33% | 7.43% |
Correlation
The correlation between WTV and CAOS is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.29 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2023 | 0.06 |
The correlation between WTV and CAOS shifts across timeframes, from -0.29 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTV vs. CAOS — Risk / Return Rank
WTV
CAOS
WTV vs. CAOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Value Fund (WTV) and Alpha Architect Tail Risk ETF (CAOS). 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.
| WTV | CAOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.24 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.47 | +0.84 |
| Martin ratioReturn relative to average drawdown | 10.99 | 5.45 | +5.54 |
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Drawdowns
WTV vs. CAOS - Drawdown Comparison
The maximum WTV drawdown since its inception was -42.18%, which is greater than CAOS's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for WTV and CAOS.
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Drawdown Indicators
| WTV | CAOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.18% | -3.89% | -38.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -0.76% | -6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -3.60% | -14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -1.13% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -0.92% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 0.34% | +1.81% |
Volatility
WTV vs. CAOS - Volatility Comparison
WisdomTree U.S. Value Fund (WTV) has a higher volatility of 3.16% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.51%. This indicates that WTV's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTV | CAOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 0.51% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 1.07% | +6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 1.57% | +10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 4.18% | +12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 4.18% | +15.89% |
WTV vs. CAOS - Expense Ratio Comparison
WTV has a 0.12% expense ratio, which is lower than CAOS's 0.63% expense ratio.
Dividends
WTV vs. CAOS - Dividend Comparison
WTV's dividend yield for the trailing twelve months is around 1.86%, while CAOS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CAOS Alpha Architect Tail Risk ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTV WisdomTree U.S. Value Fund | 1.86% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% |
Frequently Asked Questions
WTV and CAOS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTV has higher volatility (3.16%) compared to CAOS (0.51%). In terms of maximum drawdown, WTV dropped -42.18% vs CAOS's -3.89%.
On 3-year performance, WTV leads with 19.48% vs 3.48% for CAOS. On fees, WTV is cheaper at 0.12% per year. On volatility, CAOS has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTV has performed better with a 19.48% return vs 3.48%. 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 0.63% for CAOS.
WTV has the higher dividend yield at 1.86%, compared with 0.00% for CAOS.
WTV is categorized as Mid Cap Value Equities, while CAOS is Options Trading. They also come from different issuers: WisdomTree and Alpha Architect. Their fees differ too: 0.12% for WTV and 0.63% for CAOS.
WTV currently has the higher Sharpe Ratio (2.02 vs 1.19), 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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