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WULF vs. GSIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WULF vs. GSIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TeraWulf Inc. (WULF) and Themes Global Systemically Important Banks ETF (GSIB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WULF achieves a 127.68% return, which is significantly higher than GSIB's 9.75% return.


WULF

1D
-1.25%
1M
17.36%
YTD
127.68%
6M
81.29%
1Y
592.06%
3Y*
159.91%
5Y*
23.07%
10Y*
11.07%

GSIB

1D
-1.07%
1M
5.66%
YTD
9.75%
6M
16.02%
1Y
42.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WULF vs. GSIB - Yearly Performance Comparison


2026 (YTD)202520242023
WULF
TeraWulf Inc.
127.68%103.00%135.83%34.83%
GSIB
Themes Global Systemically Important Banks ETF
9.75%61.67%32.86%2.35%

Correlation

The correlation between WULF and GSIB is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2023

0.34

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Return for Risk

WULF vs. GSIB — Risk / Return Rank

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

WULF
WULF Risk / Return Rank: 9797
Overall Rank
WULF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WULF Sortino Ratio Rank: 9696
Sortino Ratio Rank
WULF Omega Ratio Rank: 9494
Omega Ratio Rank
WULF Calmar Ratio Rank: 9999
Calmar Ratio Rank
WULF Martin Ratio Rank: 9999
Martin Ratio Rank

GSIB
GSIB Risk / Return Rank: 6868
Overall Rank
GSIB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 7575
Sortino Ratio Rank
GSIB Omega Ratio Rank: 6868
Omega Ratio Rank
GSIB Calmar Ratio Rank: 6161
Calmar Ratio Rank
GSIB Martin Ratio Rank: 6060
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.

WULF vs. GSIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) and Themes Global Systemically Important Banks ETF (GSIB). 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.


WULFGSIBDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.54

1.41

+0.13

Calmar ratioReturn relative to maximum drawdown

18.82

3.07

+15.76

Martin ratioReturn relative to average drawdown

49.71

10.80

+38.91

WULF vs. GSIB - Sharpe Ratio Comparison

The current WULF Sharpe Ratio is 5.59, which is higher than the GSIB Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of WULF and GSIB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WULFGSIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.59

2.47

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.35

-2.24

Drawdowns

WULF vs. GSIB - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.50%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for WULF and GSIB.


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Drawdown Indicators


WULFGSIBDifference

Max Drawdown

Largest peak-to-trough decline

-98.50%

-17.71%

-80.79%

Max Drawdown (1Y)

Largest decline over 1 year

-31.74%

-13.90%

-17.84%

Max Drawdown (3Y)

Largest decline over 3 years

-75.77%

Max Drawdown (5Y)

Largest decline over 5 years

-98.50%

Max Drawdown (10Y)

Largest decline over 10 years

-98.50%

Current Drawdown

Current decline from peak

-27.47%

-1.07%

-26.40%

Average Drawdown

Average peak-to-trough decline

-46.68%

-2.06%

-44.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.99%

3.94%

+8.05%

Volatility

WULF vs. GSIB - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 22.16% compared to Themes Global Systemically Important Banks ETF (GSIB) at 5.26%. This indicates that WULF's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WULFGSIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.16%

5.26%

+16.90%

Volatility (6M)

Calculated over the trailing 6-month period

64.17%

13.97%

+50.20%

Volatility (1Y)

Calculated over the trailing 1-year period

106.93%

17.24%

+89.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.54%

18.45%

+109.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.31%

18.45%

+82.86%

Dividends

WULF vs. GSIB - Dividend Comparison

WULF has not paid dividends to shareholders, while GSIB's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM20252024202320222021
GSIB
Themes Global Systemically Important Banks ETF
1.74%1.91%1.67%0.00%0.00%0.00%
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%0.00%33.22%

Frequently Asked Questions


WULF and GSIB have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WULF has higher volatility (22.16%) compared to GSIB (5.26%). In terms of maximum drawdown, WULF dropped -98.50% vs GSIB's -17.71%.

WULF currently has the higher Sharpe Ratio (5.59 vs 2.47), 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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