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MTGP vs ARP

Comparison between WISDOMTREE MORTGAGE PLUS BOND FUND (MTGP, ETF) and PMV ADAPTIVE RISK PARITY ETF (ARP, ETF).

MTGP vs ARP - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
MTGP
$66M
Winner
ARP
$66M
Expense Ratio
Winner
MTGP
0.46%
ARP
1.42%
Max Drawdown
MTGP
21.93%
Winner
ARP
10.13%
Sharpe Ratio
MTGP
0.12
Winner
ARP
1.16
5Y Beta
Winner
MTGP
0.02
ARP
0.45
5Y Dividends CAGR
MTGP
11.03%
ARP
N/A

MTGP vs ARP - Historical Returns

Returns include dividend reinvestment.

1M
MTGP
-0.66%
Winner
ARP
+2.27%
3M
MTGP
-0.64%
Winner
ARP
+1.04%
6M
MTGP
-0.03%
Winner
ARP
+1.74%
1Y
MTGP
+4.18%
Winner
ARP
+19.72%
5Y(CAGR)
MTGP
+0.15%
ARP
N/A
Max(CAGR)
MTGP
+0.88%
Winner
ARP
+12.13%

MTGP vs ARP - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

YearMTGPARP
2026+0.10%+8.12%
2025+7.71%+18.33%
2024+2.73%+14.49%
2023+4.46%+2.97%
2022-11.13%-0.57%
2021-0.79%N/A
2020+4.86%N/A
2019+0.05%N/A

MTGP vs ARP Drawdown Comparison

The maximum drawdown for MTGP was -16.62%, occurring on Oct 25, 2023. Recovery took 1055 trading sessions.

The maximum drawdown for ARP was -10.13%, occurring on Mar 26, 2026. Recovery took 50 trading sessions.

The current MTGP drawdown is -1.69%. The current ARP drawdown is -2.98%.

RankMTGPARP
#1-16.62%
Aug 4, 2021 - Oct 16, 2025
-10.13%
Feb 27, 2026 - May 11, 2026
#2-4.97%
Mar 9, 2020 - Jul 2, 2020
-6.74%
Jul 16, 2024 - Sep 19, 2024
#3-2.52%
Feb 27, 2026 - May 19, 2026
-6.10%
Jun 2, 2026 - Jun 24, 2026
#4-1.32%
Oct 28, 2025 - Jan 9, 2026
-5.90%
Jan 29, 2026 - Feb 25, 2026
#5-1.24%
Feb 2, 2021 - Aug 2, 2021
-5.87%
Feb 19, 2025 - Jun 11, 2025
#6-1.13%
Jan 14, 2026 - Feb 10, 2026
-5.79%
Jul 18, 2023 - Jan 23, 2024
#7-0.63%
Dec 3, 2019 - Jan 13, 2020
-4.47%
Jan 23, 2023 - Jul 13, 2023
#8-0.35%
Oct 1, 2020 - Nov 5, 2020
-4.13%
Oct 20, 2025 - Dec 10, 2025
#9-0.34%
Nov 5, 2020 - Nov 20, 2020
-3.41%
Apr 11, 2024 - May 15, 2024
#10-0.33%
Jan 4, 2021 - Jan 21, 2021
-2.77%
Dec 11, 2024 - Feb 4, 2025
#11-0.32%
Feb 13, 2026 - Feb 23, 2026
-2.75%
Nov 7, 2024 - Dec 11, 2024
#12-0.27%
Sep 3, 2020 - Oct 1, 2020
-2.65%
Jul 23, 2025 - Aug 22, 2025
#13-0.24%
Oct 22, 2025 - Oct 27, 2025
-2.63%
Oct 8, 2025 - Oct 15, 2025
#14-0.23%
Feb 10, 2026 - Feb 12, 2026
-2.24%
Dec 26, 2025 - Jan 9, 2026
#15-0.23%
Nov 20, 2019 - Dec 3, 2019
-1.90%
May 21, 2024 - Jun 18, 2024

Correlation

Correlation between MTGP and ARP is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2020 - 2026)

MTGP vs ARP dividend yield comparison.

YearMTGPARP
20261.94%0.00%
20254.19%6.54%
20244.05%5.29%
20233.02%2.67%
20222.47%0.06%
20211.64%0.00%
20202.61%0.00%

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