(PUTW) WisdomTree CBOE SP500 - Ratings and Ratios
Put Options, Cash Collateral, Treasury Bills
Dividends
| Dividend Yield | 11.69% |
| Yield on Cost 5y | 18.12% |
| Yield CAGR 5y | 76.32% |
| Payout Consistency | 72.3% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.2% |
| Value at Risk 5%th | 27.5% |
| Relative Tail Risk | 2.94% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.12 |
| Alpha | -7.60 |
| CAGR/Max DD | 0.85 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.259 |
| Beta | 0.462 |
| Beta Downside | 0.750 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.01% |
| Mean DD | 1.81% |
| Median DD | 0.97% |
Description: PUTW WisdomTree CBOE SP500 October 27, 2025
The WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PUTW) executes a cash-secured put-selling program on the SPDR S&P 500 ETF (SPY). It writes at-the-money or near-the-money SPY put options and holds the required cash collateral, which earns a daily rate approximating the three-month Treasury bill yield. Because the fund’s exposure is limited to the put-write position and its cash reserve, it is classified as non-diversified.
Key performance drivers include the annualized premium yield (historically 8-12% in low-volatility regimes), the implied volatility of the S&P 500 (which directly impacts option premiums), and the prevailing short-term interest-rate environment that determines the cash-collateral return. A rising Fed policy rate typically boosts the collateral yield but can also increase market volatility, affecting the risk-adjusted return of the strategy. The fund’s sector bias mirrors the SPY composition, with heavy weight in information technology and consumer discretionary, making sector-specific earnings trends a material influence on put-option pricing.
For a deeper, data-driven assessment of PUTW’s risk-adjusted income profile, you may find the analytics on ValueRay useful.
What is the price of PUTW shares?
Over the past week, the price has changed by -1.45%, over one month by -1.63%, over three months by +0.27% and over the past year by +1.17%.
Is PUTW a buy, sell or hold?
What are the forecasts/targets for the PUTW price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 42.9 | 29.3% |
PUTW Fundamental Data Overview December 05, 2025
Beta = 0.57
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 332.1m USD (332.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 332.1m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 332.1m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.72% (E(332.1m)/V(332.1m) * Re(7.72%) + (debt-free company))
Discount Rate = 7.72% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for PUTW ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle