^BSESN vs. EPI
^BSESN (S&P BSE SENSEX) is an index, while EPI (WisdomTree India Earnings Fund) is India Equities fund tracking the WisdomTree India Earnings Index. Over the past 10 years, ^BSESN returned 10.79%/yr vs 12.60%/yr for EPI. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
^BSESN vs. EPI - Performance Comparison
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Different Trading Currencies
^BSESN is traded in INR, while EPI is traded in USD. To make them comparable, the EPI values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^BSESN achieves a -8.56% return, which is significantly lower than EPI's -1.39% return. Over the past 10 years, ^BSESN has underperformed EPI with an annualized return of 10.79%, while EPI has yielded a comparatively higher 12.60% annualized return.
^BSESN
- 1D
- 0.00%
- 1M
- 0.21%
- 6M
- -5.28%
- YTD
- -8.56%
- 1Y
- -3.31%
- 3Y*
- 5.45%
- 5Y*
- 8.18%
- 10Y*
- 10.79%
- ALL TIME*
- 10.51%
EPI
- 1D
- -0.23%
- 1M
- 0.16%
- 6M
- -0.08%
- YTD
- -1.39%
- 1Y
- 5.04%
- 3Y*
- 11.10%
- 5Y*
- 11.39%
- 10Y*
- 12.60%
- ALL TIME*
- 8.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^BSESN S&P BSE SENSEX | ₹1.29B | ₹1.39B | ₹1.44B |
| ₹1.71B | ₹1.58B | ₹2.03B |
^BSESN vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^BSESN S&P BSE SENSEX | -8.56% | 9.06% | 8.17% | 18.74% | 4.44% | 21.99% | 15.75% | 14.38% | 5.91% | 27.91% |
EPI WisdomTree India Earnings Fund | -1.39% | 7.15% | 14.06% | 26.90% | 5.49% | 28.93% | 21.53% | 4.11% | -1.72% | 30.50% |
Correlation
The correlation between ^BSESN and EPI is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2008 | 0.57 |
Over the past year, the correlation between ^BSESN and EPI has dropped to 0.37 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
^BSESN vs. EPI — Risk / Return Rank
^BSESN
EPI
^BSESN vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and WisdomTree India Earnings Fund (EPI). 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.
| ^BSESN | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.07 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.42 | -0.68 |
| Martin ratioReturn relative to average drawdown | -0.56 | 1.31 | -1.87 |
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Drawdowns
^BSESN vs. EPI - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than EPI's maximum drawdown of -57.52%. Use the drawdown chart below to compare losses from any high point for ^BSESN and EPI.
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Drawdown Indicators
| ^BSESN | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.91% | -57.52% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -11.35% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -17.35% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -17.35% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -40.90% | +2.83% |
Current DrawdownCurrent decline from peak | -9.21% | -3.37% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -9.97% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 3.64% | +3.60% |
Volatility
^BSESN vs. EPI - Volatility Comparison
S&P BSE SENSEX (^BSESN) has a higher volatility of 3.67% compared to WisdomTree India Earnings Fund (EPI) at 3.30%. This indicates that ^BSESN's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^BSESN | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.30% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 11.39% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 13.09% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 14.38% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 17.76% | -1.39% |
Frequently Asked Questions
^BSESN and EPI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^BSESN has higher volatility (3.67%) compared to EPI (3.30%). In terms of maximum drawdown, ^BSESN dropped -60.91% vs EPI's -57.52%.
EPI currently has the higher Sharpe Ratio (0.36 vs -0.31), 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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