^BSESN vs. EPI
^BSESN (S&P BSE SENSEX) is an index, while EPI (WisdomTree India Earnings Fund) is Emerging Markets Equities fund tracking the WisdomTree India Earnings Index. Over the past 10 years, ^BSESN returned 11.31%/yr vs 13.35%/yr for EPI. A 0.57 correlation means they provide meaningful diversification when combined.
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 -9.54% return, which is significantly lower than EPI's -2.82% return. Over the past 10 years, ^BSESN has underperformed EPI with an annualized return of 11.31%, while EPI has yielded a comparatively higher 13.35% annualized return.
^BSESN
- 1D
- 0.00%
- 1M
- 2.23%
- YTD
- -9.54%
- 6M
- -9.86%
- 1Y
- -5.86%
- 3Y*
- 6.97%
- 5Y*
- 7.91%
- 10Y*
- 11.31%
EPI
- 1D
- -1.77%
- 1M
- -0.32%
- YTD
- -2.82%
- 6M
- -2.58%
- 1Y
- 1.37%
- 3Y*
- 13.35%
- 5Y*
- 11.56%
- 10Y*
- 13.35%
^BSESN vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^BSESN S&P BSE SENSEX | -9.54% | 9.06% | 8.17% | 18.74% | 4.44% | 21.99% | 15.75% | 14.38% | 5.91% | 27.91% |
EPI WisdomTree India Earnings Fund | -2.82% | 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 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2008 | 0.57 |
The correlation between ^BSESN and EPI shifts across timeframes, from 0.39 (1 year) to 0.58 (10 years), reflecting how their relationship changes across market environments.
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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 | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.03 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.12 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.90 | 0.36 | -1.26 |
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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 | -10.18% | -4.77% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -10.01% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 3.78% | +2.82% |
Volatility
^BSESN vs. EPI - Volatility Comparison
The current volatility for S&P BSE SENSEX (^BSESN) is 3.86%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.86%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky 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 | 3.86% | 4.86% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 11.35% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 12.91% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 14.32% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.77% | -1.42% |
Frequently Asked Questions
^BSESN and EPI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.86%) compared to ^BSESN (3.86%). In terms of maximum drawdown, ^BSESN dropped -60.91% vs EPI's -57.52%.
EPI currently has the higher Sharpe Ratio (0.11 vs -0.46), 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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