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5CH6.DE vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5CH6.DE vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5CH6.DE is traded in EUR, while EPI is traded in USD. To make them comparable, the EPI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5CH6.DE achieves a -11.74% return, which is significantly lower than EPI's -8.95% return. Over the past 10 years, 5CH6.DE has underperformed EPI with an annualized return of -16.12%, while EPI has yielded a comparatively higher 8.76% annualized return.


5CH6.DE

1D
-1.23%
1M
-4.56%
YTD
-11.74%
6M
-9.03%
1Y
-5.83%
3Y*
-2.16%
5Y*
-19.76%
10Y*
-16.12%

EPI

1D
-1.18%
1M
-2.02%
YTD
-8.95%
6M
-7.61%
1Y
-11.36%
3Y*
4.74%
5Y*
6.36%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5CH6.DE vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR
-11.74%48.13%-32.59%1.09%-44.21%-39.39%30.48%-27.67%-37.38%57.73%
EPI
WisdomTree India Earnings Fund
-8.95%-9.88%18.01%22.25%1.16%35.87%8.78%3.83%-5.65%22.04%

Correlation

The correlation between 5CH6.DE and EPI is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2014

-0.19

The correlation between 5CH6.DE and EPI shifts across timeframes, from -0.19 (all time) to -0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

5CH6.DE vs. EPI — Risk / Return Rank

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

5CH6.DE
5CH6.DE Risk / Return Rank: 77
Overall Rank
5CH6.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
5CH6.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
5CH6.DE Omega Ratio Rank: 77
Omega Ratio Rank
5CH6.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
5CH6.DE Martin Ratio Rank: 77
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 33
Overall Rank
EPI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 33
Sortino Ratio Rank
EPI Omega Ratio Rank: 33
Omega Ratio Rank
EPI Calmar Ratio Rank: 44
Calmar Ratio Rank
EPI Martin Ratio Rank: 22
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.

5CH6.DE vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) 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.


5CH6.DEEPIDifference

Sharpe ratio

Return per unit of total volatility

-0.19

-0.78

+0.58

Sortino ratio

Return per unit of downside risk

-0.07

-1.05

+0.98

Omega ratio

Gain probability vs. loss probability

0.99

0.88

+0.11

Calmar ratio

Return relative to maximum drawdown

-0.25

-0.70

+0.45

Martin ratio

Return relative to average drawdown

-0.48

-1.45

+0.97

5CH6.DE vs. EPI - Sharpe Ratio Comparison

The current 5CH6.DE Sharpe Ratio is -0.19, which is higher than the EPI Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of 5CH6.DE and EPI, 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


5CH6.DEEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-0.78

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.41

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.44

0.44

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.19

-0.70

Drawdowns

5CH6.DE vs. EPI - Drawdown Comparison

The maximum 5CH6.DE drawdown since its inception was -95.83%, which is greater than EPI's maximum drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for 5CH6.DE and EPI.


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Drawdown Indicators


5CH6.DEEPIDifference

Max Drawdown

Largest peak-to-trough decline

-95.83%

-59.34%

-36.49%

Max Drawdown (1Y)

Largest decline over 1 year

-23.57%

-16.38%

-7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-48.64%

-24.99%

-23.65%

Max Drawdown (5Y)

Largest decline over 5 years

-79.13%

-24.99%

-54.14%

Max Drawdown (10Y)

Largest decline over 10 years

-90.59%

-43.67%

-46.92%

Current Drawdown

Current decline from peak

-93.43%

-22.07%

-71.36%

Average Drawdown

Average peak-to-trough decline

-79.77%

-15.12%

-64.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

7.82%

+4.28%

Volatility

5CH6.DE vs. EPI - Volatility Comparison

WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) has a higher volatility of 6.67% compared to WisdomTree India Earnings Fund (EPI) at 4.57%. This indicates that 5CH6.DE'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


5CH6.DEEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

4.57%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

20.37%

12.32%

+8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

30.36%

14.69%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.85%

15.74%

+24.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.91%

20.19%

+16.72%

5CH6.DE vs. EPI - Expense Ratio Comparison

5CH6.DE has a 0.98% expense ratio, which is higher than EPI's 0.84% expense ratio.


Dividends

5CH6.DE vs. EPI - Dividend Comparison

Neither 5CH6.DE nor EPI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPI
WisdomTree India Earnings Fund
0.00%0.00%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%

Frequently Asked Questions


5CH6.DE and EPI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPI is cheaper at 0.84% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPI is cheaper with a 0.84% expense ratio, compared with 0.98% for 5CH6.DE.

5CH6.DE is categorized as Leveraged Currency, while EPI is Asia Pacific Equities. 5CH6.DE tracks MSFXSM 5X Short US Dollar/Euro Total Return Index, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.98% for 5CH6.DE and 0.84% for EPI.

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