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ANGL vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ANGL vs. EPI

Last updated Jun 13, 2026

ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - ANGL is a High Yield Bonds fund tracking the BofA Merrill Lynch US Fallen Angel High Yield Index, while EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 10 years, ANGL returned 6.28%/yr vs 9.31%/yr for EPI. At a 0.34 correlation, their price movements are largely independent. ANGL charges 0.35%/yr vs 0.84%/yr for EPI.

Performance

ANGL vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANGL achieves a 1.87% return, which is significantly higher than EPI's -9.12% return. Over the past 10 years, ANGL has underperformed EPI with an annualized return of 6.28%, while EPI has yielded a comparatively higher 9.31% annualized return.

ANGL

1D
0.03%
1M
0.91%
YTD
1.87%
6M
2.30%
1Y
7.44%
3Y*
8.49%
5Y*
3.32%
10Y*
6.28%

EPI

1D
0.65%
1M
-0.33%
YTD
-9.12%
6M
-6.55%
1Y
-10.30%
3Y*
7.36%
5Y*
5.53%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANGL vs. EPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF		1.87%9.04%6.06%12.52%-14.26%6.84%13.20%18.06%-5.84%9.71%
EPI
WisdomTree India Earnings Fund		-9.12%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Correlation

The correlation between ANGL and EPI is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.38

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

0.41

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2012

0.34

ANGL vs. EPI - Sectors Allocation Comparison

Sectors
ANGL
EPI

Financial Services

100.0%
23.4%

Basic Materials

-

13.5%

Communication Services

-

2.0%

Consumer Cyclical

-

7.5%

Consumer Defensive

-

3.5%

Energy

-

17.3%

Healthcare

-

5.5%

Industrials

-

9.7%

Real Estate

-

0.9%

Technology

-

8.3%

Utilities

-

8.4%

Financial Services

ANGL
100.0%
EPI
23.4%

Basic Materials

ANGL

-

EPI
13.5%

Communication Services

ANGL

-

EPI
2.0%

Consumer Cyclical

ANGL

-

EPI
7.5%

Consumer Defensive

ANGL

-

EPI
3.5%

Energy

ANGL

-

EPI
17.3%

Healthcare

ANGL

-

EPI
5.5%

Industrials

ANGL

-

EPI
9.7%

Real Estate

ANGL

-

EPI
0.9%

Technology

ANGL

-

EPI
8.3%

Utilities

ANGL

-

EPI
8.4%

Compare stocks, funds, or ETFs

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VanEck Vectors Fallen Angel High Yield Bond ETF

WisdomTree India Earnings Fund

Often compared with ANGL:
ANGL vs. FALNANGL vs. HYGANGL vs. VWEAXANGL vs. ^VIXANGL vs. SPYANGL vs. BLVANGL vs. IGSB
Often compared with EPI:
EPI vs. INDAEPI vs. FLINEPI vs. INDYEPI vs. SMINEPI vs. NFTYEPI vs. GLINEPI vs. INCO

Return for Risk

ANGL vs. EPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ANGL
ANGL Risk / Return Rank: 5555
Overall Rank
ANGL Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 6060
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6464
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4242
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5151
Martin Ratio Rank
EPI
EPI Risk / Return Rank: 44
Overall Rank
EPI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 44
Omega Ratio Rank
EPI Calmar Ratio Rank: 55
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.

ANGL vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) 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.

ANGLEPIDifference
Sharpe ratioReturn per unit of total volatility
1.71
-0.69

+2.40

Sortino ratioReturn per unit of downside risk
2.46
-0.90

+3.36

Omega ratioGain probability vs. loss probability

1.33

0.90

+0.44

Calmar ratioReturn relative to maximum drawdown

1.85

-0.61

+2.46

Martin ratioReturn relative to average drawdown

7.72

-1.44

+9.16

ANGL vs. EPI - Sharpe Ratio Comparison

The current ANGL Sharpe Ratio is 1.71, which is higher than the EPI Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of ANGL 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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Drawdowns

ANGL vs. EPI - Drawdown Comparison

The maximum ANGL drawdown since its inception was -29.31%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for ANGL and EPI.

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Drawdown Indicators

ANGLEPIDifference

Max Drawdown

Largest peak-to-trough decline

-29.31%

-66.21%

+36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-16.88%

+12.83%

Max Drawdown (3Y)

Largest decline over 3 years

-5.48%

-21.89%

+16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-21.89%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

-50.29%

+20.98%

Current Drawdown

Current decline from peak

0.00%

-17.00%

+17.00%

Average Drawdown

Average peak-to-trough decline

-3.29%

-18.65%

+15.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

7.17%

-6.20%

Volatility

ANGL vs. EPI - Volatility Comparison

The current volatility for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) is 1.45%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.09%. This indicates that ANGL 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

ANGLEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

4.09%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

12.88%

-9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

15.07%

-10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.63%

16.23%

-8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

20.35%

-11.07%

ANGL vs. EPI - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is lower than EPI's 0.84% expense ratio.

Dividends

ANGL vs. EPI - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.35%, while EPI has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF		6.35%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
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

ANGL and EPI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPI has higher volatility (4.09%) compared to ANGL (1.45%). In terms of maximum drawdown, ANGL dropped -29.31% vs EPI's -66.21%.

On 10-year performance, EPI leads with 9.31% vs 6.28% for ANGL. On fees, ANGL is cheaper at 0.35% per year. On volatility, ANGL has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPI has performed better with a 9.31% return vs 6.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ANGL is cheaper with a 0.35% expense ratio, compared with 0.84% for EPI.

ANGL has the higher dividend yield at 6.35%, compared with 0.00% for EPI.

ANGL is categorized as High Yield Bonds, while EPI is Asia Pacific Equities. ANGL tracks BofA Merrill Lynch US Fallen Angel High Yield Index, while EPI tracks WisdomTree India Earnings Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.35% for ANGL and 0.84% for EPI.

ANGL currently has the higher Sharpe Ratio (1.71 vs -0.69), 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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