ANGL vs. EPI
ANGL (VanEck 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 ICE US Fallen Angel High Yield 10% Constrained Index, while EPI is a India Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 10 years, ANGL returned 5.77%/yr vs 8.57%/yr for EPI. At a 0.34 correlation, their price movements are largely independent. ANGL charges 0.25%/yr vs 0.84%/yr for EPI.
Performance
ANGL vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, ANGL achieves a 2.15% return, which is significantly higher than EPI's -8.90% return. Over the past 10 years, ANGL has underperformed EPI with an annualized return of 5.77%, while EPI has yielded a comparatively higher 8.57% annualized return.
ANGL
- 1D
- -0.07%
- 1M
- 0.07%
- 6M
- 1.41%
- YTD
- 2.15%
- 1Y
- 6.47%
- 3Y*
- 8.07%
- 5Y*
- 3.04%
- 10Y*
- 5.77%
- ALL TIME*
- 6.80%
EPI
- 1D
- -0.35%
- 1M
- -1.98%
- 6M
- -7.05%
- YTD
- -8.90%
- 1Y
- -9.35%
- 3Y*
- 5.70%
- 5Y*
- 5.95%
- 10Y*
- 8.57%
- ALL TIME*
- 3.81%
ANGL vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANGL VanEck Fallen Angel High Yield Bond ETF | 2.15% | 9.04% | 6.06% | 12.52% | -14.26% | 6.84% | 13.20% | 18.06% | -5.84% | 9.71% |
EPI WisdomTree India Earnings Fund | -8.90% | 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 | 0.35 |
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Return for Risk
ANGL vs. EPI — Risk / Return Rank
ANGL
EPI
ANGL vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck 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.
| ANGL | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.91 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.60 | +2.20 |
| Martin ratioReturn relative to average drawdown | 6.73 | -1.41 | +8.14 |
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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
| ANGL | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.31% | -66.21% | +36.90% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -15.69% | +11.64% |
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 DrawdownCurrent decline from peak | -0.51% | -16.80% | +16.29% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -18.63% | +15.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 6.64% | -5.68% |
Volatility
ANGL vs. EPI - Volatility Comparison
The current volatility for VanEck Fallen Angel High Yield Bond ETF (ANGL) is 0.74%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.67%. 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
| ANGL | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.67% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.58% | 13.03% | -9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 15.25% | -10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.63% | 16.27% | -8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.23% | 20.27% | -11.04% |
ANGL vs. EPI - Expense Ratio Comparison
ANGL has a 0.25% 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 6.46%, while EPI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANGL VanEck Fallen Angel High Yield Bond ETF | 6.46% | 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 (3.67%) compared to ANGL (0.74%). In terms of maximum drawdown, ANGL dropped -29.31% vs EPI's -66.21%.
On 10-year performance, EPI leads with 8.57% vs 5.77% for ANGL. On fees, ANGL is cheaper at 0.25% per year. On volatility, ANGL has been the lower-risk option at 0.74%. 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 8.57% return vs 5.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ANGL is cheaper with a 0.25% expense ratio, compared with 0.84% for EPI.
ANGL has the higher dividend yield at 6.46%, compared with 0.00% for EPI.
ANGL is categorized as High Yield Bonds, while EPI is India Equities. ANGL tracks ICE US Fallen Angel High Yield 10% Constrained Index, while EPI tracks WisdomTree India Earnings Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.25% for ANGL and 0.84% for EPI.
ANGL currently has the higher Sharpe Ratio (1.51 vs -0.62), 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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