ASEA vs. EPI
Compare and contrast key facts about Global X FTSE Southeast Asia ETF (ASEA) and WisdomTree India Earnings Fund (EPI).
ASEA and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASEA is a passively managed fund by Global X that tracks the performance of the FTSE/ASEAN 40 Index. It was launched on Feb 17, 2011. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both ASEA and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASEA or EPI.
Performance
ASEA vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, ASEA achieves a 13.94% return, which is significantly higher than EPI's 11.56% return. Over the past 10 years, ASEA has underperformed EPI with an annualized return of 3.12%, while EPI has yielded a comparatively higher 8.42% annualized return.
ASEA
13.94%
-3.31%
13.57%
18.55%
4.28%
3.12%
EPI
11.56%
-6.10%
-0.20%
21.81%
15.51%
8.42%
Key characteristics
| ASEA | EPI | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.33 |
| Sortino Ratio | 1.89 | 1.68 |
| Omega Ratio | 1.23 | 1.27 |
| Calmar Ratio | 2.32 | 2.09 |
| Martin Ratio | 6.30 | 7.32 |
| Ulcer Index | 3.01% | 2.99% |
| Daily Std Dev | 14.36% | 16.54% |
| Max Drawdown | -44.13% | -66.21% |
| Current Drawdown | -6.59% | -10.00% |
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ASEA vs. EPI - Expense Ratio Comparison
ASEA has a 0.65% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between ASEA and EPI is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ASEA vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X FTSE Southeast Asia ETF (ASEA) 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.
Dividends
ASEA vs. EPI - Dividend Comparison
ASEA's dividend yield for the trailing twelve months is around 3.67%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASEA Global X FTSE Southeast Asia ETF | 3.67% | 3.76% | 2.23% | 4.18% | 2.27% | 2.51% | 3.08% | 1.59% | 2.78% | 3.64% | 2.65% | 3.83% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
ASEA vs. EPI - Drawdown Comparison
The maximum ASEA drawdown since its inception was -44.13%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for ASEA and EPI. For additional features, visit the drawdowns tool.
Volatility
ASEA vs. EPI - Volatility Comparison
Global X FTSE Southeast Asia ETF (ASEA) has a higher volatility of 5.03% compared to WisdomTree India Earnings Fund (EPI) at 3.91%. This indicates that ASEA'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.