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EDEN vs. EPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDEN and EPI is 0.43, 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.


-0.50.00.51.00.4

Performance

EDEN vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Denmark ETF (EDEN) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
377.47%
184.79%
EDEN
EPI

Key characteristics

Sharpe Ratio

EDEN:

-0.13

EPI:

1.02

Sortino Ratio

EDEN:

-0.06

EPI:

1.35

Omega Ratio

EDEN:

0.99

EPI:

1.21

Calmar Ratio

EDEN:

-0.10

EPI:

1.60

Martin Ratio

EDEN:

-0.34

EPI:

4.50

Ulcer Index

EDEN:

5.99%

EPI:

3.71%

Daily Std Dev

EDEN:

16.31%

EPI:

16.39%

Max Drawdown

EDEN:

-36.61%

EPI:

-66.21%

Current Drawdown

EDEN:

-19.99%

EPI:

-9.25%

Returns By Period

In the year-to-date period, EDEN achieves a -4.67% return, which is significantly lower than EPI's 12.49% return. Over the past 10 years, EDEN has outperformed EPI with an annualized return of 9.91%, while EPI has yielded a comparatively lower 9.35% annualized return.


EDEN

YTD

-4.67%

1M

-6.82%

6M

-15.50%

1Y

-3.84%

5Y*

10.66%

10Y*

9.91%

EPI

YTD

12.49%

1M

-0.09%

6M

-2.95%

1Y

14.16%

5Y*

15.12%

10Y*

9.35%

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EDEN vs. EPI - Expense Ratio Comparison

EDEN has a 0.53% expense ratio, which is lower than EPI's 0.84% expense ratio.


EPI
WisdomTree India Earnings Fund
Expense ratio chart for EPI: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for EDEN: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%

Risk-Adjusted Performance

EDEN vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Denmark ETF (EDEN) 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.


Sharpe ratio
The chart of Sharpe ratio for EDEN, currently valued at -0.13, compared to the broader market0.002.004.00-0.131.02
The chart of Sortino ratio for EDEN, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.061.35
The chart of Omega ratio for EDEN, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.21
The chart of Calmar ratio for EDEN, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.101.60
The chart of Martin ratio for EDEN, currently valued at -0.34, compared to the broader market0.0020.0040.0060.0080.00100.00-0.344.50
EDEN
EPI

The current EDEN Sharpe Ratio is -0.13, which is lower than the EPI Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of EDEN and EPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.13
1.02
EDEN
EPI

Dividends

EDEN vs. EPI - Dividend Comparison

EDEN's dividend yield for the trailing twelve months is around 1.51%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EDEN
iShares MSCI Denmark ETF
1.51%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%0.87%0.86%
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

EDEN vs. EPI - Drawdown Comparison

The maximum EDEN drawdown since its inception was -36.61%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EDEN and EPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.99%
-9.25%
EDEN
EPI

Volatility

EDEN vs. EPI - Volatility Comparison

iShares MSCI Denmark ETF (EDEN) has a higher volatility of 5.14% compared to WisdomTree India Earnings Fund (EPI) at 3.88%. This indicates that EDEN'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.14%
3.88%
EDEN
EPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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