ELD vs. ECC

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Emerging Markets Local Debt Fund (ELD) and Eagle Point Credit Company Inc (ECC).

ELD is an actively managed fund by WisdomTree. It was launched on Aug 9, 2010.

Performance

ELD vs. ECC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Local Debt Fund (ELD) and Eagle Point Credit Company Inc (ECC). The values are adjusted to include any dividend payments, if applicable.

ELD vs. ECC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ELD WisdomTree Emerging Markets Local Debt Fund	-3.30%	21.77%	-4.56%	14.29%	-9.25%	-9.75%	1.79%	12.89%	-7.53%	12.72%
ECC Eagle Point Credit Company Inc	-28.89%	-18.45%	11.77%	12.11%	-11.71%	56.78%	-21.00%	18.80%	-13.72%	27.02%

Returns By Period

In the year-to-date period, ELD achieves a -3.30% return, which is significantly higher than ECC's -28.89% return. Over the past 10 years, ELD has outperformed ECC with an annualized return of 2.39%, while ECC has yielded a comparatively lower 1.60% annualized return.

ELD

• 1D: 0.47%
• 1M: -6.54%
• YTD: -3.30%
• 6M: -0.28%
• 1Y: 10.08%
• 3Y*: 6.57%
• 5Y*: 2.35%
• 10Y*: 2.39%

ECC

• 1D: 4.16%
• 1M: -3.47%
• YTD: -28.89%
• 6M: -33.68%
• 1Y: -39.36%
• 3Y*: -14.11%
• 5Y*: -4.07%
• 10Y*: 1.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ELD vs. ECC — Risk / Return Rank

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

ELD

ELD Risk / Return Rank: 65
ELD Sharpe Ratio Rank: 63
ELD Sortino Ratio Rank: 63
ELD Omega Ratio Rank: 57
ELD Calmar Ratio Rank: 70
ELD Martin Ratio Rank: 72

ECC

ECC Risk / Return Rank: 6
ECC Sharpe Ratio Rank: 4
ECC Sortino Ratio Rank: 6
ECC Omega Ratio Rank: 7
ECC Calmar Ratio Rank: 10
ECC Martin Ratio Rank: 2

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.

ELD vs. ECC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) and Eagle Point Credit Company Inc (ECC). 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.

	ELD	ECC	Difference
Sharpe ratio Return per unit of total volatility	1.07	-1.04	+2.11
Sortino ratio Return per unit of downside risk	1.55	-1.50	+3.04
Omega ratio Gain probability vs. loss probability	1.21	0.82	+0.39
Calmar ratio Return relative to maximum drawdown	1.73	-0.85	+2.58
Martin ratio Return relative to average drawdown	7.27	-2.03	+9.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ELD vs. ECC - Sharpe Ratio Comparison

The current ELD Sharpe Ratio is 1.07, which is higher than the ECC Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ELD and ECC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ELD	ECC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	-1.04	+2.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	-0.17	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.04	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.05	+0.05

Correlation

The correlation between ELD and ECC is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ELD vs. ECC - Dividend Comparison

ELD's dividend yield for the trailing twelve months is around 5.86%, less than ECC's 44.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ELD WisdomTree Emerging Markets Local Debt Fund	5.86%	5.38%	5.75%	4.85%	5.29%	4.98%	4.70%	4.92%	6.30%	4.68%	4.86%	5.57%
ECC Eagle Point Credit Company Inc	44.68%	29.17%	20.05%	19.58%	23.42%	11.71%	13.08%	16.43%	16.89%	13.02%	14.36%	14.61%

Drawdowns

ELD vs. ECC - Drawdown Comparison

The maximum ELD drawdown since its inception was -31.92%, smaller than the maximum ECC drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for ELD and ECC.

Drawdown Indicators

	ELD	ECC	Difference
Max Drawdown Largest peak-to-trough decline	-31.92%	-70.79%	+38.87%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-45.79%	+38.64%
Max Drawdown (5Y) Largest decline over 5 years	-23.56%	-49.65%	+26.09%
Max Drawdown (10Y) Largest decline over 10 years	-25.15%	-70.79%	+45.64%
Current Drawdown Current decline from peak	-6.64%	-46.07%	+39.43%
Average Drawdown Average peak-to-trough decline	-13.43%	-12.48%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	19.21%	-17.51%

Volatility

ELD vs. ECC - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Local Debt Fund (ELD) is 4.06%, while Eagle Point Credit Company Inc (ECC) has a volatility of 12.62%. This indicates that ELD experiences smaller price fluctuations and is considered to be less risky than ECC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELD	ECC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	12.62%	-8.56%
Volatility (6M) Calculated over the trailing 6-month period	5.92%	26.26%	-20.34%
Volatility (1Y) Calculated over the trailing 1-year period	9.66%	37.98%	-28.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.83%	24.01%	-13.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.27%	36.54%	-25.27%