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ELD vs. EPRF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELD vs. EPRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Local Debt Fund (ELD) and Innovator S&P High Quality Preferred ETF (EPRF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ELD achieves a 1.78% return, which is significantly higher than EPRF's -2.15% return.


ELD

1D
0.00%
1M
-0.42%
6M
1.16%
YTD
1.78%
1Y
9.34%
3Y*
6.49%
5Y*
3.07%
10Y*
2.53%

EPRF

1D
-0.06%
1M
-0.76%
6M
-4.59%
YTD
-2.15%
1Y
-1.05%
3Y*
3.16%
5Y*
-2.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELD vs. EPRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELD
WisdomTree Emerging Markets Local Debt Fund
1.78%21.77%-4.56%14.29%-9.25%-9.75%1.79%12.89%-7.53%3.86%
EPRF
Innovator S&P High Quality Preferred ETF
-2.15%2.69%3.46%9.43%-20.68%1.37%7.38%19.54%-5.58%-0.39%

Correlation

The correlation between ELD and EPRF is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.33

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2017

0.29

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Return for Risk

ELD vs. EPRF — Risk / Return Rank

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

ELD
ELD Risk / Return Rank: 3535
Overall Rank
ELD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3737
Sortino Ratio Rank
ELD Omega Ratio Rank: 3636
Omega Ratio Rank
ELD Calmar Ratio Rank: 3131
Calmar Ratio Rank
ELD Martin Ratio Rank: 3535
Martin Ratio Rank

EPRF
EPRF Risk / Return Rank: 88
Overall Rank
EPRF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EPRF Sortino Ratio Rank: 77
Sortino Ratio Rank
EPRF Omega Ratio Rank: 77
Omega Ratio Rank
EPRF Calmar Ratio Rank: 88
Calmar Ratio Rank
EPRF Martin Ratio Rank: 88
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.

ELD vs. EPRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) and Innovator S&P High Quality Preferred ETF (EPRF). 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.


ELDEPRFDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.20

0.98

+0.22

Calmar ratioReturn relative to maximum drawdown

1.31

-0.12

+1.44

Martin ratioReturn relative to average drawdown

4.32

-0.23

+4.54

ELD vs. EPRF - Sharpe Ratio Comparison

The current ELD Sharpe Ratio is 1.10, which is higher than the EPRF Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of ELD and EPRF, 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

ELD vs. EPRF - Drawdown Comparison

The maximum ELD drawdown since its inception was -31.92%, which is greater than EPRF's maximum drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for ELD and EPRF.


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Drawdown Indicators


ELDEPRFDifference

Max Drawdown

Largest peak-to-trough decline

-31.92%

-26.82%

-5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-8.59%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-10.89%

-12.29%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-25.23%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-1.74%

-10.84%

+9.10%

Average Drawdown

Average peak-to-trough decline

-13.23%

-7.42%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

4.61%

-2.44%

Volatility

ELD vs. EPRF - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Local Debt Fund (ELD) is 2.03%, while Innovator S&P High Quality Preferred ETF (EPRF) has a volatility of 2.31%. This indicates that ELD experiences smaller price fluctuations and is considered to be less risky than EPRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELDEPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

2.31%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

5.57%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

8.55%

7.45%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

11.85%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

13.42%

-2.24%

ELD vs. EPRF - Expense Ratio Comparison

ELD has a 0.55% expense ratio, which is higher than EPRF's 0.47% expense ratio.


Dividends

ELD vs. EPRF - Dividend Comparison

ELD's dividend yield for the trailing twelve months is around 5.86%, less than EPRF's 6.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EPRF
Innovator S&P High Quality Preferred ETF
6.17%6.03%6.13%5.71%5.67%4.70%4.92%5.01%5.27%2.59%0.00%0.00%

Frequently Asked Questions


ELD and EPRF have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPRF has higher volatility (2.31%) compared to ELD (2.03%). In terms of maximum drawdown, ELD dropped -31.92% vs EPRF's -26.82%.

On 5-year performance, ELD leads with 3.07% vs -2.02% for EPRF. On fees, EPRF is cheaper at 0.47% per year. On volatility, ELD has been the lower-risk option at 2.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ELD has performed better with a 3.07% return vs -2.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPRF is cheaper with a 0.47% expense ratio, compared with 0.55% for ELD.

EPRF has the higher dividend yield at 6.17%, compared with 5.86% for ELD.

ELD is categorized as Emerging Markets Bonds, while EPRF is Preferred Stock/Convertible Bonds. They also come from different issuers: WisdomTree and Innovator. Their fees differ too: 0.55% for ELD and 0.47% for EPRF.

ELD currently has the higher Sharpe Ratio (1.10 vs -0.14), 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.

Portfolio Optimizer

Find the right allocation for ELD and EPRF

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