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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 0.42% return, which is significantly higher than EPRF's -3.23% return.


ELD

1D
-0.09%
1M
0.41%
YTD
0.42%
6M
0.51%
1Y
8.62%
3Y*
6.80%
5Y*
2.62%
10Y*
2.81%

EPRF

1D
-0.36%
1M
-1.05%
YTD
-3.23%
6M
-3.72%
1Y
-0.31%
3Y*
2.76%
5Y*
-2.19%
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
0.42%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
-3.23%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 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.34

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: 3030
Overall Rank
ELD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3131
Sortino Ratio Rank
ELD Omega Ratio Rank: 3030
Omega Ratio Rank
ELD Calmar Ratio Rank: 2727
Calmar Ratio Rank
ELD Martin Ratio Rank: 3131
Martin Ratio Rank

EPRF
EPRF Risk / Return Rank: 88
Overall Rank
EPRF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EPRF Sortino Ratio Rank: 88
Sortino Ratio Rank
EPRF Omega Ratio Rank: 88
Omega Ratio Rank
EPRF Calmar Ratio Rank: 99
Calmar Ratio Rank
EPRF Martin Ratio Rank: 99
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

+1.06

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratioReturn relative to maximum drawdown

1.21

-0.04

+1.25

Martin ratioReturn relative to average drawdown

4.08

-0.07

+4.15

ELD vs. EPRF - Sharpe Ratio Comparison

The current ELD Sharpe Ratio is 1.02, which is higher than the EPRF Sharpe Ratio of -0.04. 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

-3.05%

-11.83%

+8.78%

Average Drawdown

Average peak-to-trough decline

-13.27%

-7.39%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

4.29%

-2.17%

Volatility

ELD vs. EPRF - Volatility Comparison

WisdomTree Emerging Markets Local Debt Fund (ELD) has a higher volatility of 2.65% compared to Innovator S&P High Quality Preferred ETF (EPRF) at 2.09%. This indicates that ELD's price experiences larger fluctuations and is considered to be riskier 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

2.65%

2.09%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

5.48%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

8.55%

7.63%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

11.83%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.21%

13.45%

-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 5.84%, less than EPRF's 6.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ELD
WisdomTree Emerging Markets Local Debt Fund
5.84%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
6.23%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 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELD has higher volatility (2.65%) compared to EPRF (2.09%). In terms of maximum drawdown, ELD dropped -31.92% vs EPRF's -26.82%.

On 5-year performance, ELD leads with 2.62% vs -2.19% for EPRF. On fees, EPRF is cheaper at 0.47% per year. On volatility, EPRF has been the lower-risk option at 2.09%. 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 2.62% return vs -2.19%. 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 6.23%, compared with 5.84% 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 (1.02 vs -0.04), 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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