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

Correlation

The correlation between EMBD and EPI is 0.33, 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.


-0.50.00.51.00.3

Performance

EMBD vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Bond ETF (EMBD) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
-3.73%
EMBD
EPI

Key characteristics

Sharpe Ratio

EMBD:

0.98

EPI:

0.85

Sortino Ratio

EMBD:

1.40

EPI:

1.15

Omega Ratio

EMBD:

1.17

EPI:

1.18

Calmar Ratio

EMBD:

0.76

EPI:

1.32

Martin Ratio

EMBD:

5.47

EPI:

3.69

Ulcer Index

EMBD:

1.29%

EPI:

3.75%

Daily Std Dev

EMBD:

7.25%

EPI:

16.28%

Max Drawdown

EMBD:

-24.27%

EPI:

-66.21%

Current Drawdown

EMBD:

-2.43%

EPI:

-9.50%

Returns By Period

In the year-to-date period, EMBD achieves a 6.72% return, which is significantly lower than EPI's 12.17% return.


EMBD

YTD

6.72%

1M

-0.54%

6M

3.53%

1Y

7.02%

5Y*

N/A

10Y*

N/A

EPI

YTD

12.17%

1M

-1.33%

6M

-3.87%

1Y

13.36%

5Y*

15.22%

10Y*

9.39%

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EMBD vs. EPI - Expense Ratio Comparison

EMBD has a 0.39% 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 EMBD: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

EMBD vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) 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 EMBD, currently valued at 0.98, compared to the broader market0.002.004.000.980.85
The chart of Sortino ratio for EMBD, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.401.15
The chart of Omega ratio for EMBD, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.18
The chart of Calmar ratio for EMBD, currently valued at 0.76, compared to the broader market0.005.0010.0015.000.761.32
The chart of Martin ratio for EMBD, currently valued at 5.47, compared to the broader market0.0020.0040.0060.0080.00100.005.473.69
EMBD
EPI

The current EMBD Sharpe Ratio is 0.98, which is comparable to the EPI Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EMBD 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.98
0.85
EMBD
EPI

Dividends

EMBD vs. EPI - Dividend Comparison

EMBD's dividend yield for the trailing twelve months is around 5.57%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EMBD
Global X Emerging Markets Bond ETF
5.57%5.29%4.53%4.99%3.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

EMBD vs. EPI - Drawdown Comparison

The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EMBD and EPI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.43%
-9.50%
EMBD
EPI

Volatility

EMBD vs. EPI - Volatility Comparison

The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 1.98%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.80%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky 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
1.98%
3.80%
EMBD
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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