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EMCB vs. EPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMCB vs. EPI - Performance Comparison

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

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EMCB vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
-0.18%8.19%7.11%8.76%-12.98%-0.62%8.60%13.43%-3.07%9.47%
EPI
WisdomTree India Earnings Fund
-11.86%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Returns By Period

In the year-to-date period, EMCB achieves a -0.18% return, which is significantly higher than EPI's -11.86% return. Over the past 10 years, EMCB has underperformed EPI with an annualized return of 4.24%, while EPI has yielded a comparatively higher 9.11% annualized return.


EMCB

1D
0.28%
1M
-2.79%
YTD
-0.18%
6M
0.49%
1Y
5.71%
3Y*
7.32%
5Y*
2.02%
10Y*
4.24%

EPI

1D
3.06%
1M
-10.01%
YTD
-11.86%
6M
-7.69%
1Y
-6.66%
3Y*
9.12%
5Y*
6.72%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMCB vs. EPI - Expense Ratio Comparison

EMCB has a 0.60% expense ratio, which is lower than EPI's 0.84% expense ratio.


Return for Risk

EMCB vs. EPI — Risk / Return Rank

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

EMCB
EMCB Risk / Return Rank: 5858
Overall Rank
EMCB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EMCB Sortino Ratio Rank: 4242
Sortino Ratio Rank
EMCB Omega Ratio Rank: 5353
Omega Ratio Rank
EMCB Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMCB Martin Ratio Rank: 7777
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 66
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
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.

EMCB vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) 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.


EMCBEPIDifference

Sharpe ratio

Return per unit of total volatility

0.77

-0.41

+1.18

Sortino ratio

Return per unit of downside risk

1.14

-0.48

+1.62

Omega ratio

Gain probability vs. loss probability

1.19

0.94

+0.25

Calmar ratio

Return relative to maximum drawdown

1.97

-0.37

+2.34

Martin ratio

Return relative to average drawdown

8.13

-1.15

+9.27

EMCB vs. EPI - Sharpe Ratio Comparison

The current EMCB Sharpe Ratio is 0.77, which is higher than the EPI Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of EMCB 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.


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Sharpe Ratios by Period


EMCBEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

-0.41

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.41

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.45

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.13

+0.32

Correlation

The correlation between EMCB and EPI is 0.21, 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

EMCB vs. EPI - Dividend Comparison

EMCB's dividend yield for the trailing twelve months is around 5.46%, while EPI has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.46%5.47%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%
EPI
WisdomTree India Earnings Fund
0.00%0.00%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%

Drawdowns

EMCB vs. EPI - Drawdown Comparison

The maximum EMCB drawdown since its inception was -22.81%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EMCB and EPI.


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Drawdown Indicators


EMCBEPIDifference

Max Drawdown

Largest peak-to-trough decline

-22.81%

-66.21%

+43.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-16.88%

+13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-21.89%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-22.81%

-50.29%

+27.48%

Current Drawdown

Current decline from peak

-2.79%

-19.51%

+16.72%

Average Drawdown

Average peak-to-trough decline

-4.27%

-18.68%

+14.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

5.37%

-4.54%

Volatility

EMCB vs. EPI - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) is 1.20%, while WisdomTree India Earnings Fund (EPI) has a volatility of 7.00%. This indicates that EMCB 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.


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Volatility by Period


EMCBEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

7.00%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

11.47%

-8.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

16.35%

-8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

16.28%

-9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

20.38%

-11.86%