EPDIX vs. WTPI

Last updated Jun 23, 2026

EPDIX (EuroPac International Dividend Income Fund) and WTPI (WisdomTree Equity Premium Income Fund) are both funds - EPDIX is a Foreign Large Cap Equities fund managed by Euro Pacific Asset Management, while WTPI is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index. Over the past 10 years, EPDIX returned 9.94%/yr vs 8.33%/yr for WTPI. At a 0.45 correlation, their price movements are largely independent. EPDIX charges 1.25%/yr vs 0.44%/yr for WTPI.

Performance

EPDIX vs. WTPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Dividend Income Fund (EPDIX) and WisdomTree Equity Premium Income Fund (WTPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPDIX achieves a 8.59% return, which is significantly higher than WTPI's 4.36% return. Over the past 10 years, EPDIX has outperformed WTPI with an annualized return of 9.94%, while WTPI has yielded a comparatively lower 8.33% annualized return.

EPDIX

• 1D: -1.28%
• 1M: -3.41%
• YTD: 8.59%
• 6M: 8.67%
• 1Y: 37.23%
• 3Y*: 21.95%
• 5Y*: 14.18%
• 10Y*: 9.94%

WTPI

• 1D: -0.18%
• 1M: 0.45%
• YTD: 4.36%
• 6M: 3.64%
• 1Y: 18.38%
• 3Y*: 13.18%
• 5Y*: 9.62%
• 10Y*: 8.33%

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

EPDIX vs. WTPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPDIX EuroPac International Dividend Income Fund	8.59%	62.35%	0.87%	7.85%	1.53%	8.04%	9.23%	13.33%	-10.74%	15.81%
WTPI WisdomTree Equity Premium Income Fund	4.36%	14.45%	17.18%	15.53%	-10.11%	20.94%	1.65%	13.55%	-7.16%	10.09%

Correlation

The correlation between EPDIX and WTPI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016	0.45

Return for Risk

EPDIX vs. WTPI — Risk / Return Rank

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

EPDIX

EPDIX Risk / Return Rank: 75
EPDIX Sharpe Ratio Rank: 85
EPDIX Sortino Ratio Rank: 73
EPDIX Omega Ratio Rank: 77
EPDIX Calmar Ratio Rank: 78
EPDIX Martin Ratio Rank: 62

WTPI

WTPI Risk / Return Rank: 63
WTPI Sharpe Ratio Rank: 62
WTPI Sortino Ratio Rank: 62
WTPI Omega Ratio Rank: 70
WTPI Calmar Ratio Rank: 54
WTPI Martin Ratio Rank: 68

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.

EPDIX vs. WTPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund (EPDIX) and WisdomTree Equity Premium Income Fund (WTPI). 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.

	EPDIX	WTPI	Difference
Sharpe ratio: Return per unit of total volatility	2.55	2.00	+0.55
Sortino ratio: Return per unit of downside risk	3.24	2.79	+0.45
Omega ratio: Gain probability vs. loss probability	1.46	1.40	+0.06
Calmar ratio: Return relative to maximum drawdown	3.37	2.58	+0.79
Martin ratio: Return relative to average drawdown	11.60	12.19	-0.59

EPDIX vs. WTPI - Sharpe Ratio Comparison

The current EPDIX Sharpe Ratio is 2.55, which is comparable to the WTPI Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of EPDIX and WTPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EPDIX vs. WTPI - Drawdown Comparison

The maximum EPDIX drawdown since its inception was -38.23%, which is greater than WTPI's maximum drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for EPDIX and WTPI.

Drawdown Indicators

	EPDIX	WTPI	Difference
Max Drawdown Largest peak-to-trough decline	-38.23%	-28.40%	-9.83%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-7.15%	-3.77%
Max Drawdown (3Y) Largest decline over 3 years	-13.01%	-15.26%	+2.25%
Max Drawdown (5Y) Largest decline over 5 years	-20.98%	-16.56%	-4.42%
Max Drawdown (10Y) Largest decline over 10 years	-32.84%	-28.40%	-4.44%
Current Drawdown Current decline from peak	-7.16%	-0.39%	-6.77%
Average Drawdown Average peak-to-trough decline	-10.76%	-3.43%	-7.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	1.51%	+1.66%

Volatility

EPDIX vs. WTPI - Volatility Comparison

EuroPac International Dividend Income Fund (EPDIX) has a higher volatility of 5.17% compared to WisdomTree Equity Premium Income Fund (WTPI) at 3.19%. This indicates that EPDIX's price experiences larger fluctuations and is considered to be riskier than WTPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPDIX	WTPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	3.19%	+1.98%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	7.55%	+4.80%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	9.27%	+5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	12.21%	+1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	13.26%	+1.67%

EPDIX vs. WTPI - Expense Ratio Comparison

EPDIX has a 1.25% expense ratio, which is higher than WTPI's 0.44% expense ratio.

Dividends

EPDIX vs. WTPI - Dividend Comparison

EPDIX's dividend yield for the trailing twelve months is around 7.12%, less than WTPI's 12.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDIX EuroPac International Dividend Income Fund	7.12%	7.71%	4.09%	3.32%	2.81%	2.31%	1.92%	2.68%	3.00%	2.93%	2.47%	3.88%
WTPI WisdomTree Equity Premium Income Fund	12.05%	13.18%	11.99%	8.94%	3.27%	0.00%	1.43%	1.47%	6.46%	3.52%	2.27%	0.00%

Frequently Asked Questions

Can I hold both EPDIX and WTPI in my portfolio?

EPDIX and WTPI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPDIX or WTPI?

EPDIX has higher volatility (5.17%) compared to WTPI (3.19%). In terms of maximum drawdown, EPDIX dropped -38.23% vs WTPI's -28.40%.

Which has better risk-adjusted returns?

EPDIX currently has the higher Sharpe Ratio (2.55 vs 2.00), 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.