EPI vs. BND
EPI (WisdomTree India Earnings Fund) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 10 years, EPI returned 9.31%/yr vs 1.58%/yr for BND. At a correlation of -0.07, they often move in opposite directions. EPI charges 0.84%/yr vs 0.03%/yr for BND.
Performance
EPI vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, EPI achieves a -9.12% return, which is significantly lower than BND's 0.52% return. Over the past 10 years, EPI has outperformed BND with an annualized return of 9.31%, while BND has yielded a comparatively lower 1.58% annualized return.
EPI
- 1D
- 0.65%
- 1M
- -0.33%
- YTD
- -9.12%
- 6M
- -6.55%
- 1Y
- -10.30%
- 3Y*
- 7.36%
- 5Y*
- 5.53%
- 10Y*
- 9.31%
BND
- 1D
- -0.12%
- 1M
- 0.42%
- YTD
- 0.52%
- 6M
- 0.91%
- 1Y
- 4.40%
- 3Y*
- 4.17%
- 5Y*
- 0.03%
- 10Y*
- 1.58%
EPI vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | -9.12% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
BND Vanguard Total Bond Market ETF | 0.52% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between EPI and BND is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2008 | -0.07 |
The correlation between EPI and BND shifts across timeframes, from -0.07 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EPI vs. BND — Risk / Return Rank
EPI
BND
EPI vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Vanguard Total Bond Market ETF (BND). 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.
| EPI | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.21 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.65 | -2.26 |
| Martin ratioReturn relative to average drawdown | -1.44 | 4.81 | -6.25 |
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Drawdowns
EPI vs. BND - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for EPI and BND.
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Drawdown Indicators
| EPI | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -18.58% | -47.63% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -2.68% | -14.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.89% | -5.92% | -15.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -17.91% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -18.58% | -31.71% |
Current DrawdownCurrent decline from peak | -17.00% | -2.12% | -14.88% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -3.06% | -15.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 0.92% | +6.25% |
Volatility
EPI vs. BND - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 4.09% compared to Vanguard Total Bond Market ETF (BND) at 1.28%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPI | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 1.28% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 2.74% | +10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 3.75% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 6.03% | +10.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 5.53% | +14.82% |
EPI vs. BND - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than BND's 0.03% expense ratio.
Dividends
EPI vs. BND - Dividend Comparison
EPI has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
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% |
Frequently Asked Questions
EPI and BND have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.09%) compared to BND (1.28%). In terms of maximum drawdown, EPI dropped -66.21% vs BND's -18.58%.
On 10-year performance, EPI leads with 9.31% vs 1.58% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EPI has performed better with a 9.31% return vs 1.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.84% for EPI.
BND has the higher dividend yield at 3.96%, compared with 0.00% for EPI.
EPI is categorized as Asia Pacific Equities, while BND is Total Bond Market. EPI tracks WisdomTree India Earnings Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.84% for EPI and 0.03% for BND.
BND currently has the higher Sharpe Ratio (1.18 vs -0.69), 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.
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