PortfoliosLab logoPortfoliosLab logo
EPI vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPI vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EPI achieves a -9.12% return, which is significantly lower than BSV's 0.42% return. Over the past 10 years, EPI has outperformed BSV with an annualized return of 9.31%, while BSV has yielded a comparatively lower 1.94% 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%

BSV

1D
0.00%
1M
0.14%
YTD
0.42%
6M
0.75%
1Y
3.58%
3Y*
4.57%
5Y*
1.63%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPI vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.42%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between EPI and BSV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2008

-0.05

The correlation between EPI and BSV shifts across timeframes, from -0.05 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EPI vs. BSV — Risk / Return Rank

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

EPI
EPI Risk / Return Rank: 44
Overall Rank
EPI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 44
Omega Ratio Rank
EPI Calmar Ratio Rank: 55
Calmar Ratio Rank
EPI Martin Ratio Rank: 22
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 7171
Overall Rank
BSV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSV Omega Ratio Rank: 7676
Omega Ratio Rank
BSV Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSV Martin Ratio Rank: 6060
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.

EPI vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


EPIBSVDifference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-4.14

Omega ratioGain probability vs. loss probability

0.90

1.39

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.61

2.79

-3.40

Martin ratioReturn relative to average drawdown

-1.44

9.42

-10.86

EPI vs. BSV - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.69, which is lower than the BSV Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EPI and BSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EPI vs. BSV - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for EPI and BSV.


Loading charts...

Drawdown Indicators


EPIBSVDifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-8.54%

-57.67%

Max Drawdown (1Y)

Largest decline over 1 year

-16.88%

-1.29%

-15.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.89%

-1.53%

-20.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-8.54%

-13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-8.54%

-41.75%

Current Drawdown

Current decline from peak

-17.00%

-0.50%

-16.50%

Average Drawdown

Average peak-to-trough decline

-18.65%

-0.97%

-17.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

0.38%

+6.79%

Volatility

EPI vs. BSV - Volatility Comparison

WisdomTree India Earnings Fund (EPI) has a higher volatility of 4.09% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.57%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EPIBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

0.57%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

1.28%

+11.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

1.79%

+13.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

2.73%

+13.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

2.38%

+17.97%

EPI vs. BSV - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than BSV's 0.03% expense ratio.


Dividends

EPI vs. BSV - Dividend Comparison

EPI has not paid dividends to shareholders, while BSV's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
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 BSV have a correlation of 0.25, 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 BSV (0.57%). In terms of maximum drawdown, EPI dropped -66.21% vs BSV's -8.54%.

On 10-year performance, EPI leads with 9.31% vs 1.94% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.57%. 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 1.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.84% for EPI.

BSV has the higher dividend yield at 3.99%, compared with 0.00% for EPI.

EPI is categorized as Asia Pacific Equities, while BSV is Short-Term Bond. EPI tracks WisdomTree India Earnings Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.84% for EPI and 0.03% for BSV.

BSV currently has the higher Sharpe Ratio (2.01 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.

Portfolio Optimizer

Find the right allocation for EPI and BSV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer