EPI vs. COMT
EPI (WisdomTree India Earnings Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - EPI is a India Equities fund tracking the WisdomTree India Earnings Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, EPI returned 8.67%/yr vs 8.33%/yr for COMT. At a 0.23 correlation, their price movements are largely independent. EPI charges 0.84%/yr vs 0.48%/yr for COMT.
Performance
EPI vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPI achieves a -8.86% return, which is significantly lower than COMT's 30.19% return. Both investments have delivered pretty close results over the past 10 years, with EPI having a 8.67% annualized return and COMT not far behind at 8.33%.
EPI
- 1D
- -0.19%
- 1M
- -1.59%
- 6M
- -7.70%
- YTD
- -8.86%
- 1Y
- -10.42%
- 3Y*
- 5.67%
- 5Y*
- 5.95%
- 10Y*
- 8.67%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
EPI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | -8.86% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between EPI and COMT is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.23 |
The correlation between EPI and COMT shifts across timeframes, from -0.29 (1 year) to 0.23 (all time), 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. COMT — Risk / Return Rank
EPI
COMT
EPI vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.27 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.90 | -2.56 |
| Martin ratioReturn relative to average drawdown | -1.57 | 6.35 | -7.92 |
Loading charts...
Drawdowns
EPI vs. COMT - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for EPI and COMT.
Loading charts...
Drawdown Indicators
| EPI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -51.89% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -17.57% | +1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -21.89% | -17.57% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -29.00% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -39.22% | -11.07% |
Current DrawdownCurrent decline from peak | -16.76% | -11.28% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -18.63% | -23.95% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 5.24% | +1.66% |
Volatility
EPI vs. COMT - Volatility Comparison
The current volatility for WisdomTree India Earnings Fund (EPI) is 3.70%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EPI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 5.91% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 19.67% | -6.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 21.54% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 21.20% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 18.85% | +1.41% |
EPI vs. COMT - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
EPI vs. COMT - Dividend Comparison
EPI has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
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 COMT have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to EPI (3.70%). In terms of maximum drawdown, EPI dropped -66.21% vs COMT's -51.89%.
On 10-year performance, EPI leads with 8.67% vs 8.33% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, EPI has been the lower-risk option at 3.70%. 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 8.67% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.84% for EPI.
COMT has the higher dividend yield at 5.95%, compared with 0.00% for EPI.
EPI is categorized as India Equities, while COMT is Commodities. EPI tracks WisdomTree India Earnings Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.84% for EPI and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 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.
Find the right allocation for EPI and COMT
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