EPI vs. DDLS
Compare and contrast key facts about WisdomTree India Earnings Fund (EPI) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS).
EPI and DDLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. DDLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index. It was launched on Jan 7, 2016. Both EPI and DDLS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPI or DDLS.
Key characteristics
| EPI | DDLS | |
|---|---|---|
| YTD Return | 9.83% | 7.19% |
| 1Y Return | 36.65% | 14.57% |
| 3Y Return (Ann) | 14.59% | 5.19% |
| 5Y Return (Ann) | 14.94% | 7.73% |
| Sharpe Ratio | 2.74 | 1.14 |
| Daily Std Dev | 13.13% | 11.43% |
| Max Drawdown | -66.21% | -36.80% |
| Current Drawdown | -1.47% | -0.20% |
Correlation
The correlation between EPI and DDLS is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EPI vs. DDLS - Performance Comparison
In the year-to-date period, EPI achieves a 9.83% return, which is significantly higher than DDLS's 7.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPI vs. DDLS - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than DDLS's 0.48% expense ratio.
Risk-Adjusted Performance
EPI vs. DDLS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). 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.
Dividends
EPI vs. DDLS - Dividend Comparison
EPI's dividend yield for the trailing twelve months is around 0.13%, less than DDLS's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.13% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% | 1.02% | 0.75% |
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.55% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.47% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPI vs. DDLS - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than DDLS's maximum drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for EPI and DDLS. For additional features, visit the drawdowns tool.
Volatility
EPI vs. DDLS - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 3.40% compared to WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) at 2.42%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than DDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.