EPI vs. IDOG

Last updated Aug 2, 2026

EPI (WisdomTree India Earnings Fund) and IDOG (ALPS International Sector Dividend Dogs ETF) are both exchange-traded funds - EPI is a India Equities fund tracking the WisdomTree India Earnings Index, while IDOG is a Foreign Large Cap Equities fund tracking the S-Network International Sector Dividend Dogs Index. Both are passively managed. Over the past 10 years, EPI returned 8.68%/yr vs 10.97%/yr for IDOG. Their 0.54 correlation means they have sometimes moved together and sometimes differently. EPI charges 0.84%/yr vs 0.50%/yr for IDOG.

Performance

EPI vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPI achieves a -7.13% return, which is significantly lower than IDOG's 16.35% return. Over the past 10 years, EPI has underperformed IDOG with an annualized return of 8.68%, while IDOG has yielded a comparatively higher 10.97% annualized return.

EPI

• 1D: 0.07%
• 1M: 0.16%
• 6M: -4.00%
• YTD: -7.13%
• 1Y: -3.95%
• 3Y*: 5.78%
• 5Y*: 6.02%
• 10Y*: 8.68%
• ALL TIME*: 3.91%

IDOG

• 1D: -0.32%
• 1M: 5.35%
• 6M: 11.47%
• YTD: 16.35%
• 1Y: 34.60%
• 3Y*: 20.44%
• 5Y*: 14.35%
• 10Y*: 10.97%
• ALL TIME*: 8.89%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EPI WisdomTree India Earnings Fund	$17.75M	$16.45M	$21.29M
IDOG ALPS International Sector Dividend Dogs ETF	$1.60M	$1.44M	$1.23M

EPI vs. IDOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPI WisdomTree India Earnings Fund	-7.13%	2.25%	10.70%	26.03%	-4.74%	26.41%	18.55%	1.53%	-9.88%	39.14%
IDOG ALPS International Sector Dividend Dogs ETF	16.35%	39.94%	1.35%	23.57%	-4.50%	11.33%	-1.78%	21.93%	-13.47%	25.61%

Correlation

The correlation between EPI and IDOG is 0.38, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.38
Correlation (3Y) Balances recent behavior with more history.	0.39
Correlation (5Y) Shows whether the relationship held over a longer period.	0.48
Correlation (10Y) Provides a long-term view across more market conditions.	0.52
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013	0.54

The correlation between EPI and IDOG shifts across timeframes, from 0.38 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

EPI vs. IDOG - Sectors Allocation Comparison

Sectors	EPI	IDOG
Financial Services	24.3%	10.6%
Energy	15.6%	9.2%
Basic Materials	14.3%	9.8%
Industrials	10.1%	12.3%
Utilities	8.0%	10.2%
Consumer Cyclical	7.7%	10.1%
Technology	7.5%	7.7%
Healthcare	6.1%	10.4%
Consumer Defensive	3.4%	10.3%
Communication Services	2.0%	9.5%
Real Estate	0.9%	-

Return for Risk

EPI vs. IDOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EPI

EPI Risk / Return Rank: 7
EPI Sharpe Ratio Rank: 7
EPI Sortino Ratio Rank: 7
EPI Omega Ratio Rank: 7
EPI Calmar Ratio Rank: 8
EPI Martin Ratio Rank: 7

IDOG

IDOG Risk / Return Rank: 93
IDOG Sharpe Ratio Rank: 94
IDOG Sortino Ratio Rank: 93
IDOG Omega Ratio Rank: 92
IDOG Calmar Ratio Rank: 95
IDOG Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EPI vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and ALPS International Sector Dividend Dogs ETF (IDOG). 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	IDOG	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	2.64	-2.89
Sortino ratio: Return per unit of downside risk	-0.27	3.48	-3.75
Omega ratio: Gain probability vs. loss probability	0.97	1.45	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.25	5.43	-5.68
Martin ratio: Return relative to average drawdown	-0.59	16.84	-17.43

EPI vs. IDOG - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.26, which is lower than the IDOG Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of EPI and IDOG, 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

EPI vs. IDOG - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for EPI and IDOG.

Drawdown Indicators

	EPI	IDOG	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-37.32%	-28.89%
Max Drawdown (1Y) Largest decline over 1 year	-15.69%	-6.47%	-9.22%
Max Drawdown (3Y) Largest decline over 3 years	-21.89%	-13.92%	-7.97%
Max Drawdown (5Y) Largest decline over 5 years	-21.89%	-25.31%	+3.42%
Max Drawdown (10Y) Largest decline over 10 years	-50.29%	-37.32%	-12.97%
Current Drawdown Current decline from peak	-15.19%	-0.32%	-14.87%
Average Drawdown Average peak-to-trough decline	-18.63%	-7.86%	-10.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.67%	2.08%	+4.59%

Volatility

EPI vs. IDOG - Volatility Comparison

WisdomTree India Earnings Fund (EPI) has a higher volatility of 3.62% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 2.95%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPI	IDOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.62%	2.95%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	13.01%	10.82%	+2.19%
Volatility (1Y) Calculated over the trailing 1-year period	15.28%	13.39%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.29%	15.64%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.27%	17.09%	+3.18%

EPI vs. IDOG - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than IDOG's 0.50% expense ratio.

Dividends

EPI vs. IDOG - Dividend Comparison

EPI has not paid dividends to shareholders, while IDOG's dividend yield for the trailing twelve months is around 4.23%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IDOG ALPS International Sector Dividend Dogs ETF	4.23%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%

Frequently Asked Questions

Can I hold both EPI and IDOG in my portfolio?

EPI and IDOG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPI or IDOG?

EPI has higher volatility (3.62%) compared to IDOG (2.95%). In terms of maximum drawdown, EPI dropped -66.21% vs IDOG's -37.32%.

Which ETF is better, EPI or IDOG?

On 10-year performance, IDOG leads with 10.97% vs 8.68% for EPI. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPI or IDOG?

Over the 10-year period, IDOG has performed better with a 10.97% return vs 8.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPI or IDOG?

IDOG is cheaper with a 0.50% expense ratio, compared with 0.84% for EPI.

Which ETF pays a higher dividend yield, EPI or IDOG?

IDOG has the higher dividend yield at 4.23%, compared with 0.00% for EPI.

What is the main difference between EPI and IDOG?

EPI is categorized as India Equities, while IDOG is Foreign Large Cap Equities. EPI tracks WisdomTree India Earnings Index, while IDOG tracks S-Network International Sector Dividend Dogs Index. They also come from different issuers: WisdomTree and SS&C. Their fees differ too: 0.84% for EPI and 0.50% for IDOG.

Which has better risk-adjusted returns?

IDOG currently has the higher Sharpe Ratio (2.64 vs -0.26), 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.