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EPI vs. INCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EPI and INCO is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EPI vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
158.19%
301.15%
EPI
INCO

Key characteristics

Sharpe Ratio

EPI:

0.04

INCO:

0.06

Sortino Ratio

EPI:

0.17

INCO:

0.21

Omega Ratio

EPI:

1.02

INCO:

1.02

Calmar Ratio

EPI:

0.04

INCO:

0.04

Martin Ratio

EPI:

0.08

INCO:

0.08

Ulcer Index

EPI:

9.37%

INCO:

13.08%

Daily Std Dev

EPI:

17.74%

INCO:

16.02%

Max Drawdown

EPI:

-66.21%

INCO:

-47.69%

Current Drawdown

EPI:

-11.55%

INCO:

-16.78%

Returns By Period

In the year-to-date period, EPI achieves a -0.97% return, which is significantly higher than INCO's -1.71% return. Both investments have delivered pretty close results over the past 10 years, with EPI having a 9.02% annualized return and INCO not far ahead at 9.15%.


EPI

YTD

-0.97%

1M

2.75%

6M

-4.00%

1Y

-0.25%

5Y*

23.23%

10Y*

9.02%

INCO

YTD

-1.71%

1M

6.35%

6M

-6.36%

1Y

0.78%

5Y*

19.47%

10Y*

9.15%

*Annualized

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EPI vs. INCO - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than INCO's 0.75% expense ratio.


Expense ratio chart for EPI: current value is 0.84%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EPI: 0.84%
Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%

Risk-Adjusted Performance

EPI vs. INCO — Risk-Adjusted Performance Rank

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

EPI
The Risk-Adjusted Performance Rank of EPI is 2121
Overall Rank
The Sharpe Ratio Rank of EPI is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 2020
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 2020
Martin Ratio Rank

INCO
The Risk-Adjusted Performance Rank of INCO is 2222
Overall Rank
The Sharpe Ratio Rank of INCO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPI vs. INCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Columbia India Consumer ETF (INCO). 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.


The chart of Sharpe ratio for EPI, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.00
EPI: 0.04
INCO: 0.06
The chart of Sortino ratio for EPI, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.00
EPI: 0.17
INCO: 0.21
The chart of Omega ratio for EPI, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
EPI: 1.02
INCO: 1.02
The chart of Calmar ratio for EPI, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
EPI: 0.04
INCO: 0.04
The chart of Martin ratio for EPI, currently valued at 0.08, compared to the broader market0.0020.0040.0060.00
EPI: 0.08
INCO: 0.08

The current EPI Sharpe Ratio is 0.04, which is lower than the INCO Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of EPI and INCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.04
0.06
EPI
INCO

Dividends

EPI vs. INCO - Dividend Comparison

EPI's dividend yield for the trailing twelve months is around 0.27%, less than INCO's 2.93% yield.


TTM20242023202220212020201920182017201620152014
EPI
WisdomTree India Earnings Fund
0.27%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%1.02%
INCO
Columbia India Consumer ETF
2.93%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%

Drawdowns

EPI vs. INCO - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than INCO's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for EPI and INCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-11.55%
-16.78%
EPI
INCO

Volatility

EPI vs. INCO - Volatility Comparison

WisdomTree India Earnings Fund (EPI) has a higher volatility of 8.03% compared to Columbia India Consumer ETF (INCO) at 7.54%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.03%
7.54%
EPI
INCO