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EPI vs. INDH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPI vs. INDH - Performance Comparison

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

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EPI vs. INDH - Yearly Performance Comparison


2026 (YTD)20252024
EPI
WisdomTree India Earnings Fund
-11.86%2.25%2.99%
INDH
WisdomTree India Hedged Equity Fund
-10.24%6.76%5.05%

Returns By Period

In the year-to-date period, EPI achieves a -11.86% return, which is significantly lower than INDH's -10.24% return.


EPI

1D
3.06%
1M
-10.01%
YTD
-11.86%
6M
-7.69%
1Y
-6.66%
3Y*
9.12%
5Y*
6.72%
10Y*
9.11%

INDH

1D
2.18%
1M
-7.60%
YTD
-10.24%
6M
-5.51%
1Y
-1.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPI vs. INDH - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than INDH's 0.64% expense ratio.


Return for Risk

EPI vs. INDH — Risk / Return Rank

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

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 66
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
Martin Ratio Rank

INDH
INDH Risk / Return Rank: 88
Overall Rank
INDH Sharpe Ratio Rank: 99
Sharpe Ratio Rank
INDH Sortino Ratio Rank: 88
Sortino Ratio Rank
INDH Omega Ratio Rank: 88
Omega Ratio Rank
INDH Calmar Ratio Rank: 99
Calmar Ratio Rank
INDH Martin Ratio Rank: 66
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. INDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and WisdomTree India Hedged Equity Fund (INDH). 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.


EPIINDHDifference

Sharpe ratio

Return per unit of total volatility

-0.41

-0.14

-0.27

Sortino ratio

Return per unit of downside risk

-0.48

-0.10

-0.38

Omega ratio

Gain probability vs. loss probability

0.94

0.99

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.37

-0.18

-0.18

Martin ratio

Return relative to average drawdown

-1.15

-0.69

-0.46

EPI vs. INDH - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.41, which is lower than the INDH Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of EPI and INDH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPIINDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

-0.14

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.02

+0.11

Correlation

The correlation between EPI and INDH is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EPI vs. INDH - Dividend Comparison

EPI has not paid dividends to shareholders, while INDH's dividend yield for the trailing twelve months is around 5.85%.


TTM20252024202320222021202020192018201720162015
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%
INDH
WisdomTree India Hedged Equity Fund
5.85%5.25%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EPI vs. INDH - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than INDH's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for EPI and INDH.


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Drawdown Indicators


EPIINDHDifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-15.05%

-51.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.88%

-12.94%

-3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

Current Drawdown

Current decline from peak

-19.51%

-12.24%

-7.27%

Average Drawdown

Average peak-to-trough decline

-18.68%

-5.36%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

3.40%

+1.97%

Volatility

EPI vs. INDH - Volatility Comparison

The current volatility for WisdomTree India Earnings Fund (EPI) is 7.00%, while WisdomTree India Hedged Equity Fund (INDH) has a volatility of 7.80%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than INDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPIINDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

7.80%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

10.52%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

14.13%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

14.43%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

14.43%

+5.95%