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EPI vs. IVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPI vs. IVLU

Last updated Jun 14, 2026

EPI (WisdomTree India Earnings Fund) and IVLU (iShares MSCI International Value Factor ETF) are both exchange-traded funds - EPI is a Emerging Markets Equities fund tracking the WisdomTree India Earnings Index, while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index. Both are passively managed. Over the past 10 years, EPI returned 9.31%/yr vs 11.63%/yr for IVLU. A 0.53 correlation means they provide meaningful diversification when combined. EPI charges 0.84%/yr vs 0.30%/yr for IVLU.

Performance

EPI vs. IVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and iShares MSCI International Value Factor ETF (IVLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPI achieves a -9.12% return, which is significantly lower than IVLU's 12.96% return. Over the past 10 years, EPI has underperformed IVLU with an annualized return of 9.31%, while IVLU has yielded a comparatively higher 11.63% annualized return.

EPI

1D
0.65%
1M
-0.05%
YTD
-9.12%
6M
-6.55%
1Y
-9.08%
3Y*
7.36%
5Y*
5.53%
10Y*
9.31%

IVLU

1D
0.56%
1M
2.48%
YTD
12.96%
6M
14.33%
1Y
35.32%
3Y*
23.53%
5Y*
14.06%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPI vs. IVLU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPI
WisdomTree India Earnings Fund		-9.12%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%
IVLU
iShares MSCI International Value Factor ETF		12.96%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%

Correlation

The correlation between EPI and IVLU is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2015

0.53

The correlation between EPI and IVLU has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

EPI vs. IVLU - Sectors Allocation Comparison

Sectors
EPI
IVLU

Financial Services

23.2%
26.5%

Energy

16.4%
5.5%

Basic Materials

14.2%
7.4%

Industrials

9.9%
18.8%

Technology

8.3%
10.6%

Utilities

8.3%
3.6%

Consumer Cyclical

7.6%
7.6%

Healthcare

5.8%
9.0%

Consumer Defensive

3.5%
6.0%

Communication Services

2.0%
3.7%

Real Estate

0.9%
1.4%

Financial Services

EPI
23.2%
IVLU
26.5%

Energy

EPI
16.4%
IVLU
5.5%

Basic Materials

EPI
14.2%
IVLU
7.4%

Industrials

EPI
9.9%
IVLU
18.8%

Technology

EPI
8.3%
IVLU
10.6%

Utilities

EPI
8.3%
IVLU
3.6%

Consumer Cyclical

EPI
7.6%
IVLU
7.6%

Healthcare

EPI
5.8%
IVLU
9.0%

Consumer Defensive

EPI
3.5%
IVLU
6.0%

Communication Services

EPI
2.0%
IVLU
3.7%

Real Estate

EPI
0.9%
IVLU
1.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree India Earnings Fund

iShares MSCI International Value Factor ETF

Often compared with EPI:
EPI vs. INDAEPI vs. FLINEPI vs. INDYEPI vs. SMINEPI vs. NFTYEPI vs. GLINEPI vs. INCO
Often compared with IVLU:
IVLU vs. DFIVIVLU vs. FIVAIVLU vs. VXUSIVLU vs. IDMOIVLU vs. IEFAIVLU vs. DISVIVLU vs. SFNNX

Return for Risk

EPI vs. IVLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPI
EPI Risk / Return Rank: 44
Overall Rank
EPI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 44
Omega Ratio Rank
EPI Calmar Ratio Rank: 55
Calmar Ratio Rank
EPI Martin Ratio Rank: 22
Martin Ratio Rank
IVLU
IVLU Risk / Return Rank: 7373
Overall Rank
IVLU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7777
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7676
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6767
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6969
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. IVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and iShares MSCI International Value Factor ETF (IVLU). 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.

EPIIVLUDifference
Sharpe ratioReturn per unit of total volatility
-0.69
2.17

-2.86

Sortino ratioReturn per unit of downside risk
-0.90
2.98

-3.88

Omega ratioGain probability vs. loss probability

0.90

1.39

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.61

2.90

-3.51

Martin ratioReturn relative to average drawdown

-1.44

11.01

-12.45

EPI vs. IVLU - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.69, which is lower than the IVLU Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of EPI and IVLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EPI vs. IVLU - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than IVLU's maximum drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for EPI and IVLU.

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Drawdown Indicators

EPIIVLUDifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-41.85%

-24.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.88%

-11.69%

-5.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.89%

-15.48%

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-26.04%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-41.85%

-8.44%

Current Drawdown

Current decline from peak

-17.00%

-0.53%

-16.47%

Average Drawdown

Average peak-to-trough decline

-18.65%

-8.57%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

3.09%

+4.08%

Volatility

EPI vs. IVLU - Volatility Comparison

The current volatility for WisdomTree India Earnings Fund (EPI) is 4.09%, while iShares MSCI International Value Factor ETF (IVLU) has a volatility of 5.44%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPIIVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.44%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

12.85%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

15.65%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

16.58%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

17.66%

+2.69%

EPI vs. IVLU - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than IVLU's 0.30% expense ratio.

Dividends

EPI vs. IVLU - Dividend Comparison

EPI has not paid dividends to shareholders, while IVLU's dividend yield for the trailing twelve months is around 3.28%.

PositionTTM20252024202320222021202020192018201720162015
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%
IVLU
iShares MSCI International Value Factor ETF		3.28%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions

EPI and IVLU have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (5.44%) compared to EPI (4.09%). In terms of maximum drawdown, EPI dropped -66.21% vs IVLU's -41.85%.

On 10-year performance, IVLU leads with 11.63% vs 9.31% for EPI. On fees, IVLU is cheaper at 0.30% per year. On volatility, EPI has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVLU has performed better with a 11.63% return vs 9.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVLU is cheaper with a 0.30% expense ratio, compared with 0.84% for EPI.

IVLU has the higher dividend yield at 3.28%, compared with 0.00% for EPI.

EPI is categorized as Emerging Markets Equities, while IVLU is Foreign Large Cap Equities. EPI tracks WisdomTree India Earnings Index, while IVLU tracks MSCI World ex USA Enhanced Value Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.84% for EPI and 0.30% for IVLU.

IVLU currently has the higher Sharpe Ratio (2.17 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.

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