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

Correlation

The correlation between EPI and NFTY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

EPI vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%170.00%180.00%NovemberDecember2025FebruaryMarchApril
158.81%
144.01%
EPI
NFTY

Key characteristics

Sharpe Ratio

EPI:

0.04

NFTY:

0.12

Sortino Ratio

EPI:

0.17

NFTY:

0.29

Omega Ratio

EPI:

1.02

NFTY:

1.04

Calmar Ratio

EPI:

0.04

NFTY:

0.10

Martin Ratio

EPI:

0.08

NFTY:

0.21

Ulcer Index

EPI:

9.37%

NFTY:

9.78%

Daily Std Dev

EPI:

17.74%

NFTY:

16.85%

Max Drawdown

EPI:

-66.21%

NFTY:

-47.67%

Current Drawdown

EPI:

-11.55%

NFTY:

-11.08%

Returns By Period

In the year-to-date period, EPI achieves a -0.97% return, which is significantly lower than NFTY's 2.59% return. Over the past 10 years, EPI has outperformed NFTY with an annualized return of 9.02%, while NFTY has yielded a comparatively lower 5.69% annualized return.


EPI

YTD

-0.97%

1M

2.75%

6M

-4.00%

1Y

-0.25%

5Y*

23.23%

10Y*

9.02%

NFTY

YTD

2.59%

1M

3.44%

6M

-2.87%

1Y

1.48%

5Y*

21.09%

10Y*

5.69%

*Annualized

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EPI vs. NFTY - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than NFTY's 0.80% 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 NFTY: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NFTY: 0.80%

Risk-Adjusted Performance

EPI vs. NFTY — 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

NFTY
The Risk-Adjusted Performance Rank of NFTY is 2626
Overall Rank
The Sharpe Ratio Rank of NFTY is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of NFTY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NFTY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of NFTY is 2828
Calmar Ratio Rank
The Martin Ratio Rank of NFTY is 2323
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. NFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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
NFTY: 0.12
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
NFTY: 0.29
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
NFTY: 1.04
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
NFTY: 0.10
The chart of Martin ratio for EPI, currently valued at 0.08, compared to the broader market0.0020.0040.0060.00
EPI: 0.08
NFTY: 0.21

The current EPI Sharpe Ratio is 0.04, which is lower than the NFTY Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of EPI and NFTY, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.04
0.12
EPI
NFTY

Dividends

EPI vs. NFTY - Dividend Comparison

EPI's dividend yield for the trailing twelve months is around 0.27%, less than NFTY's 1.43% 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%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.43%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.40%0.52%

Drawdowns

EPI vs. NFTY - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than NFTY's maximum drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for EPI and NFTY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-11.55%
-11.08%
EPI
NFTY

Volatility

EPI vs. NFTY - Volatility Comparison

WisdomTree India Earnings Fund (EPI) has a higher volatility of 8.03% compared to First Trust India NIFTY 50 Equal Weight ETF (NFTY) at 7.05%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than NFTY 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%
7.05%
EPI
NFTY