EPI vs. PIN
Compare and contrast key facts about WisdomTree India Earnings Fund (EPI) and Invesco India ETF (PIN).
EPI and PIN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. PIN is a passively managed fund by Invesco that tracks the performance of the FTSE India Quality and Yield Select Net Tax (US RIC) Index. It was launched on Mar 5, 2008. Both EPI and PIN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPI or PIN.
Performance
EPI vs. PIN - Performance Comparison
Returns By Period
In the year-to-date period, EPI achieves a 11.00% return, which is significantly higher than PIN's 8.91% return. Over the past 10 years, EPI has outperformed PIN with an annualized return of 8.60%, while PIN has yielded a comparatively lower 7.58% annualized return.
EPI
11.00%
-6.57%
-0.31%
21.20%
15.56%
8.60%
PIN
8.91%
-7.04%
0.94%
19.48%
12.63%
7.58%
Key characteristics
| EPI | PIN | |
|---|---|---|
| Sharpe Ratio | 1.29 | 1.29 |
| Sortino Ratio | 1.64 | 1.72 |
| Omega Ratio | 1.26 | 1.25 |
| Calmar Ratio | 2.04 | 1.87 |
| Martin Ratio | 7.32 | 6.96 |
| Ulcer Index | 2.92% | 2.79% |
| Daily Std Dev | 16.50% | 15.04% |
| Max Drawdown | -66.21% | -64.54% |
| Current Drawdown | -10.45% | -10.38% |
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EPI vs. PIN - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than PIN's 0.78% expense ratio.
Correlation
The correlation between EPI and PIN is 0.96, 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.
Risk-Adjusted Performance
EPI vs. PIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Invesco India ETF (PIN). 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.
Dividends
EPI vs. PIN - Dividend Comparison
EPI has not paid dividends to shareholders, while PIN's dividend yield for the trailing twelve months is around 1.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
PIN Invesco India ETF | 1.53% | 2.08% | 14.07% | 6.95% | 0.72% | 27.85% | 0.96% | 1.01% | 1.18% | 0.60% | 0.99% | 0.48% |
Drawdowns
EPI vs. PIN - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, roughly equal to the maximum PIN drawdown of -64.54%. Use the drawdown chart below to compare losses from any high point for EPI and PIN. For additional features, visit the drawdowns tool.
Volatility
EPI vs. PIN - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 3.87% compared to Invesco India ETF (PIN) at 3.47%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than PIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.