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

Correlation

The correlation between EPI and SMIN is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

EPI vs. SMIN - Performance Comparison

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

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
154.74%
228.53%
EPI
SMIN

Key characteristics

Sharpe Ratio

EPI:

0.05

SMIN:

0.16

Sortino Ratio

EPI:

0.16

SMIN:

0.34

Omega Ratio

EPI:

1.02

SMIN:

1.04

Calmar Ratio

EPI:

0.04

SMIN:

0.13

Martin Ratio

EPI:

0.09

SMIN:

0.35

Ulcer Index

EPI:

8.62%

SMIN:

8.94%

Daily Std Dev

EPI:

16.15%

SMIN:

19.71%

Max Drawdown

EPI:

-66.21%

SMIN:

-60.50%

Current Drawdown

EPI:

-13.37%

SMIN:

-15.16%

Returns By Period

In the year-to-date period, EPI achieves a -3.00% return, which is significantly higher than SMIN's -9.47% return. Both investments have delivered pretty close results over the past 10 years, with EPI having a 8.12% annualized return and SMIN not far ahead at 8.34%.


EPI

YTD

-3.00%

1M

9.56%

6M

-11.75%

1Y

0.33%

5Y*

26.34%

10Y*

8.12%

SMIN

YTD

-9.47%

1M

12.46%

6M

-13.59%

1Y

2.31%

5Y*

28.52%

10Y*

8.34%

*Annualized

Compare stocks, funds, or ETFs

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


EPI vs. SMIN - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than SMIN's 0.76% expense ratio.


EPI
WisdomTree India Earnings Fund
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 SMIN: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMIN: 0.76%

Risk-Adjusted Performance

EPI vs. SMIN — 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 2121
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 2020
Martin Ratio Rank

SMIN
The Risk-Adjusted Performance Rank of SMIN is 2626
Overall Rank
The Sharpe Ratio Rank of SMIN is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SMIN is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SMIN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SMIN is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SMIN is 2424
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. SMIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and iShares MSCI India Small-Cap ETF (SMIN). 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.


Sharpe ratio
The chart of Sharpe ratio for EPI, currently valued at 0.05, compared to the broader market0.002.004.00
EPI: 0.05
SMIN: 0.16
The chart of Sortino ratio for EPI, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.0012.00
EPI: 0.16
SMIN: 0.34
The chart of Omega ratio for EPI, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
EPI: 1.02
SMIN: 1.04
The chart of Calmar ratio for EPI, currently valued at 0.04, compared to the broader market0.005.0010.0015.00
EPI: 0.04
SMIN: 0.13
The chart of Martin ratio for EPI, currently valued at 0.09, compared to the broader market0.0020.0040.0060.0080.00100.00
EPI: 0.09
SMIN: 0.35

The current EPI Sharpe Ratio is 0.05, which is lower than the SMIN Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of EPI and SMIN, 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
0.05
0.16
EPI
SMIN

Dividends

EPI vs. SMIN - Dividend Comparison

EPI's dividend yield for the trailing twelve months is around 0.27%, less than SMIN's 12.63% 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%
SMIN
iShares MSCI India Small-Cap ETF
12.63%11.43%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%

Drawdowns

EPI vs. SMIN - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than SMIN's maximum drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for EPI and SMIN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.37%
-15.16%
EPI
SMIN

Volatility

EPI vs. SMIN - Volatility Comparison

The current volatility for WisdomTree India Earnings Fund (EPI) is 4.72%, while iShares MSCI India Small-Cap ETF (SMIN) has a volatility of 7.44%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than SMIN 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
4.72%
7.44%
EPI
SMIN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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