EPI vs. TJUN

Last updated Jun 24, 2026

EPI (WisdomTree India Earnings Fund) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EPI is a Emerging Markets Equities fund tracking the WisdomTree India Earnings Index, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, EPI returned -7.64% vs 13.53% for TJUN. At a 0.50 correlation, their price movements are largely independent. EPI charges 0.84%/yr vs 0.95%/yr for TJUN.

Performance

EPI vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPI achieves a -7.84% return, which is significantly lower than TJUN's 1.65% return.

EPI

• 1D: -1.80%
• 1M: 0.68%
• YTD: -7.84%
• 6M: -8.06%
• 1Y: -7.64%
• 3Y*: 7.99%
• 5Y*: 6.29%
• 10Y*: 9.68%

TJUN

• 1D: -3.88%
• 1M: -3.12%
• YTD: 1.65%
• 6M: 2.01%
• 1Y: 13.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPI vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
EPI WisdomTree India Earnings Fund	-7.84%	0.89%
TJUN FT Vest Emerging Markets Buffer ETF - June	1.65%	11.79%

Correlation

The correlation between EPI and TJUN is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.50

Return for Risk

EPI vs. TJUN — Risk / Return Rank

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

EPI

EPI Risk / Return Rank: 5
EPI Sharpe Ratio Rank: 5
EPI Sortino Ratio Rank: 4
EPI Omega Ratio Rank: 5
EPI Calmar Ratio Rank: 5
EPI Martin Ratio Rank: 4

TJUN

TJUN Risk / Return Rank: 62
TJUN Sharpe Ratio Rank: 52
TJUN Sortino Ratio Rank: 48
TJUN Omega Ratio Rank: 69
TJUN Calmar Ratio Rank: 67
TJUN Martin Ratio Rank: 76

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. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and FT Vest Emerging Markets Buffer ETF - June (TJUN). 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.

	EPI	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	-0.50	1.63	-2.14
Sortino ratio: Return per unit of downside risk	-0.63	2.16	-2.79
Omega ratio: Gain probability vs. loss probability	0.93	1.37	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.45	3.04	-3.50
Martin ratio: Return relative to average drawdown	-1.05	13.10	-14.15

EPI vs. TJUN - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.50, which is lower than the TJUN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of EPI and TJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EPI vs. TJUN - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EPI and TJUN.

Drawdown Indicators

	EPI	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-4.47%	-61.74%
Max Drawdown (1Y) Largest decline over 1 year	-16.88%	-4.47%	-12.41%
Max Drawdown (3Y) Largest decline over 3 years	-21.89%	—	—
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	-15.84%	-3.88%	-11.96%
Average Drawdown Average peak-to-trough decline	-18.64%	-0.58%	-18.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.33%	1.04%	+6.29%

Volatility

EPI vs. TJUN - Volatility Comparison

WisdomTree India Earnings Fund (EPI) has a higher volatility of 4.49% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.01%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPI	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	4.01%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	13.15%	6.42%	+6.73%
Volatility (1Y) Calculated over the trailing 1-year period	15.21%	8.33%	+6.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	8.33%	+7.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	8.33%	+11.97%

EPI vs. TJUN - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

EPI vs. TJUN - Dividend Comparison

Neither EPI nor TJUN has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPI and TJUN in my portfolio?

EPI and TJUN have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPI or TJUN?

EPI has higher volatility (4.49%) compared to TJUN (4.01%). In terms of maximum drawdown, EPI dropped -66.21% vs TJUN's -4.47%.

Which ETF is better, EPI or TJUN?

On 1-year performance, TJUN leads with 13.53% vs -7.64% for EPI. On fees, EPI is cheaper at 0.84% per year. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPI or TJUN?

Over the 1-year period, TJUN has performed better with a 13.53% return vs -7.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPI or TJUN?

EPI is cheaper with a 0.84% expense ratio, compared with 0.95% for TJUN.

Which ETF pays a higher dividend yield, EPI or TJUN?

EPI and TJUN have nearly identical dividend yields, around 0.00%.

What is the main difference between EPI and TJUN?

EPI is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.84% for EPI and 0.95% for TJUN.

Which has better risk-adjusted returns?

TJUN currently has the higher Sharpe Ratio (1.63 vs -0.50), 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.