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EPI vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPI vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and United States Gasoline Fund LP (UGA). 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 -8.75% return, which is significantly lower than UGA's 75.83% return. Over the past 10 years, EPI has underperformed UGA with an annualized return of 9.14%, while UGA has yielded a comparatively higher 14.46% annualized return.


EPI

1D
0.05%
1M
-2.45%
YTD
-8.75%
6M
-7.57%
1Y
-9.24%
3Y*
8.10%
5Y*
5.97%
10Y*
9.14%

UGA

1D
1.74%
1M
-8.95%
YTD
75.83%
6M
64.53%
1Y
82.09%
3Y*
22.29%
5Y*
25.18%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPI vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPI
WisdomTree India Earnings Fund
-8.75%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%
UGA
United States Gasoline Fund LP
75.83%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between EPI and UGA is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.28

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

-0.06

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

0.04

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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2008

0.20

The correlation between EPI and UGA shifts across timeframes, from -0.28 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EPI vs. UGA — Risk / Return Rank

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

EPI
EPI Risk / Return Rank: 33
Overall Rank
EPI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 33
Sortino Ratio Rank
EPI Omega Ratio Rank: 33
Omega Ratio Rank
EPI Calmar Ratio Rank: 44
Calmar Ratio Rank
EPI Martin Ratio Rank: 22
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 7171
Overall Rank
UGA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6161
Omega Ratio Rank
UGA Calmar Ratio Rank: 9191
Calmar Ratio Rank
UGA Martin Ratio Rank: 7474
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and United States Gasoline Fund LP (UGA). 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.


EPIUGADifference

Sharpe ratio

Return per unit of total volatility

-0.62

2.35

-2.97

Sortino ratio

Return per unit of downside risk

-0.81

2.78

-3.59

Omega ratio

Gain probability vs. loss probability

0.91

1.38

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.51

5.82

-6.34

Martin ratio

Return relative to average drawdown

-1.27

14.25

-15.52

EPI vs. UGA - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.62, which is lower than the UGA Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of EPI and UGA, 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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Sharpe Ratios by Period


EPIUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

2.35

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.74

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.39

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.12

+0.02

Drawdowns

EPI vs. UGA - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for EPI and UGA.


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Drawdown Indicators


EPIUGADifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-86.59%

+20.38%

Max Drawdown (1Y)

Largest decline over 1 year

-16.88%

-14.88%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.89%

-26.68%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-38.11%

+16.22%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-75.89%

+25.60%

Current Drawdown

Current decline from peak

-16.66%

-12.18%

-4.48%

Average Drawdown

Average peak-to-trough decline

-18.65%

-36.77%

+18.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

6.08%

+0.75%

Volatility

EPI vs. UGA - Volatility Comparison

The current volatility for WisdomTree India Earnings Fund (EPI) is 4.79%, while United States Gasoline Fund LP (UGA) has a volatility of 12.41%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPIUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

12.41%

-7.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

30.41%

-17.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

35.21%

-20.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

34.38%

-18.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

37.27%

-16.92%

EPI vs. UGA - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

EPI vs. UGA - Dividend Comparison

Neither EPI nor UGA has paid dividends to shareholders.


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%
UGA
United States Gasoline Fund LP
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


EPI and UGA have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (12.41%) compared to EPI (4.79%). In terms of maximum drawdown, EPI dropped -66.21% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.46% vs 9.14% for EPI. On fees, UGA is cheaper at 0.75% per year. On volatility, EPI has been the lower-risk option at 4.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.46% return vs 9.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.84% for EPI.

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

EPI is categorized as Asia Pacific Equities, while UGA is Oil & Gas. EPI tracks WisdomTree India Earnings Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: WisdomTree and Concierge Technologies. Their fees differ too: 0.84% for EPI and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.35 vs -0.62), 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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