EPI vs. USFR
EPI (WisdomTree India Earnings Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, EPI returned 8.98%/yr vs 2.47%/yr for USFR. At a 0.00 correlation, their price movements are largely independent. EPI charges 0.84%/yr vs 0.15%/yr for USFR.
Performance
EPI vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, EPI achieves a -10.02% return, which is significantly lower than USFR's 1.60% return. Over the past 10 years, EPI has outperformed USFR with an annualized return of 8.98%, while USFR has yielded a comparatively lower 2.47% annualized return.
EPI
- 1D
- -1.40%
- 1M
- -2.71%
- YTD
- -10.02%
- 6M
- -8.12%
- 1Y
- -9.55%
- 3Y*
- 7.59%
- 5Y*
- 5.37%
- 10Y*
- 8.98%
USFR
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.60%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.76%
- 5Y*
- 3.66%
- 10Y*
- 2.47%
EPI vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | -10.02% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between EPI and USFR is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014 | 0.00 |
The correlation between EPI and USFR shifts across timeframes, from -0.07 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EPI vs. USFR — Risk / Return Rank
EPI
USFR
EPI vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
| EPI | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.76 | ||
| Sortino ratioReturn per unit of downside risk | -51.48 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 13.43 | -12.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 203.42 | -203.99 |
| Martin ratioReturn relative to average drawdown | -1.39 | 787.84 | -789.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPI | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 15.11 | -15.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 9.26 | -8.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 3.07 | -2.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.60 | -1.47 |
Drawdowns
EPI vs. USFR - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for EPI and USFR.
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Drawdown Indicators
| EPI | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -1.36% | -64.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -0.02% | -16.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.89% | -0.06% | -21.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -0.18% | -21.71% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -0.80% | -49.49% |
Current DrawdownCurrent decline from peak | -17.83% | 0.00% | -17.83% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -0.16% | -18.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 0.01% | +6.86% |
Volatility
EPI vs. USFR - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 4.86% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPI | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 0.06% | +4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 0.18% | +12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 0.27% | +14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 0.40% | +15.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 0.81% | +19.54% |
EPI vs. USFR - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
EPI vs. USFR - Dividend Comparison
EPI has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.91%.
| 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% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
Frequently Asked Questions
EPI and USFR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.86%) compared to USFR (0.06%). In terms of maximum drawdown, EPI dropped -66.21% vs USFR's -1.36%.
On 10-year performance, EPI leads with 8.98% vs 2.47% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EPI has performed better with a 8.98% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USFR is cheaper with a 0.15% expense ratio, compared with 0.84% for EPI.
USFR has the higher dividend yield at 3.91%, compared with 0.00% for EPI.
EPI is categorized as Asia Pacific Equities, while USFR is Government Bonds. EPI tracks WisdomTree India Earnings Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.84% for EPI and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs -0.64), 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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