PortfoliosLab logoPortfoliosLab logo
EPI vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPI vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EPI vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPI
WisdomTree India Earnings Fund
-11.86%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%

Returns By Period

In the year-to-date period, EPI achieves a -11.86% return, which is significantly lower than VPL's 8.11% return. Both investments have delivered pretty close results over the past 10 years, with EPI having a 9.11% annualized return and VPL not far ahead at 9.19%.


EPI

1D
3.06%
1M
-10.01%
YTD
-11.86%
6M
-7.69%
1Y
-6.66%
3Y*
9.12%
5Y*
6.72%
10Y*
9.11%

VPL

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VPL - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than VPL's 0.08% expense ratio.


Return for Risk

EPI vs. VPL — Risk / Return Rank

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

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 66
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
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. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Vanguard FTSE Pacific ETF (VPL). 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.


EPIVPLDifference

Sharpe ratio

Return per unit of total volatility

-0.41

1.95

-2.36

Sortino ratio

Return per unit of downside risk

-0.48

2.58

-3.06

Omega ratio

Gain probability vs. loss probability

0.94

1.38

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.37

2.91

-3.28

Martin ratio

Return relative to average drawdown

-1.15

11.94

-13.09

EPI vs. VPL - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.41, which is lower than the VPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EPI and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EPIVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

1.95

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.41

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.54

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.30

-0.17

Correlation

The correlation between EPI and VPL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EPI vs. VPL - Dividend Comparison

EPI has not paid dividends to shareholders, while VPL's dividend yield for the trailing twelve months is around 3.28%.


TTM20252024202320222021202020192018201720162015
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%
VPL
Vanguard FTSE Pacific ETF
3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

EPI vs. VPL - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for EPI and VPL.


Loading graphics...

Drawdown Indicators


EPIVPLDifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-55.49%

-10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.88%

-13.33%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-31.09%

+9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-33.90%

-16.39%

Current Drawdown

Current decline from peak

-19.51%

-10.28%

-9.23%

Average Drawdown

Average peak-to-trough decline

-18.68%

-11.71%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

3.25%

+2.12%

Volatility

EPI vs. VPL - Volatility Comparison

The current volatility for WisdomTree India Earnings Fund (EPI) is 7.00%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EPIVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

10.59%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

14.73%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

20.49%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

16.81%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

17.10%

+3.28%