EPI vs. VTWAX

Last updated Jun 13, 2026

EPI (WisdomTree India Earnings Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both funds - EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index, while VTWAX is a Global Equities fund tracking the FTSE Global All Cap Index. Both are passively managed. Over the past 5 years, EPI returned 5.53%/yr vs 10.51%/yr for VTWAX. A 0.57 correlation means they provide meaningful diversification when combined. EPI charges 0.84%/yr vs 0.09%/yr for VTWAX.

Performance

EPI vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Earnings Fund (EPI) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPI achieves a -9.12% return, which is significantly lower than VTWAX's 10.38% return.

EPI

• 1D: 0.65%
• 1M: -0.33%
• YTD: -9.12%
• 6M: -6.55%
• 1Y: -10.30%
• 3Y*: 7.36%
• 5Y*: 5.53%
• 10Y*: 9.31%

VTWAX

• 1D: 2.34%
• 1M: -0.02%
• YTD: 10.38%
• 6M: 11.15%
• 1Y: 25.06%
• 3Y*: 19.75%
• 5Y*: 10.51%
• 10Y*: —

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

EPI vs. VTWAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EPI WisdomTree India Earnings Fund	-9.12%	2.25%	10.70%	26.03%	-4.74%	26.41%	18.55%	5.49%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	10.38%	22.43%	16.43%	21.85%	-18.02%	18.17%	16.67%	17.53%

Correlation

The correlation between EPI and VTWAX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019	0.57

The correlation between EPI and VTWAX has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

EPI vs. VTWAX - Sectors Allocation Comparison

Sectors	EPI	VTWAX
Financial Services	23.4%	15.9%
Energy	17.3%	4.3%
Basic Materials	13.5%	4.2%
Industrials	9.7%	12.0%
Utilities	8.4%	2.7%
Technology	8.3%	27.8%
Consumer Cyclical	7.5%	9.5%
Healthcare	5.5%	8.1%
Consumer Defensive	3.5%	4.8%
Communication Services	2.0%	8.3%
Real Estate	0.9%	2.4%

Return for Risk

EPI vs. VTWAX — Risk / Return Rank

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

EPI

EPI Risk / Return Rank: 4
EPI Sharpe Ratio Rank: 4
EPI Sortino Ratio Rank: 4
EPI Omega Ratio Rank: 4
EPI Calmar Ratio Rank: 5
EPI Martin Ratio Rank: 2

VTWAX

VTWAX Risk / Return Rank: 72
VTWAX Sharpe Ratio Rank: 72
VTWAX Sortino Ratio Rank: 68
VTWAX Omega Ratio Rank: 69
VTWAX Calmar Ratio Rank: 71
VTWAX Martin Ratio Rank: 79

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. VTWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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	VTWAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	1.97	-2.65
Sortino ratio: Return per unit of downside risk	-0.90	2.69	-3.59
Omega ratio: Gain probability vs. loss probability	0.90	1.36	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.61	2.66	-3.27
Martin ratio: Return relative to average drawdown	-1.44	11.61	-13.05

EPI vs. VTWAX - Sharpe Ratio Comparison

The current EPI Sharpe Ratio is -0.69, which is lower than the VTWAX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of EPI and VTWAX, 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. VTWAX - Drawdown Comparison

The maximum EPI drawdown since its inception was -66.21%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for EPI and VTWAX.

Drawdown Indicators

	EPI	VTWAX	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-34.20%	-32.01%
Max Drawdown (1Y) Largest decline over 1 year	-16.88%	-9.64%	-7.24%
Max Drawdown (3Y) Largest decline over 3 years	-21.89%	-16.43%	-5.46%
Max Drawdown (5Y) Largest decline over 5 years	-21.89%	-26.40%	+4.51%
Max Drawdown (10Y) Largest decline over 10 years	-50.29%	—	—
Current Drawdown Current decline from peak	-17.00%	-2.45%	-14.55%
Average Drawdown Average peak-to-trough decline	-18.65%	-5.29%	-13.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.17%	2.21%	+4.96%

Volatility

EPI vs. VTWAX - Volatility Comparison

The current volatility for WisdomTree India Earnings Fund (EPI) is 4.09%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 5.19%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPI	VTWAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	5.19%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	12.88%	10.71%	+2.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	13.07%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	15.82%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.35%	18.23%	+2.12%

EPI vs. VTWAX - Expense Ratio Comparison

EPI has a 0.84% expense ratio, which is higher than VTWAX's 0.09% expense ratio.

Dividends

EPI vs. VTWAX - Dividend Comparison

EPI has not paid dividends to shareholders, while VTWAX's dividend yield for the trailing twelve months is around 1.59%.

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%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	1.59%	1.80%	1.92%	2.06%	2.17%	1.79%	1.64%	2.28%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPI and VTWAX in my portfolio?

EPI and VTWAX have a correlation of 0.53, 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 VTWAX?

VTWAX has higher volatility (5.19%) compared to EPI (4.09%). In terms of maximum drawdown, EPI dropped -66.21% vs VTWAX's -34.20%.

Which has better risk-adjusted returns?

VTWAX currently has the higher Sharpe Ratio (1.97 vs -0.69), 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.