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EPS vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. EPI

Last updated Jun 25, 2026

EPS (WisdomTree U.S. LargeCap Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while EPI is a Emerging Markets Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 10 years, EPS returned 14.94%/yr vs 9.80%/yr for EPI. A 0.57 correlation means they provide meaningful diversification when combined. EPS charges 0.08%/yr vs 0.84%/yr for EPI.

Performance

EPS vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPS achieves a 8.75% return, which is significantly higher than EPI's -6.85% return. Over the past 10 years, EPS has outperformed EPI with an annualized return of 14.94%, while EPI has yielded a comparatively lower 9.80% annualized return.

EPS

1D
-0.17%
1M
-1.33%
YTD
8.75%
6M
7.52%
1Y
23.46%
3Y*
20.60%
5Y*
12.55%
10Y*
14.94%

EPI

1D
1.08%
1M
1.77%
YTD
-6.85%
6M
-6.18%
1Y
-7.47%
3Y*
8.38%
5Y*
6.51%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. EPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund		8.75%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%22.73%
EPI
WisdomTree India Earnings Fund		-6.85%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Correlation

The correlation between EPS and EPI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.45

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

0.51

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

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2008

0.57

The correlation between EPS and EPI shifts across timeframes, from 0.45 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

EPS vs. EPI - Sectors Allocation Comparison

Sectors
EPS
EPI

Technology

36.2%
8.3%

Financial Services

14.4%
23.2%

Communication Services

12.8%
2.0%

Consumer Cyclical

10.6%
7.6%

Healthcare

9.2%
5.8%

Industrials

5.1%
9.9%

Consumer Defensive

3.9%
3.5%

Energy

3.9%
16.4%

Utilities

1.9%
8.3%

Basic Materials

1.3%
14.2%

Real Estate

0.8%
0.9%

Technology

EPS
36.2%
EPI
8.3%

Financial Services

EPS
14.4%
EPI
23.2%

Communication Services

EPS
12.8%
EPI
2.0%

Consumer Cyclical

EPS
10.6%
EPI
7.6%

Healthcare

EPS
9.2%
EPI
5.8%

Industrials

EPS
5.1%
EPI
9.9%

Consumer Defensive

EPS
3.9%
EPI
3.5%

Energy

EPS
3.9%
EPI
16.4%

Utilities

EPS
1.9%
EPI
8.3%

Basic Materials

EPS
1.3%
EPI
14.2%

Real Estate

EPS
0.8%
EPI
0.9%

Compare stocks, funds, or ETFs

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WisdomTree U.S. LargeCap Fund

WisdomTree India Earnings Fund

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX
Often compared with EPI:
EPI vs. INDAEPI vs. FLINEPI vs. INDYEPI vs. SMINEPI vs. NFTYEPI vs. GLINEPI vs. INCO

Return for Risk

EPS vs. EPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPS
EPS Risk / Return Rank: 6868
Overall Rank
EPS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 6666
Sortino Ratio Rank
EPS Omega Ratio Rank: 6767
Omega Ratio Rank
EPS Calmar Ratio Rank: 6464
Calmar Ratio Rank
EPS Martin Ratio Rank: 7575
Martin Ratio Rank
EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 55
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 55
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
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.

EPS vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree India Earnings Fund (EPI). 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.

EPSEPIDifference
Sharpe ratioReturn per unit of total volatility
1.98
-0.49

+2.47

Sortino ratioReturn per unit of downside risk
2.69
-0.61

+3.31

Omega ratioGain probability vs. loss probability

1.36

0.93

+0.43

Calmar ratioReturn relative to maximum drawdown

2.81

-0.44

+3.25

Martin ratioReturn relative to average drawdown

12.53

-1.02

+13.54

EPS vs. EPI - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.98, which is higher than the EPI Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of EPS and EPI, 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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Drawdowns

EPS vs. EPI - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EPS and EPI.

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Drawdown Indicators

EPSEPIDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-66.21%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-16.88%

+8.49%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-21.89%

+4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-21.89%

-1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-50.29%

+14.50%

Current Drawdown

Current decline from peak

-3.18%

-14.93%

+11.75%

Average Drawdown

Average peak-to-trough decline

-7.64%

-18.64%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

7.35%

-5.47%

Volatility

EPS vs. EPI - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree India Earnings Fund (EPI) have volatilities of 4.66% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPSEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.57%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

13.09%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

15.24%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

16.26%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

20.30%

-2.64%

EPS vs. EPI - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than EPI's 0.84% expense ratio.

Dividends

EPS vs. EPI - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.17%, while EPI has not 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%
EPS
WisdomTree U.S. LargeCap Fund		1.17%1.26%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%

Frequently Asked Questions

EPS and EPI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPS has higher volatility (4.66%) compared to EPI (4.57%). In terms of maximum drawdown, EPS dropped -54.43% vs EPI's -66.21%.

On 10-year performance, EPS leads with 14.94% vs 9.80% for EPI. On fees, EPS is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPS has performed better with a 14.94% return vs 9.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPS is cheaper with a 0.08% expense ratio, compared with 0.84% for EPI.

EPS has the higher dividend yield at 1.17%, compared with 0.00% for EPI.

EPS is categorized as Large Cap Growth Equities, while EPI is Emerging Markets Equities. EPS tracks WisdomTree U.S. Large Cap Index, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.08% for EPS and 0.84% for EPI.

EPS currently has the higher Sharpe Ratio (1.98 vs -0.49), 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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