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EWP vs. EPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWP and EPI is 0.55, 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.


-0.50.00.51.00.5

Performance

EWP vs. EPI - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
12.56%
123.13%
EWP
EPI

Key characteristics

Sharpe Ratio

EWP:

0.42

EPI:

1.02

Sortino Ratio

EWP:

0.66

EPI:

1.35

Omega Ratio

EWP:

1.08

EPI:

1.21

Calmar Ratio

EWP:

0.45

EPI:

1.60

Martin Ratio

EWP:

1.64

EPI:

4.50

Ulcer Index

EWP:

4.24%

EPI:

3.71%

Daily Std Dev

EWP:

16.53%

EPI:

16.39%

Max Drawdown

EWP:

-61.19%

EPI:

-66.21%

Current Drawdown

EWP:

-11.38%

EPI:

-9.25%

Returns By Period

In the year-to-date period, EWP achieves a 4.75% return, which is significantly lower than EPI's 12.49% return. Over the past 10 years, EWP has underperformed EPI with an annualized return of 1.84%, while EPI has yielded a comparatively higher 9.35% annualized return.


EWP

YTD

4.75%

1M

-3.82%

6M

0.72%

1Y

5.30%

5Y*

4.57%

10Y*

1.84%

EPI

YTD

12.49%

1M

-0.09%

6M

-2.95%

1Y

14.16%

5Y*

15.12%

10Y*

9.35%

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EWP vs. EPI - Expense Ratio Comparison

EWP has a 0.50% expense ratio, which is lower than EPI's 0.84% expense ratio.


EPI
WisdomTree India Earnings Fund
Expense ratio chart for EPI: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for EWP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

EWP vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) 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.


Sharpe ratio
The chart of Sharpe ratio for EWP, currently valued at 0.42, compared to the broader market0.002.004.000.421.02
The chart of Sortino ratio for EWP, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.661.35
The chart of Omega ratio for EWP, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.21
The chart of Calmar ratio for EWP, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.551.60
The chart of Martin ratio for EWP, currently valued at 1.64, compared to the broader market0.0020.0040.0060.0080.00100.001.644.50
EWP
EPI

The current EWP Sharpe Ratio is 0.42, which is lower than the EPI Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of EWP and EPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.42
1.02
EWP
EPI

Dividends

EWP vs. EPI - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 4.39%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EWP
iShares MSCI Spain ETF
4.39%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%4.72%2.84%
EPI
WisdomTree India Earnings Fund
0.00%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.04%1.20%1.02%0.75%

Drawdowns

EWP vs. EPI - Drawdown Comparison

The maximum EWP drawdown since its inception was -61.19%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EWP and EPI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.38%
-9.25%
EWP
EPI

Volatility

EWP vs. EPI - Volatility Comparison

iShares MSCI Spain ETF (EWP) has a higher volatility of 4.65% compared to WisdomTree India Earnings Fund (EPI) at 3.88%. This indicates that EWP's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.65%
3.88%
EWP
EPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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