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

Key characteristics


EWPEPI
YTD Return14.05%14.20%
1Y Return27.35%27.78%
3Y Return (Ann)10.01%9.44%
5Y Return (Ann)6.93%15.65%
10Y Return (Ann)2.91%8.84%
Sharpe Ratio1.801.76
Sortino Ratio2.442.15
Omega Ratio1.311.35
Calmar Ratio1.403.66
Martin Ratio9.1011.69
Ulcer Index3.09%2.46%
Daily Std Dev15.68%16.39%
Max Drawdown-61.19%-66.21%
Current Drawdown-3.51%-7.87%

Correlation

-0.50.00.51.00.5

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.

Performance

EWP vs. EPI - Performance Comparison

The year-to-date returns for both investments are quite close, with EWP having a 14.05% return and EPI slightly higher at 14.20%. Over the past 10 years, EWP has underperformed EPI with an annualized return of 2.91%, while EPI has yielded a comparatively higher 8.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.73%
3.99%
EWP
EPI

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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.


EWP
Sharpe ratio
The chart of Sharpe ratio for EWP, currently valued at 1.80, compared to the broader market0.002.004.006.001.80
Sortino ratio
The chart of Sortino ratio for EWP, currently valued at 2.44, compared to the broader market0.005.0010.002.44
Omega ratio
The chart of Omega ratio for EWP, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for EWP, currently valued at 1.60, compared to the broader market0.005.0010.0015.0020.001.60
Martin ratio
The chart of Martin ratio for EWP, currently valued at 9.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.10
EPI
Sharpe ratio
The chart of Sharpe ratio for EPI, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Sortino ratio
The chart of Sortino ratio for EPI, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for EPI, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for EPI, currently valued at 3.66, compared to the broader market0.005.0010.0015.0020.003.66
Martin ratio
The chart of Martin ratio for EPI, currently valued at 11.69, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.69

EWP vs. EPI - Sharpe Ratio Comparison

The current EWP Sharpe Ratio is 1.80, which is comparable to the EPI Sharpe Ratio of 1.76. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.80
1.76
EWP
EPI

Dividends

EWP vs. EPI - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 2.93%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EWP
iShares MSCI Spain ETF
2.93%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%1.05%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.51%
-7.87%
EWP
EPI

Volatility

EWP vs. EPI - Volatility Comparison

The current volatility for iShares MSCI Spain ETF (EWP) is 3.51%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.42%. This indicates that EWP experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
3.51%
4.42%
EWP
EPI