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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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.87%
-10.34%
EWP
EPI

Key characteristics

Sharpe Ratio

EWP:

0.79

EPI:

0.42

Sortino Ratio

EWP:

1.14

EPI:

0.63

Omega Ratio

EWP:

1.15

EPI:

1.10

Calmar Ratio

EWP:

0.83

EPI:

0.48

Martin Ratio

EWP:

2.76

EPI:

1.47

Ulcer Index

EWP:

4.66%

EPI:

4.77%

Daily Std Dev

EWP:

16.17%

EPI:

16.48%

Max Drawdown

EWP:

-61.19%

EPI:

-66.21%

Current Drawdown

EWP:

-8.53%

EPI:

-13.13%

Returns By Period

In the year-to-date period, EWP achieves a 2.29% return, which is significantly higher than EPI's -2.74% return. Over the past 10 years, EWP has underperformed EPI with an annualized return of 3.02%, while EPI has yielded a comparatively higher 7.84% annualized return.


EWP

YTD

2.29%

1M

3.22%

6M

-0.88%

1Y

12.49%

5Y*

5.47%

10Y*

3.02%

EPI

YTD

-2.74%

1M

-4.28%

6M

-10.35%

1Y

5.11%

5Y*

14.03%

10Y*

7.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 Rank

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

EWP
The Risk-Adjusted Performance Rank of EWP is 3030
Overall Rank
The Sharpe Ratio Rank of EWP is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of EWP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EWP is 2828
Omega Ratio Rank
The Calmar Ratio Rank of EWP is 3737
Calmar Ratio Rank
The Martin Ratio Rank of EWP is 3030
Martin Ratio Rank

EPI
The Risk-Adjusted Performance Rank of EPI is 1818
Overall Rank
The Sharpe Ratio Rank of EPI is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 1717
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.79, compared to the broader market0.002.004.000.790.42
The chart of Sortino ratio for EWP, currently valued at 1.14, compared to the broader market0.005.0010.001.140.63
The chart of Omega ratio for EWP, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.10
The chart of Calmar ratio for EWP, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.001.010.48
The chart of Martin ratio for EWP, currently valued at 2.76, compared to the broader market0.0020.0040.0060.0080.00100.002.761.47
EWP
EPI

The current EWP Sharpe Ratio is 0.79, which is higher than the EPI Sharpe Ratio of 0.42. 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.79
0.42
EWP
EPI

Dividends

EWP vs. EPI - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 4.26%, more than EPI's 0.27% yield.


TTM20242023202220212020201920182017201620152014
EWP
iShares MSCI Spain ETF
4.26%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%4.72%
EPI
WisdomTree India Earnings Fund
0.27%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.04%1.20%1.02%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.53%
-13.13%
EWP
EPI

Volatility

EWP vs. EPI - Volatility Comparison

iShares MSCI Spain ETF (EWP) and WisdomTree India Earnings Fund (EPI) have volatilities of 4.25% and 4.47%, 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.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.25%
4.47%
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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