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EZM vs. EPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZM vs. EPI - Performance Comparison

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

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EZM vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EZM
WisdomTree U.S. MidCap Fund
1.24%8.42%10.29%19.69%-12.22%31.00%5.57%24.48%-12.36%17.37%
EPI
WisdomTree India Earnings Fund
-11.92%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Returns By Period

In the year-to-date period, EZM achieves a 1.24% return, which is significantly higher than EPI's -11.92% return. Over the past 10 years, EZM has outperformed EPI with an annualized return of 10.01%, while EPI has yielded a comparatively lower 9.10% annualized return.


EZM

1D
0.34%
1M
-4.57%
YTD
1.24%
6M
2.76%
1Y
14.58%
3Y*
12.20%
5Y*
7.01%
10Y*
10.01%

EPI

1D
-0.07%
1M
-7.80%
YTD
-11.92%
6M
-8.30%
1Y
-6.28%
3Y*
9.09%
5Y*
6.70%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZM vs. EPI - Expense Ratio Comparison

EZM has a 0.38% expense ratio, which is lower than EPI's 0.84% expense ratio.


Return for Risk

EZM vs. EPI — Risk / Return Rank

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

EZM
EZM Risk / Return Rank: 3737
Overall Rank
EZM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EZM Sortino Ratio Rank: 3838
Sortino Ratio Rank
EZM Omega Ratio Rank: 3737
Omega Ratio Rank
EZM Calmar Ratio Rank: 3636
Calmar Ratio Rank
EZM Martin Ratio Rank: 4141
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: 66
Calmar Ratio Rank
EPI Martin Ratio Rank: 22
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.

EZM vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) 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.


EZMEPIDifference

Sharpe ratio

Return per unit of total volatility

0.70

-0.39

+1.08

Sortino ratio

Return per unit of downside risk

1.15

-0.45

+1.59

Omega ratio

Gain probability vs. loss probability

1.16

0.95

+0.21

Calmar ratio

Return relative to maximum drawdown

1.02

-0.40

+1.42

Martin ratio

Return relative to average drawdown

4.15

-1.24

+5.39

EZM vs. EPI - Sharpe Ratio Comparison

The current EZM Sharpe Ratio is 0.70, which is higher than the EPI Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of EZM 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.


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Sharpe Ratios by Period


EZMEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

-0.39

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.41

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.45

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.13

+0.26

Correlation

The correlation between EZM and EPI is 0.52, 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.


Dividends

EZM vs. EPI - Dividend Comparison

EZM's dividend yield for the trailing twelve months is around 1.38%, while EPI has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EZM
WisdomTree U.S. MidCap Fund
1.38%1.39%1.22%1.25%1.57%1.08%1.67%1.34%1.57%1.14%1.55%1.30%
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%

Drawdowns

EZM vs. EPI - Drawdown Comparison

The maximum EZM drawdown since its inception was -59.58%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EZM and EPI.


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Drawdown Indicators


EZMEPIDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-66.21%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-16.88%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-21.89%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-47.26%

-50.29%

+3.03%

Current Drawdown

Current decline from peak

-5.85%

-19.56%

+13.71%

Average Drawdown

Average peak-to-trough decline

-8.33%

-18.68%

+10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.45%

-1.89%

Volatility

EZM vs. EPI - Volatility Comparison

The current volatility for WisdomTree U.S. MidCap Fund (EZM) is 5.15%, while WisdomTree India Earnings Fund (EPI) has a volatility of 6.84%. This indicates that EZM 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.


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Volatility by Period


EZMEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

6.84%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

11.47%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

16.34%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

16.27%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

20.37%

+1.99%