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

Key characteristics


FTHIEPI
YTD Return19.72%16.12%
1Y Return25.69%29.30%
3Y Return (Ann)10.57%9.45%
5Y Return (Ann)8.32%16.30%
10Y Return (Ann)7.81%9.06%
Sharpe Ratio3.121.80
Sortino Ratio4.222.20
Omega Ratio1.681.36
Calmar Ratio4.433.76
Martin Ratio25.4311.57
Ulcer Index1.01%2.56%
Daily Std Dev8.25%16.42%
Max Drawdown-32.65%-66.21%
Current Drawdown0.00%-6.32%

Correlation

-0.50.00.51.00.4

The correlation between FTHI and EPI is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FTHI vs. EPI - Performance Comparison

In the year-to-date period, FTHI achieves a 19.72% return, which is significantly higher than EPI's 16.12% return. Over the past 10 years, FTHI has underperformed EPI with an annualized return of 7.81%, while EPI has yielded a comparatively higher 9.06% 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%15.00%JuneJulyAugustSeptemberOctoberNovember
10.89%
8.45%
FTHI
EPI

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FTHI vs. EPI - Expense Ratio Comparison

FTHI has a 0.85% expense ratio, which is higher than EPI's 0.84% expense ratio.


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
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%

Risk-Adjusted Performance

FTHI vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.


FTHI
Sharpe ratio
The chart of Sharpe ratio for FTHI, currently valued at 3.12, compared to the broader market-2.000.002.004.006.003.12
Sortino ratio
The chart of Sortino ratio for FTHI, currently valued at 4.22, compared to the broader market0.005.0010.004.22
Omega ratio
The chart of Omega ratio for FTHI, currently valued at 1.68, compared to the broader market1.001.502.002.503.001.68
Calmar ratio
The chart of Calmar ratio for FTHI, currently valued at 4.43, compared to the broader market0.005.0010.0015.004.43
Martin ratio
The chart of Martin ratio for FTHI, currently valued at 25.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0025.43
EPI
Sharpe ratio
The chart of Sharpe ratio for EPI, currently valued at 1.80, compared to the broader market-2.000.002.004.006.001.80
Sortino ratio
The chart of Sortino ratio for EPI, currently valued at 2.20, compared to the broader market0.005.0010.002.20
Omega ratio
The chart of Omega ratio for EPI, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for EPI, currently valued at 3.76, compared to the broader market0.005.0010.0015.003.76
Martin ratio
The chart of Martin ratio for EPI, currently valued at 11.57, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.57

FTHI vs. EPI - Sharpe Ratio Comparison

The current FTHI Sharpe Ratio is 3.12, which is higher than the EPI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FTHI 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.12
1.80
FTHI
EPI

Dividends

FTHI vs. EPI - Dividend Comparison

FTHI's dividend yield for the trailing twelve months is around 8.27%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FTHI
First Trust BuyWrite Income ETF
8.27%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%0.00%
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

FTHI vs. EPI - Drawdown Comparison

The maximum FTHI drawdown since its inception was -32.65%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for FTHI and EPI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-6.32%
FTHI
EPI

Volatility

FTHI vs. EPI - Volatility Comparison

The current volatility for First Trust BuyWrite Income ETF (FTHI) is 2.74%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.55%. This indicates that FTHI 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.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.74%
3.55%
FTHI
EPI