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

Correlation

The correlation between GLIN and EPI is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

GLIN vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors India Growth Leaders ETF (GLIN) 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
-25.54%
136.52%
GLIN
EPI

Key characteristics

Sharpe Ratio

GLIN:

1.03

EPI:

0.83

Sortino Ratio

GLIN:

1.43

EPI:

1.12

Omega Ratio

GLIN:

1.21

EPI:

1.17

Calmar Ratio

GLIN:

0.36

EPI:

1.29

Martin Ratio

GLIN:

5.09

EPI:

3.53

Ulcer Index

GLIN:

3.44%

EPI:

3.80%

Daily Std Dev

GLIN:

17.05%

EPI:

16.25%

Max Drawdown

GLIN:

-79.39%

EPI:

-66.21%

Current Drawdown

GLIN:

-39.20%

EPI:

-9.45%

Returns By Period

In the year-to-date period, GLIN achieves a 17.08% return, which is significantly higher than EPI's 12.24% return. Over the past 10 years, GLIN has underperformed EPI with an annualized return of 2.65%, while EPI has yielded a comparatively higher 9.40% annualized return.


GLIN

YTD

17.08%

1M

1.15%

6M

1.89%

1Y

17.53%

5Y*

10.70%

10Y*

2.65%

EPI

YTD

12.24%

1M

-1.27%

6M

-3.66%

1Y

13.43%

5Y*

15.29%

10Y*

9.40%

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GLIN vs. EPI - Expense Ratio Comparison

GLIN has a 0.82% 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 GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Risk-Adjusted Performance

GLIN vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors India Growth Leaders ETF (GLIN) 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 GLIN, currently valued at 1.03, compared to the broader market0.002.004.001.030.83
The chart of Sortino ratio for GLIN, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.431.12
The chart of Omega ratio for GLIN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.17
The chart of Calmar ratio for GLIN, currently valued at 0.36, compared to the broader market0.005.0010.0015.000.361.29
The chart of Martin ratio for GLIN, currently valued at 5.09, compared to the broader market0.0020.0040.0060.0080.00100.005.093.53
GLIN
EPI

The current GLIN Sharpe Ratio is 1.03, which is comparable to the EPI Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GLIN 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.03
0.83
GLIN
EPI

Dividends

GLIN vs. EPI - Dividend Comparison

GLIN's dividend yield for the trailing twelve months is around 3.53%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GLIN
VanEck Vectors India Growth Leaders ETF
3.53%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%
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

GLIN vs. EPI - Drawdown Comparison

The maximum GLIN drawdown since its inception was -79.39%, which is greater than EPI's maximum drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for GLIN and EPI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.20%
-9.45%
GLIN
EPI

Volatility

GLIN vs. EPI - Volatility Comparison

VanEck Vectors India Growth Leaders ETF (GLIN) has a higher volatility of 3.62% compared to WisdomTree India Earnings Fund (EPI) at 3.31%. This indicates that GLIN'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
3.62%
3.31%
GLIN
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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