GREK vs. EPI
Compare and contrast key facts about Global X MSCI Greece ETF (GREK) and WisdomTree India Earnings Fund (EPI).
GREK and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GREK is a passively managed fund by Global X that tracks the performance of the MSCI All Greece Select 25-50. It was launched on Dec 7, 2011. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both GREK and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GREK or EPI.
Key characteristics
| GREK | EPI | |
|---|---|---|
| YTD Return | 10.13% | 19.73% |
| 1Y Return | 26.43% | 31.79% |
| 3Y Return (Ann) | 16.43% | 10.47% |
| 5Y Return (Ann) | 9.89% | 17.80% |
| 10Y Return (Ann) | 0.13% | 10.08% |
| Sharpe Ratio | 1.48 | 2.03 |
| Sortino Ratio | 2.02 | 2.43 |
| Omega Ratio | 1.27 | 1.40 |
| Calmar Ratio | 0.59 | 4.46 |
| Martin Ratio | 8.71 | 15.69 |
| Ulcer Index | 3.25% | 2.12% |
| Daily Std Dev | 19.07% | 16.37% |
| Max Drawdown | -79.50% | -66.21% |
| Current Drawdown | -34.37% | -3.40% |
Correlation
The correlation between GREK and EPI is 0.38, 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
GREK vs. EPI - Performance Comparison
In the year-to-date period, GREK achieves a 10.13% return, which is significantly lower than EPI's 19.73% return. Over the past 10 years, GREK has underperformed EPI with an annualized return of 0.13%, while EPI has yielded a comparatively higher 10.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GREK vs. EPI - Expense Ratio Comparison
GREK has a 0.58% expense ratio, which is lower than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
GREK vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) 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.
Dividends
GREK vs. EPI - Dividend Comparison
GREK's dividend yield for the trailing twelve months is around 2.14%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREK Global X MSCI Greece ETF | 2.14% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% | 0.97% | 0.12% |
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
GREK vs. EPI - Drawdown Comparison
The maximum GREK drawdown since its inception was -79.50%, which is greater than EPI's maximum drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for GREK and EPI. For additional features, visit the drawdowns tool.
Volatility
GREK vs. EPI - Volatility Comparison
Global X MSCI Greece ETF (GREK) has a higher volatility of 5.36% compared to WisdomTree India Earnings Fund (EPI) at 3.96%. This indicates that GREK'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.