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HTUS vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTUS achieves a 10.28% return, which is significantly higher than EPI's -6.16% return. Over the past 10 years, HTUS has outperformed EPI with an annualized return of 12.34%, while EPI has yielded a comparatively lower 9.88% annualized return.


HTUS

1D
-0.50%
1M
0.21%
YTD
10.28%
6M
10.25%
1Y
27.09%
3Y*
20.84%
5Y*
15.01%
10Y*
12.34%

EPI

1D
0.98%
1M
2.53%
YTD
-6.16%
6M
-5.85%
1Y
-5.32%
3Y*
8.65%
5Y*
6.74%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTUS
Hull Tactical US ETF
10.28%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%
EPI
WisdomTree India Earnings Fund
-6.16%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Correlation

The correlation between HTUS and EPI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2015

0.36

The correlation between HTUS and EPI shifts across timeframes, from 0.36 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HTUS vs. EPI — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 7575
Overall Rank
HTUS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HTUS Omega Ratio Rank: 7878
Omega Ratio Rank
HTUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8181
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 66
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: 55
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.

HTUS vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HTUSEPIDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+3.71

Omega ratioGain probability vs. loss probability

1.44

0.95

+0.49

Calmar ratioReturn relative to maximum drawdown

3.13

-0.32

+3.45

Martin ratioReturn relative to average drawdown

15.60

-0.73

+16.33

HTUS vs. EPI - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.27, which is higher than the EPI Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of HTUS and EPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HTUS vs. EPI - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for HTUS and EPI.


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Drawdown Indicators


HTUSEPIDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-66.21%

+18.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-16.88%

+8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-21.89%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-21.89%

-2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-50.29%

+2.79%

Current Drawdown

Current decline from peak

-1.49%

-14.30%

+12.81%

Average Drawdown

Average peak-to-trough decline

-4.05%

-18.64%

+14.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

7.30%

-5.56%

Volatility

HTUS vs. EPI - Volatility Comparison

Hull Tactical US ETF (HTUS) and WisdomTree India Earnings Fund (EPI) have volatilities of 3.89% and 4.04%, 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.


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Volatility by Period


HTUSEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

4.04%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

13.05%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

15.14%

-3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

16.24%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

20.36%

+1.13%

HTUS vs. EPI - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than EPI's 0.84% expense ratio.


Dividends

HTUS vs. EPI - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.78%, while EPI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
HTUS
Hull Tactical US ETF
10.78%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%0.00%

Frequently Asked Questions


HTUS and EPI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPI has higher volatility (4.04%) compared to HTUS (3.89%). In terms of maximum drawdown, HTUS dropped -47.50% vs EPI's -66.21%.

On 10-year performance, HTUS leads with 12.34% vs 9.88% for EPI. On fees, EPI is cheaper at 0.84% per year. On volatility, HTUS has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HTUS has performed better with a 12.34% return vs 9.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPI is cheaper with a 0.84% expense ratio, compared with 0.97% for HTUS.

HTUS has the higher dividend yield at 10.78%, compared with 0.00% for EPI.

HTUS is categorized as Long-Short, while EPI is Emerging Markets Equities. They also come from different issuers: Exchange Traded Concepts and WisdomTree. Their fees differ too: 0.97% for HTUS and 0.84% for EPI.

HTUS currently has the higher Sharpe Ratio (2.27 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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