IBN vs. EPI
IBN (ICICI Bank Limited) is a stock, while EPI (WisdomTree India Earnings Fund) is Emerging Markets Equities fund tracking the WisdomTree India Earnings Index. Over the past 10 years, IBN returned 16.38%/yr vs 9.31%/yr for EPI. A 0.71 correlation means they provide meaningful diversification when combined.
Performance
IBN vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, IBN achieves a -6.74% return, which is significantly higher than EPI's -9.12% return. Over the past 10 years, IBN has outperformed EPI with an annualized return of 16.38%, while EPI has yielded a comparatively lower 9.31% annualized return.
IBN
- 1D
- 1.20%
- 1M
- 6.15%
- YTD
- -6.74%
- 6M
- -8.10%
- 1Y
- -15.35%
- 3Y*
- 7.22%
- 5Y*
- 10.36%
- 10Y*
- 16.38%
EPI
- 1D
- 0.65%
- 1M
- -0.99%
- YTD
- -9.12%
- 6M
- -6.55%
- 1Y
- -9.08%
- 3Y*
- 7.36%
- 5Y*
- 5.53%
- 10Y*
- 9.31%
IBN vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | -6.74% | 0.57% | 26.32% | 9.80% | 11.27% | 33.57% | -1.52% | 47.01% | 6.25% | 44.03% |
EPI WisdomTree India Earnings Fund | -9.12% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between IBN and EPI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2008 | 0.71 |
The correlation between IBN and EPI shifts across timeframes, from 0.54 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBN vs. EPI — Risk / Return Rank
IBN
EPI
IBN vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) 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.
| IBN | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.90 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.61 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.20 | -1.44 | +0.24 |
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Drawdowns
IBN vs. EPI - Drawdown Comparison
The maximum IBN drawdown since its inception was -86.09%, which is greater than EPI's maximum drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for IBN and EPI.
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Drawdown Indicators
| IBN | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.09% | -66.21% | -19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -26.20% | -16.88% | -9.32% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -21.89% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -21.89% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -55.05% | -50.29% | -4.76% |
Current DrawdownCurrent decline from peak | -18.62% | -17.00% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -28.00% | -18.65% | -9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.71% | 7.17% | +6.54% |
Volatility
IBN vs. EPI - Volatility Comparison
ICICI Bank Limited (IBN) has a higher volatility of 6.66% compared to WisdomTree India Earnings Fund (EPI) at 4.09%. This indicates that IBN'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.
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Volatility by Period
| IBN | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 4.09% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 12.88% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 15.07% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.64% | 16.23% | +7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.63% | 20.35% | +11.28% |
Dividends
IBN vs. EPI - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.90%, while EPI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBN ICICI Bank Limited | 0.90% | 0.84% | 0.80% | 0.81% | 0.57% | 0.27% | 0.00% | 0.19% | 0.43% | 0.79% | 1.98% | 4.01% |
Frequently Asked Questions
IBN and EPI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBN has higher volatility (6.66%) compared to EPI (4.09%). In terms of maximum drawdown, IBN dropped -86.09% vs EPI's -66.21%.
EPI currently has the higher Sharpe Ratio (-0.69 vs -0.80), 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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