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

Correlation

The correlation between INCO and EPI is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

INCO vs. EPI - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
268.53%
138.83%
INCO
EPI

Key characteristics

Sharpe Ratio

INCO:

-0.39

EPI:

-0.35

Sortino Ratio

INCO:

-0.46

EPI:

-0.35

Omega Ratio

INCO:

0.95

EPI:

0.95

Calmar Ratio

INCO:

-0.22

EPI:

-0.28

Martin Ratio

INCO:

-0.48

EPI:

-0.68

Ulcer Index

INCO:

12.27%

EPI:

8.75%

Daily Std Dev

INCO:

14.99%

EPI:

16.82%

Max Drawdown

INCO:

-47.69%

EPI:

-66.21%

Current Drawdown

INCO:

-23.55%

EPI:

-18.18%

Returns By Period

In the year-to-date period, INCO achieves a -9.70% return, which is significantly lower than EPI's -8.39% return. Both investments have delivered pretty close results over the past 10 years, with INCO having a 7.26% annualized return and EPI not far ahead at 7.52%.


INCO

YTD

-9.70%

1M

1.78%

6M

-19.41%

1Y

-6.27%

5Y*

20.86%

10Y*

7.26%

EPI

YTD

-8.39%

1M

0.41%

6M

-15.80%

1Y

-5.57%

5Y*

24.85%

10Y*

7.52%

*Annualized

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INCO vs. EPI - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is lower than EPI's 0.84% expense ratio.


Expense ratio chart for EPI: current value is 0.84%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EPI: 0.84%
Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%

Risk-Adjusted Performance

INCO vs. EPI — Risk-Adjusted Performance Rank

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

INCO
The Risk-Adjusted Performance Rank of INCO is 1313
Overall Rank
The Sharpe Ratio Rank of INCO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 99
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2020
Martin Ratio Rank

EPI
The Risk-Adjusted Performance Rank of EPI is 1414
Overall Rank
The Sharpe Ratio Rank of EPI is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 1313
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 1414
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INCO vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) 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.


The chart of Sharpe ratio for INCO, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
INCO: -0.39
EPI: -0.35
The chart of Sortino ratio for INCO, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.0010.00
INCO: -0.46
EPI: -0.35
The chart of Omega ratio for INCO, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
INCO: 0.95
EPI: 0.95
The chart of Calmar ratio for INCO, currently valued at -0.22, compared to the broader market0.005.0010.0015.00
INCO: -0.22
EPI: -0.28
The chart of Martin ratio for INCO, currently valued at -0.48, compared to the broader market0.0020.0040.0060.0080.00100.00
INCO: -0.48
EPI: -0.68

The current INCO Sharpe Ratio is -0.39, which is comparable to the EPI Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of INCO 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.39
-0.35
INCO
EPI

Dividends

INCO vs. EPI - Dividend Comparison

INCO's dividend yield for the trailing twelve months is around 3.19%, more than EPI's 0.29% yield.


TTM20242023202220212020201920182017201620152014
INCO
Columbia India Consumer ETF
3.19%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%
EPI
WisdomTree India Earnings Fund
0.29%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%1.02%

Drawdowns

INCO vs. EPI - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for INCO and EPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-23.55%
-18.18%
INCO
EPI

Volatility

INCO vs. EPI - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 5.86%, while WisdomTree India Earnings Fund (EPI) has a volatility of 6.59%. This indicates that INCO 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.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.86%
6.59%
INCO
EPI