INCO vs. EPI
Compare and contrast key facts about Columbia India Consumer ETF (INCO) and WisdomTree India Earnings Fund (EPI).
INCO and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INCO is a passively managed fund by Ameriprise Financial that tracks the performance of the Indxx India Consumer Index. It was launched on Aug 10, 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 INCO 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: INCO or EPI.
Performance
INCO vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, INCO achieves a 12.74% return, which is significantly higher than EPI's 11.00% return. Over the past 10 years, INCO has outperformed EPI with an annualized return of 9.60%, while EPI has yielded a comparatively lower 8.60% annualized return.
INCO
12.74%
-10.15%
-0.35%
23.67%
14.01%
9.60%
EPI
11.00%
-6.57%
-0.31%
21.20%
15.56%
8.60%
Key characteristics
| INCO | EPI | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.29 |
| Sortino Ratio | 2.57 | 1.64 |
| Omega Ratio | 1.31 | 1.26 |
| Calmar Ratio | 1.58 | 2.04 |
| Martin Ratio | 6.34 | 7.32 |
| Ulcer Index | 3.82% | 2.92% |
| Daily Std Dev | 13.64% | 16.50% |
| Max Drawdown | -47.69% | -66.21% |
| Current Drawdown | -15.31% | -10.45% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
INCO vs. EPI - Dividend Comparison
INCO's dividend yield for the trailing twelve months is around 3.38%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.38% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
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
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.
Volatility
INCO vs. EPI - Volatility Comparison
The current volatility for Columbia India Consumer ETF (INCO) is 2.90%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.87%. 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.