INDA vs. EPI
Compare and contrast key facts about iShares MSCI India ETF (INDA) and WisdomTree India Earnings Fund (EPI).
INDA and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INDA is a passively managed fund by iShares that tracks the performance of the MSCI India Index. It was launched on Feb 2, 2012. 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 INDA 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: INDA or EPI.
Performance
INDA vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, INDA achieves a 8.63% return, which is significantly lower than EPI's 11.00% return. Over the past 10 years, INDA has underperformed EPI with an annualized return of 6.51%, while EPI has yielded a comparatively higher 8.60% annualized return.
INDA
8.63%
-7.06%
0.09%
17.87%
10.72%
6.51%
EPI
11.00%
-6.57%
-0.31%
21.20%
15.56%
8.60%
Key characteristics
| INDA | EPI | |
|---|---|---|
| Sharpe Ratio | 1.28 | 1.29 |
| Sortino Ratio | 1.68 | 1.64 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 1.72 | 2.04 |
| Martin Ratio | 6.60 | 7.32 |
| Ulcer Index | 2.72% | 2.92% |
| Daily Std Dev | 14.05% | 16.50% |
| Max Drawdown | -45.06% | -66.21% |
| Current Drawdown | -10.44% | -10.45% |
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INDA vs. EPI - Expense Ratio Comparison
INDA has a 0.69% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between INDA and EPI is 0.95, 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
INDA vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India ETF (INDA) 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
INDA vs. EPI - Dividend Comparison
Neither INDA nor EPI has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
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
INDA vs. EPI - Drawdown Comparison
The maximum INDA drawdown since its inception was -45.06%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for INDA and EPI. For additional features, visit the drawdowns tool.
Volatility
INDA vs. EPI - Volatility Comparison
The current volatility for iShares MSCI India ETF (INDA) is 3.19%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.87%. This indicates that INDA 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.