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INDA vs. EPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDA vs. EPI - Performance Comparison

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

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INDA vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDA
iShares MSCI India ETF
-13.34%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%
EPI
WisdomTree India Earnings Fund
-11.86%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Returns By Period

In the year-to-date period, INDA achieves a -13.34% return, which is significantly lower than EPI's -11.86% return. Over the past 10 years, INDA has underperformed EPI with an annualized return of 6.88%, while EPI has yielded a comparatively higher 9.11% annualized return.


INDA

1D
3.13%
1M
-10.39%
YTD
-13.34%
6M
-10.03%
1Y
-9.01%
3Y*
6.29%
5Y*
3.50%
10Y*
6.88%

EPI

1D
3.06%
1M
-10.01%
YTD
-11.86%
6M
-7.69%
1Y
-6.66%
3Y*
9.12%
5Y*
6.72%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

INDA vs. EPI — Risk / Return Rank

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

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 55
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 66
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
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.

INDA vs. EPI - Risk-Adjusted Trends 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.


INDAEPIDifference

Sharpe ratio

Return per unit of total volatility

-0.58

-0.41

-0.17

Sortino ratio

Return per unit of downside risk

-0.75

-0.48

-0.27

Omega ratio

Gain probability vs. loss probability

0.91

0.94

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.37

-0.10

Martin ratio

Return relative to average drawdown

-1.54

-1.15

-0.40

INDA vs. EPI - Sharpe Ratio Comparison

The current INDA Sharpe Ratio is -0.58, which is lower than the EPI Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of INDA 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.


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Sharpe Ratios by Period


INDAEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

-0.41

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.41

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.45

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.13

+0.10

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.


Dividends

INDA vs. EPI - Dividend Comparison

Neither INDA nor EPI has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%
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%

Drawdowns

INDA vs. EPI - Drawdown Comparison

The maximum INDA drawdown since its inception was -45.07%, 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.


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Drawdown Indicators


INDAEPIDifference

Max Drawdown

Largest peak-to-trough decline

-45.07%

-66.21%

+21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.69%

-16.88%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.72%

-21.89%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-50.29%

+5.22%

Current Drawdown

Current decline from peak

-20.31%

-19.51%

-0.80%

Average Drawdown

Average peak-to-trough decline

-9.48%

-18.68%

+9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

5.37%

+0.24%

Volatility

INDA vs. EPI - Volatility Comparison

iShares MSCI India ETF (INDA) and WisdomTree India Earnings Fund (EPI) have volatilities of 6.88% and 7.00%, 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


INDAEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

7.00%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

11.47%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

16.35%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

16.28%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

20.38%

+0.74%