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

Correlation

The correlation between INDF and EPI is 0.79, 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.


-0.50.00.51.00.8

Performance

INDF vs. EPI - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
70.31%
104.25%
INDF
EPI

Key characteristics

Sharpe Ratio

INDF:

0.39

EPI:

0.83

Sortino Ratio

INDF:

0.63

EPI:

1.13

Omega Ratio

INDF:

1.09

EPI:

1.17

Calmar Ratio

INDF:

0.72

EPI:

1.34

Martin Ratio

INDF:

1.94

EPI:

3.86

Ulcer Index

INDF:

3.78%

EPI:

3.63%

Daily Std Dev

INDF:

18.73%

EPI:

16.74%

Max Drawdown

INDF:

-25.58%

EPI:

-66.21%

Current Drawdown

INDF:

-9.24%

EPI:

-9.03%

Returns By Period

In the year-to-date period, INDF achieves a 8.10% return, which is significantly lower than EPI's 12.76% return.


INDF

YTD

8.10%

1M

0.46%

6M

-0.74%

1Y

6.83%

5Y*

N/A

10Y*

N/A

EPI

YTD

12.76%

1M

1.07%

6M

-3.81%

1Y

13.06%

5Y*

15.20%

10Y*

9.34%

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INDF vs. EPI - Expense Ratio Comparison

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


EPI
WisdomTree India Earnings Fund
Expense ratio chart for EPI: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for INDF: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

INDF vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty India Financials ETF (INDF) 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.


Sharpe ratio
The chart of Sharpe ratio for INDF, currently valued at 0.39, compared to the broader market0.002.004.000.390.83
The chart of Sortino ratio for INDF, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.631.13
The chart of Omega ratio for INDF, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.17
The chart of Calmar ratio for INDF, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.721.34
The chart of Martin ratio for INDF, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.00100.001.943.86
INDF
EPI

The current INDF Sharpe Ratio is 0.39, which is lower than the EPI Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of INDF 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.39
0.83
INDF
EPI

Dividends

INDF vs. EPI - Dividend Comparison

INDF's dividend yield for the trailing twelve months is around 8.18%, while EPI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
INDF
Nifty India Financials ETF
8.18%8.84%3.12%1.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

INDF vs. EPI - Drawdown Comparison

The maximum INDF drawdown since its inception was -25.58%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for INDF and EPI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.24%
-9.03%
INDF
EPI

Volatility

INDF vs. EPI - Volatility Comparison

Nifty India Financials ETF (INDF) has a higher volatility of 4.62% compared to WisdomTree India Earnings Fund (EPI) at 3.89%. This indicates that INDF'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.62%
3.89%
INDF
EPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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