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

Correlation

The correlation between INDY and EPI is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

INDY vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares India 50 ETF (INDY) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%170.00%December2025FebruaryMarchAprilMay
143.64%
145.25%
INDY
EPI

Key characteristics

Sharpe Ratio

INDY:

0.18

EPI:

-0.11

Sortino Ratio

INDY:

0.26

EPI:

-0.10

Omega Ratio

INDY:

1.03

EPI:

0.99

Calmar Ratio

INDY:

0.10

EPI:

-0.14

Martin Ratio

INDY:

0.21

EPI:

-0.31

Ulcer Index

INDY:

8.42%

EPI:

9.58%

Daily Std Dev

INDY:

14.72%

EPI:

17.96%

Max Drawdown

INDY:

-44.74%

EPI:

-66.21%

Current Drawdown

INDY:

-10.24%

EPI:

-14.04%

Returns By Period

In the year-to-date period, INDY achieves a 0.92% return, which is significantly higher than EPI's -3.76% return. Over the past 10 years, INDY has underperformed EPI with an annualized return of 7.03%, while EPI has yielded a comparatively higher 8.75% annualized return.


INDY

YTD

0.92%

1M

5.92%

6M

-3.39%

1Y

2.67%

5Y*

15.56%

10Y*

7.03%

EPI

YTD

-3.76%

1M

5.50%

6M

-8.24%

1Y

-1.94%

5Y*

21.54%

10Y*

8.75%

*Annualized

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INDY vs. EPI - Expense Ratio Comparison

INDY has a 0.94% expense ratio, which is higher than EPI's 0.84% expense ratio.


Risk-Adjusted Performance

INDY vs. EPI — Risk-Adjusted Performance Rank

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

INDY
The Risk-Adjusted Performance Rank of INDY is 2727
Overall Rank
The Sharpe Ratio Rank of INDY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of INDY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of INDY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of INDY is 2828
Calmar Ratio Rank
The Martin Ratio Rank of INDY is 2424
Martin Ratio Rank

EPI
The Risk-Adjusted Performance Rank of EPI is 1414
Overall Rank
The Sharpe Ratio Rank of EPI is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 1313
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 1313
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 1212
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 1515
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.

INDY vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India 50 ETF (INDY) 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 current INDY Sharpe Ratio is 0.18, which is higher than the EPI Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of INDY 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-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.18
-0.11
INDY
EPI

Dividends

INDY vs. EPI - Dividend Comparison

INDY's dividend yield for the trailing twelve months is around 0.24%, less than EPI's 0.28% yield.


TTM20242023202220212020201920182017201620152014
INDY
iShares India 50 ETF
0.24%0.24%0.39%3.75%7.12%0.08%0.58%0.59%0.27%0.48%0.57%0.52%
EPI
WisdomTree India Earnings Fund
0.28%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%1.02%

Drawdowns

INDY vs. EPI - Drawdown Comparison

The maximum INDY drawdown since its inception was -44.74%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for INDY and EPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-10.24%
-14.04%
INDY
EPI

Volatility

INDY vs. EPI - Volatility Comparison

The current volatility for iShares India 50 ETF (INDY) is 5.84%, while WisdomTree India Earnings Fund (EPI) has a volatility of 7.08%. This indicates that INDY 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%8.00%December2025FebruaryMarchAprilMay
5.84%
7.08%
INDY
EPI