INDY vs. EPI
Compare and contrast key facts about iShares India 50 ETF (INDY) and WisdomTree India Earnings Fund (EPI).
INDY and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INDY is a passively managed fund by iShares that tracks the performance of the S&P CNX Nifty Index. It was launched on Nov 18, 2009. 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 INDY 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: INDY or EPI.
Key characteristics
| INDY | EPI | |
|---|---|---|
| YTD Return | 2.70% | 10.15% |
| 1Y Return | 18.63% | 36.97% |
| 3Y Return (Ann) | 9.09% | 16.24% |
| 5Y Return (Ann) | 8.35% | 13.91% |
| 10Y Return (Ann) | 8.52% | 10.58% |
| Sharpe Ratio | 1.79 | 2.85 |
| Daily Std Dev | 10.58% | 12.94% |
| Max Drawdown | -44.74% | -66.21% |
| Current Drawdown | -1.50% | -0.64% |
Correlation
The correlation between INDY 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.
Performance
INDY vs. EPI - Performance Comparison
In the year-to-date period, INDY achieves a 2.70% return, which is significantly lower than EPI's 10.15% return. Over the past 10 years, INDY has underperformed EPI with an annualized return of 8.52%, while EPI has yielded a comparatively higher 10.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
INDY vs. EPI - Dividend Comparison
INDY's dividend yield for the trailing twelve months is around 0.37%, more than EPI's 0.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INDY iShares India 50 ETF | 0.37% | 0.38% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% | 0.76% |
EPI WisdomTree India Earnings Fund | 0.13% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% | 1.02% | 0.75% |
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.
Volatility
INDY vs. EPI - Volatility Comparison
iShares India 50 ETF (INDY) and WisdomTree India Earnings Fund (EPI) have volatilities of 2.80% and 2.78%, 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.