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IXJ vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXJ vs. EPI - Performance Comparison

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

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Returns By Period

In the year-to-date period, IXJ achieves a 3.85% return, which is significantly higher than EPI's -7.13% return. Over the past 10 years, IXJ has underperformed EPI with an annualized return of 8.22%, while EPI has yielded a comparatively higher 8.68% annualized return.


IXJ

1D
-0.97%
1M
-1.26%
6M
2.41%
YTD
3.85%
1Y
21.78%
3Y*
7.07%
5Y*
4.53%
10Y*
8.22%
ALL TIME*
7.37%

EPI

1D
0.07%
1M
0.16%
6M
-4.00%
YTD
-7.13%
1Y
-3.95%
3Y*
5.78%
5Y*
6.02%
10Y*
8.68%
ALL TIME*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$17.75M$16.45M$21.29M
$16.06M$16.61M$23.38M

IXJ vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXJ
iShares Global Healthcare ETF
3.85%14.99%0.55%3.62%-4.94%19.60%12.74%23.23%2.83%20.44%
EPI
WisdomTree India Earnings Fund
-7.13%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Correlation

The correlation between IXJ and EPI is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2008

0.49

Over the past year, the correlation between IXJ and EPI has dropped to 0.26 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

IXJ vs. EPI - Sectors Allocation Comparison


Sectors
IXJ
EPI

Healthcare

99.2%
6.1%

Consumer Defensive

0.5%
3.4%

Technology

0.4%
7.5%

Basic Materials

-

14.3%

Communication Services

-

2.0%

Consumer Cyclical

-

7.7%

Energy

-

15.6%

Financial Services

-

24.3%

Industrials

-

10.1%

Real Estate

-

0.9%

Utilities

-

8.0%

Healthcare

IXJ
99.2%
EPI
6.1%

Consumer Defensive

IXJ
0.5%
EPI
3.4%

Technology

IXJ
0.4%
EPI
7.5%

Basic Materials

IXJ

-

EPI
14.3%

Communication Services

IXJ

-

EPI
2.0%

Consumer Cyclical

IXJ

-

EPI
7.7%

Energy

IXJ

-

EPI
15.6%

Financial Services

IXJ

-

EPI
24.3%

Industrials

IXJ

-

EPI
10.1%

Real Estate

IXJ

-

EPI
0.9%

Utilities

IXJ

-

EPI
8.0%

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Return for Risk

IXJ vs. EPI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IXJ
IXJ Risk / Return Rank: 6161
Overall Rank
IXJ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 7474
Sortino Ratio Rank
IXJ Omega Ratio Rank: 6262
Omega Ratio Rank
IXJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
IXJ Martin Ratio Rank: 4545
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 77
Overall Rank
EPI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 77
Sortino Ratio Rank
EPI Omega Ratio Rank: 77
Omega Ratio Rank
EPI Calmar Ratio Rank: 88
Calmar Ratio Rank
EPI Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IXJ vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IXJEPIDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.27

0.97

+0.30

Calmar ratioReturn relative to maximum drawdown

2.10

-0.25

+2.35

Martin ratioReturn relative to average drawdown

4.99

-0.59

+5.58

IXJ vs. EPI - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 1.50, which is higher than the EPI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of IXJ and EPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IXJ vs. EPI - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for IXJ and EPI.


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Drawdown Indicators


IXJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-66.21%

+25.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-15.69%

+4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-21.89%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-21.89%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

-50.29%

+22.94%

Current Drawdown

Current decline from peak

-2.52%

-15.19%

+12.67%

Average Drawdown

Average peak-to-trough decline

-6.90%

-18.63%

+11.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

6.67%

-2.15%

Volatility

IXJ vs. EPI - Volatility Comparison

iShares Global Healthcare ETF (IXJ) has a higher volatility of 5.66% compared to WisdomTree India Earnings Fund (EPI) at 3.62%. This indicates that IXJ'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.


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Volatility by Period


IXJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

3.62%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

13.01%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

15.28%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

16.29%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

20.27%

-4.53%

IXJ vs. EPI - Expense Ratio Comparison

IXJ has a 0.40% expense ratio, which is lower than EPI's 0.84% expense ratio.


Dividends

IXJ vs. EPI - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.44%, while EPI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IXJ
iShares Global Healthcare ETF
1.44%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%

Frequently Asked Questions


IXJ and EPI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXJ has higher volatility (5.66%) compared to EPI (3.62%). In terms of maximum drawdown, IXJ dropped -40.60% vs EPI's -66.21%.

On 10-year performance, EPI leads with 8.68% vs 8.22% for IXJ. On fees, IXJ is cheaper at 0.40% per year. On volatility, EPI has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPI has performed better with a 8.68% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXJ is cheaper with a 0.40% expense ratio, compared with 0.84% for EPI.

IXJ has the higher dividend yield at 1.44%, compared with 0.00% for EPI.

IXJ is categorized as Health & Biotech Equities, while EPI is India Equities. IXJ tracks S&P Global 1200 Health Care (Sector) Capped Index, while EPI tracks WisdomTree India Earnings Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IXJ and 0.84% for EPI.

IXJ currently has the higher Sharpe Ratio (1.50 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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