MORT vs. EPI
MORT (VanEck Vectors Mortgage REIT Income ETF) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - MORT is a REIT fund tracking the MVIS Global Mortgage REITs Index, while EPI is a Emerging Markets Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 10 years, MORT returned 2.52%/yr vs 9.68%/yr for EPI. At a 0.36 correlation, their price movements are largely independent. MORT charges 0.42%/yr vs 0.84%/yr for EPI.
Performance
MORT vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, MORT achieves a -0.42% return, which is significantly higher than EPI's -7.84% return. Over the past 10 years, MORT has underperformed EPI with an annualized return of 2.52%, while EPI has yielded a comparatively higher 9.68% annualized return.
MORT
- 1D
- 1.00%
- 1M
- 0.90%
- YTD
- -0.42%
- 6M
- -0.37%
- 1Y
- 10.51%
- 3Y*
- 8.23%
- 5Y*
- -2.38%
- 10Y*
- 2.52%
EPI
- 1D
- -1.80%
- 1M
- 0.68%
- YTD
- -7.84%
- 6M
- -8.06%
- 1Y
- -7.64%
- 3Y*
- 7.99%
- 5Y*
- 6.29%
- 10Y*
- 9.68%
MORT vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MORT VanEck Vectors Mortgage REIT Income ETF | -0.42% | 12.17% | 0.14% | 14.74% | -26.92% | 15.95% | -22.39% | 21.26% | -4.45% | 18.88% |
EPI WisdomTree India Earnings Fund | -7.84% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between MORT and EPI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2011 | 0.36 |
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Return for Risk
MORT vs. EPI — Risk / Return Rank
MORT
EPI
MORT vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) 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.
| MORT | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.93 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | -0.45 | +1.19 |
| Martin ratioReturn relative to average drawdown | 1.92 | -1.05 | +2.97 |
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Drawdowns
MORT vs. EPI - Drawdown Comparison
The maximum MORT drawdown since its inception was -70.13%, which is greater than EPI's maximum drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for MORT and EPI.
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Drawdown Indicators
| MORT | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -66.21% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -16.88% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -21.98% | -21.89% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -42.48% | -21.89% | -20.59% |
Max Drawdown (10Y)Largest decline over 10 years | -70.13% | -50.29% | -19.84% |
Current DrawdownCurrent decline from peak | -21.94% | -15.84% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -18.64% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 7.33% | -1.85% |
Volatility
MORT vs. EPI - Volatility Comparison
VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 4.83% compared to WisdomTree India Earnings Fund (EPI) at 4.49%. This indicates that MORT'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
| MORT | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.49% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 13.15% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 15.21% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.70% | 16.26% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.88% | 20.30% | +8.58% |
MORT vs. EPI - Expense Ratio Comparison
MORT has a 0.42% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
MORT vs. EPI - Dividend Comparison
MORT's dividend yield for the trailing twelve months is around 13.07%, while EPI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MORT VanEck Vectors Mortgage REIT Income ETF | 13.07% | 12.76% | 11.55% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% |
Frequently Asked Questions
MORT and EPI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORT has higher volatility (4.83%) compared to EPI (4.49%). In terms of maximum drawdown, MORT dropped -70.13% vs EPI's -66.21%.
On 10-year performance, EPI leads with 9.68% vs 2.52% for MORT. On fees, MORT is cheaper at 0.42% per year. On volatility, EPI has been the lower-risk option at 4.49%. 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 9.68% return vs 2.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MORT is cheaper with a 0.42% expense ratio, compared with 0.84% for EPI.
MORT has the higher dividend yield at 13.07%, compared with 0.00% for EPI.
MORT is categorized as REIT, while EPI is Emerging Markets Equities. MORT tracks MVIS Global Mortgage REITs Index, while EPI tracks WisdomTree India Earnings Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.42% for MORT and 0.84% for EPI.
MORT currently has the higher Sharpe Ratio (0.63 vs -0.50), 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.
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