NDIA vs. EPI
Compare and contrast key facts about Global X Funds - Global X India Active ETF (NDIA) and WisdomTree India Earnings Fund (EPI).
NDIA and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NDIA is an actively managed fund by Global X. It was launched on Aug 17, 2023. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NDIA or EPI.
Key characteristics
| NDIA | EPI | |
|---|---|---|
| YTD Return | 8.49% | 14.54% |
| 1Y Return | 19.16% | 28.55% |
| Sharpe Ratio | 1.32 | 1.67 |
| Sortino Ratio | 1.75 | 2.06 |
| Omega Ratio | 1.26 | 1.33 |
| Calmar Ratio | 1.90 | 3.50 |
| Martin Ratio | 6.74 | 10.58 |
| Ulcer Index | 2.73% | 2.60% |
| Daily Std Dev | 13.94% | 16.48% |
| Max Drawdown | -9.67% | -66.21% |
| Current Drawdown | -9.44% | -7.60% |
Correlation
The correlation between NDIA and EPI is 0.87, 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
NDIA vs. EPI - Performance Comparison
In the year-to-date period, NDIA achieves a 8.49% return, which is significantly lower than EPI's 14.54% 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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NDIA vs. EPI - Expense Ratio Comparison
NDIA has a 0.76% expense ratio, which is lower than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
NDIA vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Funds - Global X India Active ETF (NDIA) 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
NDIA vs. EPI - Dividend Comparison
NDIA's dividend yield for the trailing twelve months is around 0.26%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDIA Global X Funds - Global X India Active ETF | 0.26% | 0.28% | 0.00% | 0.00% | 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
NDIA vs. EPI - Drawdown Comparison
The maximum NDIA drawdown since its inception was -9.67%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for NDIA and EPI. For additional features, visit the drawdowns tool.
Volatility
NDIA vs. EPI - Volatility Comparison
The current volatility for Global X Funds - Global X India Active ETF (NDIA) is 3.35%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.75%. This indicates that NDIA 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.