NTSD vs. EPI

Last updated Jun 4, 2026

NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - NTSD is a Leveraged Equities fund actively managed by WisdomTree, while EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index. NTSD is actively managed, while EPI is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. NTSD charges 0.35%/yr vs 0.84%/yr for EPI.

Performance

NTSD vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

NTSD

• 1D: -1.11%
• 1M: 7.13%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EPI

• 1D: -1.40%
• 1M: -2.71%
• YTD: -10.02%
• 6M: -8.12%
• 1Y: -9.55%
• 3Y*: 7.59%
• 5Y*: 5.37%
• 10Y*: 8.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSD vs. EPI - Yearly Performance Comparison

	2026 (YTD)
NTSD WisdomTree Efficient U.S. Plus International Equity Fund	17.91%
EPI WisdomTree India Earnings Fund	0.90%

Correlation

The correlation between NTSD and EPI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026	0.84

Return for Risk

NTSD vs. EPI — Risk / Return Rank

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

EPI

EPI Risk / Return Rank: 3
EPI Sharpe Ratio Rank: 3
EPI Sortino Ratio Rank: 3
EPI Omega Ratio Rank: 3
EPI Calmar Ratio Rank: 4
EPI Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTSD vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NTSD	EPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.64	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	5.08	0.13	+4.95

Drawdowns

NTSD vs. EPI - Drawdown Comparison

The maximum NTSD drawdown since its inception was -5.20%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for NTSD and EPI.

Drawdown Indicators

	NTSD	EPI	Difference
Max Drawdown Largest peak-to-trough decline	-5.20%	-66.21%	+61.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.88%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-21.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.29%	—
Current Drawdown Current decline from peak	-1.11%	-17.83%	+16.72%
Average Drawdown Average peak-to-trough decline	-0.84%	-18.65%	+17.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.87%	—

Volatility

Volatility by Period

	NTSD	EPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.28%	14.94%	+9.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.28%	16.21%	+8.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.28%	20.35%	+3.93%

NTSD vs. EPI - Expense Ratio Comparison

NTSD has a 0.35% expense ratio, which is lower than EPI's 0.84% expense ratio.

Dividends

NTSD vs. EPI - Dividend Comparison

Neither NTSD nor EPI has 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%
NTSD WisdomTree Efficient U.S. Plus International Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTSD and EPI in my portfolio?

NTSD and EPI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NTSD or EPI?

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NTSD or EPI?

NTSD is cheaper with a 0.35% expense ratio, compared with 0.84% for EPI.

Which ETF pays a higher dividend yield, NTSD or EPI?

NTSD and EPI have nearly identical dividend yields, around 0.00%.

What is the main difference between NTSD and EPI?

NTSD is categorized as Leveraged Equities, while EPI is Asia Pacific Equities. Their fees differ too: 0.35% for NTSD and 0.84% for EPI.