NTSD vs. EPI
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 India Equities fund tracking the WisdomTree India Earnings Index. NTSD is actively managed, while EPI is passively managed. A 0.78 correlation means they provide meaningful diversification when combined. NTSD charges 0.35%/yr vs 0.84%/yr for EPI.
Performance
NTSD vs. EPI - Performance Comparison
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Returns By Period
NTSD
- 1D
- -1.11%
- 1M
- -0.08%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPI
- 1D
- -0.19%
- 1M
- -1.59%
- 6M
- -7.70%
- YTD
- -8.86%
- 1Y
- -10.42%
- 3Y*
- 5.67%
- 5Y*
- 5.95%
- 10Y*
- 8.67%
NTSD vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 18.50% |
EPI WisdomTree India Earnings Fund | 2.40% |
Correlation
The correlation between NTSD and EPI is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.78 |
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Return for Risk
NTSD vs. EPI — Risk / Return Rank
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EPI
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.
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.
| NTSD | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.90 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.67 | — |
| Martin ratioReturn relative to average drawdown | — | -1.57 | — |
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Drawdowns
NTSD vs. EPI - Drawdown Comparison
The maximum NTSD drawdown since its inception was -5.58%, 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.
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Drawdown Indicators
| NTSD | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -66.21% | +60.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.69% | — |
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 DrawdownCurrent decline from peak | -1.28% | -16.76% | +15.48% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -18.63% | +17.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.90% | — |
Volatility
NTSD vs. EPI - Volatility Comparison
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Volatility by Period
| NTSD | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.24% | 15.26% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.24% | 16.27% | +6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 20.26% | +2.98% |
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
NTSD's dividend yield for the trailing twelve months is around 0.14%, 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% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.14% | 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
NTSD and EPI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.84% for EPI.
NTSD has the higher dividend yield at 0.14%, compared with 0.00% for EPI.
NTSD is categorized as Leveraged Equities, while EPI is India Equities. Their fees differ too: 0.35% for NTSD and 0.84% for EPI.
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