NTSE vs. EPI
NTSE (WisdomTree Emerging Markets Efficient Core Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - NTSE is a Diversified Portfolio fund actively managed by WisdomTree, while EPI is a India Equities fund tracking the WisdomTree India Earnings Index. NTSE is actively managed, while EPI is passively managed. Over the past 5 years, NTSE returned 5.20%/yr vs 5.95%/yr for EPI. A 0.54 correlation means they provide meaningful diversification when combined. NTSE charges 0.38%/yr vs 0.84%/yr for EPI.
Performance
NTSE vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, NTSE achieves a 20.86% return, which is significantly higher than EPI's -8.86% return.
NTSE
- 1D
- -2.05%
- 1M
- -6.67%
- 6M
- 13.48%
- YTD
- 20.86%
- 1Y
- 39.75%
- 3Y*
- 19.82%
- 5Y*
- 5.20%
- 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%
NTSE vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 20.86% | 36.29% | 4.42% | 9.47% | -26.31% | -5.67% |
EPI WisdomTree India Earnings Fund | -8.86% | 2.25% | 10.70% | 26.03% | -4.74% | 11.94% |
Correlation
The correlation between NTSE and EPI is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.54 |
The correlation between NTSE and EPI has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.
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Return for Risk
NTSE vs. EPI — Risk / Return Rank
NTSE
EPI
NTSE vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) 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.
| NTSE | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.90 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | -0.67 | +3.48 |
| Martin ratioReturn relative to average drawdown | 9.50 | -1.57 | +11.07 |
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Drawdowns
NTSE vs. EPI - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for NTSE and EPI.
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Drawdown Indicators
| NTSE | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -66.21% | +23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -15.69% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -21.89% | +3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -21.89% | -19.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | -9.63% | -16.76% | +7.13% |
Average DrawdownAverage peak-to-trough decline | -19.40% | -18.63% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 6.90% | -2.71% |
Volatility
NTSE vs. EPI - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 10.13% compared to WisdomTree India Earnings Fund (EPI) at 3.70%. This indicates that NTSE'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
| NTSE | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 3.70% | +6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 22.38% | 13.05% | +9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 15.26% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.13% | 16.27% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 20.26% | -0.33% |
NTSE vs. EPI - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
NTSE vs. EPI - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.72%, 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% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.72% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSE and EPI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSE has higher volatility (10.13%) compared to EPI (3.70%). In terms of maximum drawdown, NTSE dropped -42.84% vs EPI's -66.21%.
On 5-year performance, EPI leads with 5.95% vs 5.20% for NTSE. On fees, NTSE is cheaper at 0.38% per year. On volatility, EPI has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EPI has performed better with a 5.95% return vs 5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSE is cheaper with a 0.38% expense ratio, compared with 0.84% for EPI.
NTSE has the higher dividend yield at 2.72%, compared with 0.00% for EPI.
NTSE is categorized as Diversified Portfolio, while EPI is India Equities. Their fees differ too: 0.38% for NTSE and 0.84% for EPI.
NTSE currently has the higher Sharpe Ratio (1.64 vs -0.69), 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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