NTSI vs. EPI
NTSI (WisdomTree International Efficient Core Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while EPI is a India Equities fund tracking the WisdomTree India Earnings Index. NTSI is actively managed, while EPI is passively managed. Over the past 5 years, NTSI returned 6.11%/yr vs 5.91%/yr for EPI. Their 0.55 correlation means they have sometimes moved together and sometimes differently. NTSI charges 0.26%/yr vs 0.84%/yr for EPI.
Performance
NTSI vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 11.17% return, which is significantly higher than EPI's -5.68% return.
NTSI
- 1D
- 1.29%
- 1M
- 2.73%
- 6M
- 6.15%
- YTD
- 11.17%
- 1Y
- 22.81%
- 3Y*
- 15.78%
- 5Y*
- 6.11%
- 10Y*
- —
- ALL TIME*
- 6.58%
EPI
- 1D
- 0.88%
- 1M
- 1.72%
- 6M
- -4.73%
- YTD
- -5.68%
- 1Y
- -1.91%
- 3Y*
- 6.93%
- 5Y*
- 5.91%
- 10Y*
- 8.69%
- ALL TIME*
- 3.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $18.16M | $16.64M | $21.02M | |
| $637.49K | $574.07K | $1.11M |
NTSI vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 11.17% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
EPI WisdomTree India Earnings Fund | -5.68% | 2.25% | 10.70% | 26.03% | -4.74% | 11.94% |
Correlation
The correlation between NTSI and EPI is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.55 |
The correlation between NTSI and EPI has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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Return for Risk
NTSI vs. EPI — Risk / Return Rank
NTSI
EPI
NTSI vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) 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.
| NTSI | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.99 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | -0.12 | +1.98 |
| Martin ratioReturn relative to average drawdown | 6.66 | -0.29 | +6.95 |
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Drawdowns
NTSI vs. EPI - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for NTSI and EPI.
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Drawdown Indicators
| NTSI | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -66.21% | +32.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -15.69% | +3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -13.22% | -21.89% | +8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -21.89% | -12.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.86% | +13.86% |
Average DrawdownAverage peak-to-trough decline | -8.95% | -18.63% | +9.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 6.70% | -3.27% |
Volatility
NTSI vs. EPI - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.54% compared to WisdomTree India Earnings Fund (EPI) at 3.64%. This indicates that NTSI'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
| NTSI | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.64% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 12.70% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 15.32% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 16.28% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 20.27% | -4.61% |
NTSI vs. EPI - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
NTSI vs. EPI - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.42%, 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% |
NTSI WisdomTree International Efficient Core Fund | 3.42% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSI and EPI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSI has higher volatility (4.54%) compared to EPI (3.64%). In terms of maximum drawdown, NTSI dropped -34.01% vs EPI's -66.21%.
On 5-year performance, NTSI leads with 6.11% vs 5.91% for EPI. On fees, NTSI is cheaper at 0.26% per year. On volatility, EPI has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSI has performed better with a 6.11% return vs 5.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSI is cheaper with a 0.26% expense ratio, compared with 0.84% for EPI.
NTSI has the higher dividend yield at 3.42%, compared with 0.00% for EPI.
NTSI is categorized as Global Allocation, while EPI is India Equities. Their fees differ too: 0.26% for NTSI and 0.84% for EPI.
NTSI currently has the higher Sharpe Ratio (1.47 vs -0.13), 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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