NTSX vs. EPI
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and WisdomTree India Earnings Fund (EPI).
NTSX and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018. 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.
Performance
NTSX vs. EPI - Performance Comparison
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NTSX vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | -4.22% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
EPI WisdomTree India Earnings Fund | -11.92% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -6.35% |
Returns By Period
In the year-to-date period, NTSX achieves a -4.22% return, which is significantly higher than EPI's -11.92% return.
NTSX
- 1D
- 0.38%
- 1M
- -5.07%
- YTD
- -4.22%
- 6M
- -2.82%
- 1Y
- 16.25%
- 3Y*
- 15.70%
- 5Y*
- 8.07%
- 10Y*
- —
EPI
- 1D
- -0.07%
- 1M
- -7.80%
- YTD
- -11.92%
- 6M
- -8.30%
- 1Y
- -6.28%
- 3Y*
- 9.09%
- 5Y*
- 6.70%
- 10Y*
- 9.10%
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NTSX vs. EPI - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than EPI's 0.84% expense ratio.
Return for Risk
NTSX vs. EPI — Risk / Return Rank
NTSX
EPI
NTSX vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) 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.
| NTSX | EPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | -0.39 | +1.27 |
Sortino ratioReturn per unit of downside risk | 1.30 | -0.45 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.95 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.40 | +1.92 |
Martin ratioReturn relative to average drawdown | 6.52 | -1.24 | +7.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTSX | EPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | -0.39 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.41 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.13 | +0.49 |
Correlation
The correlation between NTSX and EPI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NTSX vs. EPI - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.22%, while EPI has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
NTSX vs. EPI - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for NTSX and EPI.
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Drawdown Indicators
| NTSX | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -66.21% | +34.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -16.88% | +5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -21.89% | -9.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | -6.04% | -19.56% | +13.52% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -18.68% | +11.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 5.45% | -2.85% |
Volatility
NTSX vs. EPI - Volatility Comparison
The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 6.11%, while WisdomTree India Earnings Fund (EPI) has a volatility of 6.84%. This indicates that NTSX 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.
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Volatility by Period
| NTSX | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.84% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 11.47% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 16.34% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 16.27% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 20.37% | -1.99% |