NTSX vs. EPI
NTSX (WisdomTree U.S. Efficient Core Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while EPI is a India Equities fund tracking the WisdomTree India Earnings Index. NTSX is actively managed, while EPI is passively managed. Over the past 5 years, NTSX returned 8.42%/yr vs 5.85%/yr for EPI. Their 0.47 correlation means their historical movements had little consistent relationship. NTSX charges 0.20%/yr vs 0.84%/yr for EPI.
Performance
NTSX vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, NTSX achieves a 8.99% return, which is significantly higher than EPI's -6.50% return.
NTSX
- 1D
- 1.59%
- 1M
- 1.07%
- 6M
- 7.46%
- YTD
- 8.99%
- 1Y
- 19.38%
- 3Y*
- 18.54%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 12.84%
EPI
- 1D
- 0.67%
- 1M
- 0.84%
- 6M
- -6.20%
- YTD
- -6.50%
- 1Y
- -3.31%
- 3Y*
- 6.62%
- 5Y*
- 5.85%
- 10Y*
- 8.60%
- ALL TIME*
- 3.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.82M | $16.41M | $21.21M | |
| $1.98M | $1.82M | $2.61M |
NTSX vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 8.99% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
EPI WisdomTree India Earnings Fund | -6.50% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -6.74% |
Correlation
The correlation between NTSX and EPI is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.47 |
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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.
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.
| NTSX | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.98 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | -0.21 | +2.34 |
| Martin ratioReturn relative to average drawdown | 8.61 | -0.50 | +9.11 |
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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 | -9.16% | -15.69% | +6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -21.89% | +5.07% |
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 | -0.71% | -14.61% | +13.90% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -18.63% | +11.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 6.69% | -4.43% |
Volatility
NTSX vs. EPI - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 4.14% compared to WisdomTree India Earnings Fund (EPI) at 3.55%. This indicates that NTSX'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
| NTSX | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 3.55% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 13.03% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 15.33% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 16.28% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 20.28% | -2.05% |
NTSX vs. EPI - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
NTSX vs. EPI - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.08%, 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.08% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSX and EPI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (4.14%) compared to EPI (3.55%). In terms of maximum drawdown, NTSX dropped -31.34% vs EPI's -66.21%.
On 5-year performance, NTSX leads with 8.42% vs 5.85% for EPI. On fees, NTSX is cheaper at 0.20% per year. On volatility, EPI has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.42% return vs 5.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.84% for EPI.
NTSX has the higher dividend yield at 1.08%, compared with 0.00% for EPI.
NTSX is categorized as Diversified Portfolio, while EPI is India Equities. Their fees differ too: 0.20% for NTSX and 0.84% for EPI.
NTSX currently has the higher Sharpe Ratio (1.46 vs -0.22), 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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