PIN vs. EPI
Compare and contrast key facts about Invesco India ETF (PIN) and WisdomTree India Earnings Fund (EPI).
PIN and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PIN is a passively managed fund by Invesco that tracks the performance of the FTSE India Quality and Yield Select Net Tax (US RIC) Index. It was launched on Mar 5, 2008. 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. Both PIN and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIN or EPI.
Performance
PIN vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, PIN achieves a 8.87% return, which is significantly lower than EPI's 11.66% return. Over the past 10 years, PIN has underperformed EPI with an annualized return of 7.62%, while EPI has yielded a comparatively higher 8.54% annualized return.
PIN
8.87%
-4.42%
-0.64%
18.49%
12.71%
7.62%
EPI
11.66%
-4.01%
-1.51%
21.85%
15.68%
8.54%
Key characteristics
| PIN | EPI | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.32 |
| Sortino Ratio | 1.66 | 1.67 |
| Omega Ratio | 1.24 | 1.26 |
| Calmar Ratio | 1.80 | 2.09 |
| Martin Ratio | 6.16 | 6.90 |
| Ulcer Index | 3.05% | 3.16% |
| Daily Std Dev | 15.12% | 16.55% |
| Max Drawdown | -64.54% | -66.21% |
| Current Drawdown | -10.41% | -9.92% |
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PIN vs. EPI - Expense Ratio Comparison
PIN has a 0.78% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between PIN and EPI is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
PIN vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco India ETF (PIN) 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.
Dividends
PIN vs. EPI - Dividend Comparison
PIN's dividend yield for the trailing twelve months is around 1.53%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIN Invesco India ETF | 1.53% | 2.08% | 14.07% | 6.95% | 0.72% | 27.85% | 0.96% | 1.01% | 1.18% | 0.60% | 0.99% | 0.48% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
PIN vs. EPI - Drawdown Comparison
The maximum PIN drawdown since its inception was -64.54%, roughly equal to the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for PIN and EPI. For additional features, visit the drawdowns tool.
Volatility
PIN vs. EPI - Volatility Comparison
Invesco India ETF (PIN) and WisdomTree India Earnings Fund (EPI) have volatilities of 3.70% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.