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PIN vs. EPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PIN and EPI is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PIN vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco India ETF (PIN) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
90.65%
128.03%
PIN
EPI

Key characteristics

Sharpe Ratio

PIN:

0.15

EPI:

0.04

Sortino Ratio

PIN:

0.31

EPI:

0.17

Omega Ratio

PIN:

1.04

EPI:

1.02

Calmar Ratio

PIN:

0.13

EPI:

0.04

Martin Ratio

PIN:

0.28

EPI:

0.08

Ulcer Index

PIN:

8.87%

EPI:

9.37%

Daily Std Dev

PIN:

16.67%

EPI:

17.74%

Max Drawdown

PIN:

-64.54%

EPI:

-66.21%

Current Drawdown

PIN:

-11.01%

EPI:

-11.55%

Returns By Period

In the year-to-date period, PIN achieves a -0.85% return, which is significantly higher than EPI's -0.97% return. Over the past 10 years, PIN has underperformed EPI with an annualized return of 7.99%, while EPI has yielded a comparatively higher 9.02% annualized return.


PIN

YTD

-0.85%

1M

2.04%

6M

-3.57%

1Y

1.82%

5Y*

18.00%

10Y*

7.99%

EPI

YTD

-0.97%

1M

2.75%

6M

-4.00%

1Y

-0.25%

5Y*

23.23%

10Y*

9.02%

*Annualized

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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.


Expense ratio chart for EPI: current value is 0.84%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EPI: 0.84%
Expense ratio chart for PIN: current value is 0.78%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PIN: 0.78%

Risk-Adjusted Performance

PIN vs. EPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PIN
The Risk-Adjusted Performance Rank of PIN is 2828
Overall Rank
The Sharpe Ratio Rank of PIN is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of PIN is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PIN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of PIN is 3030
Calmar Ratio Rank
The Martin Ratio Rank of PIN is 2525
Martin Ratio Rank

EPI
The Risk-Adjusted Performance Rank of EPI is 2121
Overall Rank
The Sharpe Ratio Rank of EPI is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 2020
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PIN, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
PIN: 0.15
EPI: 0.04
The chart of Sortino ratio for PIN, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.00
PIN: 0.31
EPI: 0.17
The chart of Omega ratio for PIN, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
PIN: 1.04
EPI: 1.02
The chart of Calmar ratio for PIN, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
PIN: 0.13
EPI: 0.04
The chart of Martin ratio for PIN, currently valued at 0.28, compared to the broader market0.0020.0040.0060.00
PIN: 0.28
EPI: 0.08

The current PIN Sharpe Ratio is 0.15, which is higher than the EPI Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of PIN and EPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.15
0.04
PIN
EPI

Dividends

PIN vs. EPI - Dividend Comparison

PIN's dividend yield for the trailing twelve months is around 8.56%, more than EPI's 0.27% yield.


TTM20242023202220212020201920182017201620152014
PIN
Invesco India ETF
8.56%8.48%2.08%14.07%6.95%0.72%27.85%0.96%1.01%1.18%0.60%0.99%
EPI
WisdomTree India Earnings Fund
0.27%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%1.02%

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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-11.01%
-11.55%
PIN
EPI

Volatility

PIN vs. EPI - Volatility Comparison

The current volatility for Invesco India ETF (PIN) is 7.55%, while WisdomTree India Earnings Fund (EPI) has a volatility of 8.03%. This indicates that PIN 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.55%
8.03%
PIN
EPI