SHAG vs. EPI
SHAG (WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - SHAG is a Short-Term Bond fund tracking the Bloomberg U.S. Short Aggregate Enhanced Yield Index, while EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 5 years, SHAG returned 1.61%/yr vs 5.65%/yr for EPI. At a 0.08 correlation, their price movements are largely independent. SHAG charges 0.12%/yr vs 0.84%/yr for EPI.
Performance
SHAG vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, SHAG achieves a 0.48% return, which is significantly higher than EPI's -8.81% return.
SHAG
- 1D
- 0.07%
- 1M
- 0.03%
- YTD
- 0.48%
- 6M
- 0.81%
- 1Y
- 3.73%
- 3Y*
- 4.72%
- 5Y*
- 1.61%
- 10Y*
- —
EPI
- 1D
- 1.34%
- 1M
- -2.38%
- YTD
- -8.81%
- 6M
- -7.60%
- 1Y
- -8.26%
- 3Y*
- 8.13%
- 5Y*
- 5.65%
- 10Y*
- 9.13%
SHAG vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 0.48% | 6.27% | 4.30% | 4.61% | -6.37% | -0.91% | 4.70% | 5.79% | 0.80% | -0.11% |
EPI WisdomTree India Earnings Fund | -8.81% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 7.27% |
Correlation
The correlation between SHAG and EPI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017 | 0.08 |
The correlation between SHAG and EPI shifts across timeframes, from 0.08 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHAG vs. EPI — Risk / Return Rank
SHAG
EPI
SHAG vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) 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.
| SHAG | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.92 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.92 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | -0.49 | +3.21 |
| Martin ratioReturn relative to average drawdown | 9.70 | -1.20 | +10.89 |
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
| SHAG | EPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | -0.55 | +2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.35 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.14 | +0.70 |
Drawdowns
SHAG vs. EPI - Drawdown Comparison
The maximum SHAG drawdown since its inception was -9.62%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for SHAG and EPI.
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Drawdown Indicators
| SHAG | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.62% | -66.21% | +56.59% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -16.88% | +15.50% |
Max Drawdown (3Y)Largest decline over 3 years | -1.38% | -21.89% | +20.51% |
Max Drawdown (5Y)Largest decline over 5 years | -9.62% | -21.89% | +12.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | -0.54% | -16.72% | +16.18% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -18.65% | +16.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 6.91% | -6.52% |
Volatility
SHAG vs. EPI - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) is 0.60%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.95%. This indicates that SHAG 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
| SHAG | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 4.95% | -4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.31% | 12.85% | -11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 14.97% | -13.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.75% | 16.21% | -13.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 20.35% | -17.77% |
SHAG vs. EPI - Expense Ratio Comparison
SHAG has a 0.12% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
SHAG vs. EPI - Dividend Comparison
SHAG's dividend yield for the trailing twelve months is around 4.28%, 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% |
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 4.28% | 4.33% | 4.49% | 3.04% | 1.38% | 0.92% | 2.33% | 2.71% | 2.56% | 0.77% | 0.00% | 0.00% |
Frequently Asked Questions
SHAG and EPI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.95%) compared to SHAG (0.60%). In terms of maximum drawdown, SHAG dropped -9.62% vs EPI's -66.21%.
On 5-year performance, EPI leads with 5.65% vs 1.61% for SHAG. On fees, SHAG is cheaper at 0.12% per year. On volatility, SHAG has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EPI has performed better with a 5.65% return vs 1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SHAG is cheaper with a 0.12% expense ratio, compared with 0.84% for EPI.
SHAG has the higher dividend yield at 4.28%, compared with 0.00% for EPI.
SHAG is categorized as Short-Term Bond, while EPI is Asia Pacific Equities. SHAG tracks Bloomberg U.S. Short Aggregate Enhanced Yield Index, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.12% for SHAG and 0.84% for EPI.
SHAG currently has the higher Sharpe Ratio (2.05 vs -0.55), 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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