SMIN vs. EPI
Compare and contrast key facts about iShares MSCI India Small-Cap ETF (SMIN) and WisdomTree India Earnings Fund (EPI).
SMIN and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMIN is a passively managed fund by iShares that tracks the performance of the MSCI India Small Cap Index. It was launched on Feb 8, 2012. 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 SMIN 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: SMIN or EPI.
Performance
SMIN vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, SMIN achieves a 14.00% return, which is significantly higher than EPI's 11.66% return. Over the past 10 years, SMIN has outperformed EPI with an annualized return of 9.96%, while EPI has yielded a comparatively lower 8.54% annualized return.
SMIN
14.00%
-2.28%
4.79%
21.52%
18.64%
9.96%
EPI
11.66%
-4.01%
-1.51%
21.85%
15.68%
8.54%
Key characteristics
| SMIN | EPI | |
|---|---|---|
| Sharpe Ratio | 1.16 | 1.32 |
| Sortino Ratio | 1.49 | 1.67 |
| Omega Ratio | 1.22 | 1.26 |
| Calmar Ratio | 1.98 | 2.09 |
| Martin Ratio | 6.33 | 6.90 |
| Ulcer Index | 3.30% | 3.16% |
| Daily Std Dev | 18.03% | 16.55% |
| Max Drawdown | -60.50% | -66.21% |
| Current Drawdown | -8.52% | -9.92% |
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SMIN vs. EPI - Expense Ratio Comparison
SMIN has a 0.76% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between SMIN and EPI is 0.81, 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
SMIN vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) 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
SMIN vs. EPI - Dividend Comparison
SMIN's dividend yield for the trailing twelve months is around 0.31%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIN iShares MSCI India Small-Cap ETF | 0.31% | 0.41% | 0.01% | 1.27% | 1.07% | 1.74% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% | 0.75% |
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
SMIN vs. EPI - Drawdown Comparison
The maximum SMIN drawdown since its inception was -60.50%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for SMIN and EPI. For additional features, visit the drawdowns tool.
Volatility
SMIN vs. EPI - Volatility Comparison
iShares MSCI India Small-Cap ETF (SMIN) has a higher volatility of 4.94% compared to WisdomTree India Earnings Fund (EPI) at 3.85%. This indicates that SMIN'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.