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WGLD.DE vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGLD.DE vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Core Physical Gold (WGLD.DE) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WGLD.DE is traded in EUR, while EPI is traded in USD. To make them comparable, the EPI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly higher than EPI's -7.77% return.


WGLD.DE

1D
0.59%
1M
-1.57%
YTD
2.75%
6M
6.40%
1Y
30.17%
3Y*
28.03%
5Y*
19.71%
10Y*

EPI

1D
1.20%
1M
-1.73%
YTD
-7.77%
6M
-7.35%
1Y
-9.80%
3Y*
5.26%
5Y*
6.63%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGLD.DE vs. EPI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%7.07%9.65%
EPI
WisdomTree India Earnings Fund
-7.77%-9.88%18.01%22.25%1.16%20.44%

Correlation

The correlation between WGLD.DE and EPI is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.07

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Return for Risk

WGLD.DE vs. EPI — Risk / Return Rank

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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 44
Overall Rank
EPI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 44
Omega Ratio Rank
EPI Calmar Ratio Rank: 55
Calmar Ratio Rank
EPI Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WGLD.DE vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) 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.


WGLD.DEEPIDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+2.63

Omega ratioGain probability vs. loss probability

1.26

0.90

+0.36

Calmar ratioReturn relative to maximum drawdown

1.81

-0.60

+2.41

Martin ratioReturn relative to average drawdown

4.60

-1.25

+5.85

WGLD.DE vs. EPI - Sharpe Ratio Comparison

The current WGLD.DE Sharpe Ratio is 1.30, which is higher than the EPI Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of WGLD.DE and EPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WGLD.DEEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

-0.67

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.42

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.19

+1.08

Drawdowns

WGLD.DE vs. EPI - Drawdown Comparison

The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum EPI drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and EPI.


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Drawdown Indicators


WGLD.DEEPIDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-59.34%

+42.76%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-16.38%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-24.99%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-24.99%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.67%

Current Drawdown

Current decline from peak

-14.99%

-21.07%

+6.08%

Average Drawdown

Average peak-to-trough decline

-4.27%

-15.12%

+10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

7.86%

-1.32%

Volatility

WGLD.DE vs. EPI - Volatility Comparison

WisdomTree Core Physical Gold (WGLD.DE) has a higher volatility of 5.05% compared to WisdomTree India Earnings Fund (EPI) at 4.54%. This indicates that WGLD.DE'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


WGLD.DEEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

4.54%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

12.33%

+7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

14.71%

+8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

15.74%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

20.19%

-4.31%

WGLD.DE vs. EPI - Expense Ratio Comparison

WGLD.DE has a 0.12% expense ratio, which is lower than EPI's 0.84% expense ratio.


Dividends

WGLD.DE vs. EPI - Dividend Comparison

Neither WGLD.DE nor EPI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WGLD.DE
WisdomTree Core Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WGLD.DE and EPI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.84% for EPI.

WGLD.DE is categorized as Precious Metals, while EPI is Asia Pacific Equities. WGLD.DE tracks Gold, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.12% for WGLD.DE and 0.84% for EPI.

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