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WT vs. EPHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WT vs. EPHE

Last updated Jun 13, 2026

WT (WisdomTree Inc.) is a stock, while EPHE (iShares MSCI Philippines ETF) is Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index. Over the past 10 years, WT returned 8.07%/yr vs -2.82%/yr for EPHE. At a 0.27 correlation, their price movements are largely independent.

Performance

WT vs. EPHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inc. (WT) and iShares MSCI Philippines ETF (EPHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WT achieves a 47.93% return, which is significantly higher than EPHE's 0.32% return. Over the past 10 years, WT has outperformed EPHE with an annualized return of 8.07%, while EPHE has yielded a comparatively lower -2.82% annualized return.

WT

1D
3.99%
1M
-9.29%
YTD
47.93%
6M
52.43%
1Y
80.10%
3Y*
36.20%
5Y*
22.72%
10Y*
8.07%

EPHE

1D
0.97%
1M
0.81%
YTD
0.32%
6M
1.21%
1Y
-7.80%
3Y*
0.90%
5Y*
-3.02%
10Y*
-2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WT vs. EPHE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WT
WisdomTree Inc.		47.93%17.38%53.55%29.56%-8.94%16.57%14.13%-25.75%-46.31%16.47%
EPHE
iShares MSCI Philippines ETF		0.32%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%20.20%

Correlation

The correlation between WT and EPHE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.28

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

0.22

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2010

0.27

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WisdomTree Inc.

iShares MSCI Philippines ETF

Often compared with WT:
WT vs. SPYWT vs. VOOWT vs. AAPLWT vs. SCHDWT vs. BOTZWT vs. IVZWT vs. SCHG
Often compared with EPHE:
EPHE vs. VOOEPHE vs. EWYEPHE vs. EIDOEPHE vs. VTEPHE vs. VTIEPHE vs. VXUSEPHE vs. GOVT

Return for Risk

WT vs. EPHE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WT
WT Risk / Return Rank: 8585
Overall Rank
WT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WT Sortino Ratio Rank: 8787
Sortino Ratio Rank
WT Omega Ratio Rank: 8383
Omega Ratio Rank
WT Calmar Ratio Rank: 8383
Calmar Ratio Rank
WT Martin Ratio Rank: 8282
Martin Ratio Rank
EPHE
EPHE Risk / Return Rank: 55
Overall Rank
EPHE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 55
Sortino Ratio Rank
EPHE Omega Ratio Rank: 55
Omega Ratio Rank
EPHE Calmar Ratio Rank: 55
Calmar Ratio Rank
EPHE Martin Ratio Rank: 55
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.

WT vs. EPHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) and iShares MSCI Philippines ETF (EPHE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

WTEPHEDifference
Sharpe ratioReturn per unit of total volatility
2.07
-0.49

+2.55

Sortino ratioReturn per unit of downside risk
2.74
-0.59

+3.33

Omega ratioGain probability vs. loss probability

1.31

0.94

+0.38

Calmar ratioReturn relative to maximum drawdown

2.90

-0.58

+3.48

Martin ratioReturn relative to average drawdown

6.89

-1.06

+7.95

WT vs. EPHE - Sharpe Ratio Comparison

The current WT Sharpe Ratio is 2.07, which is higher than the EPHE Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of WT and EPHE, 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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Drawdowns

WT vs. EPHE - Drawdown Comparison

The maximum WT drawdown since its inception was -99.92%, which is greater than EPHE's maximum drawdown of -53.82%. Use the drawdown chart below to compare losses from any high point for WT and EPHE.

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Drawdown Indicators

WTEPHEDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-53.82%

-46.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.67%

-15.90%

-10.77%

Max Drawdown (3Y)

Largest decline over 3 years

-36.94%

-21.42%

-15.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.94%

-32.96%

-3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-83.95%

-51.62%

-32.33%

Current Drawdown

Current decline from peak

-12.50%

-33.66%

+21.16%

Average Drawdown

Average peak-to-trough decline

-60.16%

-21.00%

-39.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.20%

9.28%

+1.92%

Volatility

WT vs. EPHE - Volatility Comparison

WisdomTree Inc. (WT) has a higher volatility of 11.00% compared to iShares MSCI Philippines ETF (EPHE) at 4.96%. This indicates that WT's price experiences larger fluctuations and is considered to be riskier than EPHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WTEPHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

4.96%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

31.11%

13.49%

+17.62%

Volatility (1Y)

Calculated over the trailing 1-year period

37.43%

18.90%

+18.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.39%

18.05%

+14.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.93%

22.20%

+20.73%

Dividends

WT vs. EPHE - Dividend Comparison

WT's dividend yield for the trailing twelve months is around 0.67%, less than EPHE's 2.10% yield.

PositionTTM20252024202320222021202020192018201720162015
EPHE
iShares MSCI Philippines ETF		2.10%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%
WT
WisdomTree Inc.		0.67%0.98%1.14%1.73%2.20%1.96%2.24%2.48%1.80%2.55%2.87%3.64%

Frequently Asked Questions

WT and EPHE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WT has higher volatility (11.00%) compared to EPHE (4.96%). In terms of maximum drawdown, WT dropped -99.92% vs EPHE's -53.82%.

WT currently has the higher Sharpe Ratio (2.07 vs -0.49), 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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