WTBN vs. EPI
WTBN (WisdomTree Bianco Total Return Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - WTBN is a Intermediate Core Bond fund tracking the Bianco Research Fixed Income Total Return Index, while EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past year, WTBN returned 4.29% vs -9.55% for EPI. At a 0.13 correlation, their price movements are largely independent. WTBN charges 0.59%/yr vs 0.84%/yr for EPI.
Performance
WTBN vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, WTBN achieves a -0.10% return, which is significantly higher than EPI's -10.02% return.
WTBN
- 1D
- -0.24%
- 1M
- 0.26%
- YTD
- -0.10%
- 6M
- -0.24%
- 1Y
- 4.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPI
- 1D
- -1.40%
- 1M
- -2.71%
- YTD
- -10.02%
- 6M
- -8.12%
- 1Y
- -9.55%
- 3Y*
- 7.59%
- 5Y*
- 5.37%
- 10Y*
- 8.98%
WTBN vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTBN WisdomTree Bianco Total Return Fund | -0.10% | 6.90% | 2.26% | 0.03% |
EPI WisdomTree India Earnings Fund | -10.02% | 2.25% | 10.70% | 3.72% |
Correlation
The correlation between WTBN and EPI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023 | 0.13 |
The correlation between WTBN and EPI shifts across timeframes, from 0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WTBN vs. EPI — Risk / Return Rank
WTBN
EPI
WTBN vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bianco Total Return Fund (WTBN) 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.
| WTBN | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.90 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.57 | +2.08 |
| Martin ratioReturn relative to average drawdown | 4.71 | -1.39 | +6.11 |
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
| WTBN | EPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | -0.64 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.33 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.13 | +0.68 |
Drawdowns
WTBN vs. EPI - Drawdown Comparison
The maximum WTBN drawdown since its inception was -4.08%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for WTBN and EPI.
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Drawdown Indicators
| WTBN | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.08% | -66.21% | +62.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -16.88% | +14.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | -1.59% | -17.83% | +16.24% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -18.65% | +17.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 6.87% | -5.96% |
Volatility
WTBN vs. EPI - Volatility Comparison
The current volatility for WisdomTree Bianco Total Return Fund (WTBN) is 1.37%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.86%. This indicates that WTBN 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
| WTBN | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.86% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 12.80% | -10.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 14.94% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.53% | 16.21% | -11.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.53% | 20.35% | -15.82% |
WTBN vs. EPI - Expense Ratio Comparison
WTBN has a 0.59% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
WTBN vs. EPI - Dividend Comparison
WTBN's dividend yield for the trailing twelve months is around 3.98%, 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% |
WTBN WisdomTree Bianco Total Return Fund | 3.98% | 4.13% | 3.47% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTBN and EPI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.86%) compared to WTBN (1.37%). In terms of maximum drawdown, WTBN dropped -4.08% vs EPI's -66.21%.
On 1-year performance, WTBN leads with 4.29% vs -9.55% for EPI. On fees, WTBN is cheaper at 0.59% per year. On volatility, WTBN has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, WTBN has performed better with a 4.29% return vs -9.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTBN is cheaper with a 0.59% expense ratio, compared with 0.84% for EPI.
WTBN has the higher dividend yield at 3.98%, compared with 0.00% for EPI.
WTBN is categorized as Intermediate Core Bond, while EPI is Asia Pacific Equities. WTBN tracks Bianco Research Fixed Income Total Return Index, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.59% for WTBN and 0.84% for EPI.
WTBN currently has the higher Sharpe Ratio (1.18 vs -0.64), 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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