WTPI vs. EPDIX

Last updated Jun 24, 2026

WTPI (WisdomTree Equity Premium Income Fund) and EPDIX (EuroPac International Dividend Income Fund) are both funds - WTPI is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index, while EPDIX is a Foreign Large Cap Equities fund managed by Euro Pacific Asset Management. Over the past 10 years, WTPI returned 8.20%/yr vs 10.11%/yr for EPDIX. At a 0.45 correlation, their price movements are largely independent. WTPI charges 0.44%/yr vs 1.25%/yr for EPDIX.

Performance

WTPI vs. EPDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (WTPI) and EuroPac International Dividend Income Fund (EPDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTPI achieves a 3.16% return, which is significantly lower than EPDIX's 8.07% return. Over the past 10 years, WTPI has underperformed EPDIX with an annualized return of 8.20%, while EPDIX has yielded a comparatively higher 10.11% annualized return.

WTPI

• 1D: -1.14%
• 1M: -0.70%
• YTD: 3.16%
• 6M: 2.00%
• 1Y: 16.19%
• 3Y*: 12.75%
• 5Y*: 9.33%
• 10Y*: 8.20%

EPDIX

• 1D: -0.48%
• 1M: -3.87%
• YTD: 8.07%
• 6M: 7.37%
• 1Y: 36.11%
• 3Y*: 22.68%
• 5Y*: 13.90%
• 10Y*: 10.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTPI vs. EPDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTPI WisdomTree Equity Premium Income Fund	3.16%	14.45%	17.18%	15.53%	-10.11%	20.94%	1.65%	13.55%	-7.16%	10.09%
EPDIX EuroPac International Dividend Income Fund	8.07%	62.35%	0.87%	7.85%	1.53%	8.04%	9.23%	13.33%	-10.74%	15.81%

Correlation

The correlation between WTPI and EPDIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016	0.45

Return for Risk

WTPI vs. EPDIX — Risk / Return Rank

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

WTPI

WTPI Risk / Return Rank: 55
WTPI Sharpe Ratio Rank: 53
WTPI Sortino Ratio Rank: 53
WTPI Omega Ratio Rank: 59
WTPI Calmar Ratio Rank: 48
WTPI Martin Ratio Rank: 62

EPDIX

EPDIX Risk / Return Rank: 75
EPDIX Sharpe Ratio Rank: 85
EPDIX Sortino Ratio Rank: 73
EPDIX Omega Ratio Rank: 77
EPDIX Calmar Ratio Rank: 79
EPDIX Martin Ratio Rank: 61

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.

WTPI vs. EPDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and EuroPac International Dividend Income Fund (EPDIX). 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.

	WTPI	EPDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.54	-0.80
Sortino ratio: Return per unit of downside risk	2.44	3.23	-0.79
Omega ratio: Gain probability vs. loss probability	1.35	1.46	-0.11
Calmar ratio: Return relative to maximum drawdown	2.27	3.36	-1.09
Martin ratio: Return relative to average drawdown	10.71	11.45	-0.73

WTPI vs. EPDIX - Sharpe Ratio Comparison

The current WTPI Sharpe Ratio is 1.75, which is lower than the EPDIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of WTPI and EPDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WTPI vs. EPDIX - Drawdown Comparison

The maximum WTPI drawdown since its inception was -28.40%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for WTPI and EPDIX.

Drawdown Indicators

	WTPI	EPDIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.40%	-38.23%	+9.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-10.92%	+3.77%
Max Drawdown (3Y) Largest decline over 3 years	-15.26%	-13.01%	-2.25%
Max Drawdown (5Y) Largest decline over 5 years	-16.56%	-20.98%	+4.42%
Max Drawdown (10Y) Largest decline over 10 years	-28.40%	-32.84%	+4.44%
Current Drawdown Current decline from peak	-1.53%	-7.60%	+6.07%
Average Drawdown Average peak-to-trough decline	-3.43%	-10.76%	+7.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	3.20%	-1.69%

Volatility

WTPI vs. EPDIX - Volatility Comparison

The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 3.40%, while EuroPac International Dividend Income Fund (EPDIX) has a volatility of 5.09%. This indicates that WTPI experiences smaller price fluctuations and is considered to be less risky than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTPI	EPDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	5.09%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	7.61%	12.37%	-4.76%
Volatility (1Y) Calculated over the trailing 1-year period	9.33%	14.47%	-5.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.22%	14.11%	-1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	14.92%	-1.66%

WTPI vs. EPDIX - Expense Ratio Comparison

WTPI has a 0.44% expense ratio, which is lower than EPDIX's 1.25% expense ratio.

Dividends

WTPI vs. EPDIX - Dividend Comparison

WTPI's dividend yield for the trailing twelve months is around 12.19%, more than EPDIX's 7.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDIX EuroPac International Dividend Income Fund	7.15%	7.71%	4.09%	3.32%	2.81%	2.31%	1.92%	2.68%	3.00%	2.93%	2.47%	3.88%
WTPI WisdomTree Equity Premium Income Fund	12.19%	13.18%	11.99%	8.94%	3.27%	0.00%	1.43%	1.47%	6.46%	3.52%	2.27%	0.00%

Frequently Asked Questions

Can I hold both WTPI and EPDIX in my portfolio?

WTPI and EPDIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTPI or EPDIX?

EPDIX has higher volatility (5.09%) compared to WTPI (3.40%). In terms of maximum drawdown, WTPI dropped -28.40% vs EPDIX's -38.23%.

Which has better risk-adjusted returns?

EPDIX currently has the higher Sharpe Ratio (2.54 vs 1.75), 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.