WTPI vs. EPI
WTPI (WisdomTree Equity Premium Income Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - WTPI is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index, while EPI is a India Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 10 years, WTPI returned 8.12%/yr vs 8.67%/yr for EPI. At a 0.42 correlation, their price movements are largely independent. WTPI charges 0.44%/yr vs 0.84%/yr for EPI.
Performance
WTPI vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, WTPI achieves a 4.93% return, which is significantly higher than EPI's -8.86% return. Over the past 10 years, WTPI has underperformed EPI with an annualized return of 8.12%, while EPI has yielded a comparatively higher 8.67% annualized return.
WTPI
- 1D
- -0.27%
- 1M
- 0.31%
- 6M
- 2.88%
- YTD
- 4.93%
- 1Y
- 15.42%
- 3Y*
- 12.68%
- 5Y*
- 9.59%
- 10Y*
- 8.12%
EPI
- 1D
- -0.19%
- 1M
- -1.59%
- 6M
- -7.70%
- YTD
- -8.86%
- 1Y
- -10.42%
- 3Y*
- 5.67%
- 5Y*
- 5.95%
- 10Y*
- 8.67%
WTPI vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | 4.93% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 13.55% | -7.16% | 10.09% |
EPI WisdomTree India Earnings Fund | -8.86% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between WTPI and EPI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.42 |
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Return for Risk
WTPI vs. EPI — Risk / Return Rank
WTPI
EPI
WTPI vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) 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.
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 | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.90 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.67 | +2.83 |
| Martin ratioReturn relative to average drawdown | 10.13 | -1.57 | +11.70 |
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Drawdowns
WTPI vs. EPI - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for WTPI and EPI.
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Drawdown Indicators
| WTPI | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -66.21% | +37.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -15.69% | +8.54% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -21.89% | +6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -21.89% | +5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | -50.29% | +21.89% |
Current DrawdownCurrent decline from peak | -0.27% | -16.76% | +16.49% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -18.63% | +15.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 6.90% | -5.37% |
Volatility
WTPI vs. EPI - Volatility Comparison
The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 2.13%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.70%. This indicates that WTPI 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
| WTPI | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.13% | 3.70% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 13.05% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 15.26% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.22% | 16.27% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 20.26% | -7.03% |
WTPI vs. EPI - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
WTPI vs. EPI - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.14%, 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% |
WTPI WisdomTree Equity Premium Income Fund | 12.14% | 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
WTPI and EPI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (3.70%) compared to WTPI (2.13%). In terms of maximum drawdown, WTPI dropped -28.40% vs EPI's -66.21%.
On 10-year performance, EPI leads with 8.67% vs 8.12% for WTPI. On fees, WTPI is cheaper at 0.44% per year. On volatility, WTPI has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EPI has performed better with a 8.67% return vs 8.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTPI is cheaper with a 0.44% expense ratio, compared with 0.84% for EPI.
WTPI has the higher dividend yield at 12.14%, compared with 0.00% for EPI.
WTPI is categorized as Derivative Income, while EPI is India Equities. WTPI tracks Volos U.S. Large Cap Target 2.5% PutWrite Index, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.44% for WTPI and 0.84% for EPI.
WTPI currently has the higher Sharpe Ratio (1.67 vs -0.69), 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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