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XC vs. EPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XC vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets ex-China Fund (XC) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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XC vs. EPI - Yearly Performance Comparison


2026 (YTD)2025202420232022
XC
WisdomTree Emerging Markets ex-China Fund
-3.53%18.19%5.49%21.31%1.49%
EPI
WisdomTree India Earnings Fund
-11.86%2.25%10.70%26.03%2.00%

Returns By Period

In the year-to-date period, XC achieves a -3.53% return, which is significantly higher than EPI's -11.86% return.


XC

1D
3.04%
1M
-8.43%
YTD
-3.53%
6M
0.10%
1Y
17.84%
3Y*
11.68%
5Y*
10Y*

EPI

1D
3.06%
1M
-10.01%
YTD
-11.86%
6M
-7.69%
1Y
-6.66%
3Y*
9.12%
5Y*
6.72%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XC vs. EPI - Expense Ratio Comparison

XC has a 0.32% expense ratio, which is lower than EPI's 0.84% expense ratio.


Return for Risk

XC vs. EPI — Risk / Return Rank

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

XC
XC Risk / Return Rank: 5858
Overall Rank
XC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XC Sortino Ratio Rank: 6363
Sortino Ratio Rank
XC Omega Ratio Rank: 5959
Omega Ratio Rank
XC Calmar Ratio Rank: 5555
Calmar Ratio Rank
XC Martin Ratio Rank: 5454
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 66
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
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.

XC vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-China Fund (XC) 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.


XCEPIDifference

Sharpe ratio

Return per unit of total volatility

1.07

-0.41

+1.48

Sortino ratio

Return per unit of downside risk

1.59

-0.48

+2.07

Omega ratio

Gain probability vs. loss probability

1.22

0.94

+0.27

Calmar ratio

Return relative to maximum drawdown

1.39

-0.37

+1.76

Martin ratio

Return relative to average drawdown

5.13

-1.15

+6.28

XC vs. EPI - Sharpe Ratio Comparison

The current XC Sharpe Ratio is 1.07, which is higher than the EPI Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of XC and EPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

-0.41

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.13

+0.62

Correlation

The correlation between XC and EPI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XC vs. EPI - Dividend Comparison

XC's dividend yield for the trailing twelve months is around 12.42%, while EPI has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XC
WisdomTree Emerging Markets ex-China Fund
12.42%11.74%1.49%1.42%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

XC vs. EPI - Drawdown Comparison

The maximum XC drawdown since its inception was -20.97%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for XC and EPI.


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Drawdown Indicators


XCEPIDifference

Max Drawdown

Largest peak-to-trough decline

-20.97%

-66.21%

+45.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-16.88%

+4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

Current Drawdown

Current decline from peak

-9.41%

-19.51%

+10.10%

Average Drawdown

Average peak-to-trough decline

-3.99%

-18.68%

+14.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

5.37%

-1.98%

Volatility

XC vs. EPI - Volatility Comparison

WisdomTree Emerging Markets ex-China Fund (XC) has a higher volatility of 7.82% compared to WisdomTree India Earnings Fund (EPI) at 7.00%. This indicates that XC'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


XCEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

7.00%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

11.47%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

16.35%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

16.28%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

20.38%

-4.65%