Correlation
The correlation between ^NIFTY500 and EPI is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
^NIFTY500 vs. EPI
Compare and contrast key facts about Nifty 500 (^NIFTY500) and WisdomTree India Earnings Fund (EPI).
EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NIFTY500 or EPI.
Performance
^NIFTY500 vs. EPI - Performance Comparison
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Key characteristics
^NIFTY500:
0.49
EPI:
0.07
^NIFTY500:
1.20
EPI:
0.16
^NIFTY500:
1.16
EPI:
1.02
^NIFTY500:
0.65
EPI:
0.02
^NIFTY500:
1.38
EPI:
0.05
^NIFTY500:
8.83%
EPI:
9.83%
^NIFTY500:
16.94%
EPI:
18.37%
^NIFTY500:
-68.02%
EPI:
-66.21%
^NIFTY500:
-6.92%
EPI:
-8.73%
Returns By Period
In the year-to-date period, ^NIFTY500 achieves a 1.91% return, which is significantly lower than EPI's 2.19% return. Over the past 10 years, ^NIFTY500 has outperformed EPI with an annualized return of 12.86%, while EPI has yielded a comparatively lower 9.44% annualized return.
^NIFTY500
1.91%
3.50%
0.51%
8.05%
17.32%
23.86%
12.86%
EPI
2.19%
2.12%
-2.11%
1.07%
13.84%
22.24%
9.44%
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Risk-Adjusted Performance
^NIFTY500 vs. EPI — Risk-Adjusted Performance Rank
^NIFTY500
EPI
^NIFTY500 vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) 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.
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Drawdowns
^NIFTY500 vs. EPI - Drawdown Comparison
The maximum ^NIFTY500 drawdown since its inception was -68.02%, roughly equal to the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and EPI.
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Volatility
^NIFTY500 vs. EPI - Volatility Comparison
The current volatility for Nifty 500 (^NIFTY500) is 5.02%, while WisdomTree India Earnings Fund (EPI) has a volatility of 6.12%. This indicates that ^NIFTY500 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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