WisdomTree India Earnings Fund

10-Year Study

EPI.US · · US · ETF

Executive Summary: WisdomTree India Earnings Fund has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 42.5% and an annualized volatility of 21.1%.

1Y CAGR
-6.1%
3Y CAGR
+10.1%
5Y CAGR
+7.0%
10Y CAGR
+9.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +39.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.31.3-10.07.0————————-5.7%
2025-3.7-7.07.83.72.12.6-5.7-2.10.94.50.6-0.32.3%
20244.12.4-0.43.71.65.23.5-0.01.0-6.10.0-4.210.7%
20230.8-5.01.14.80.25.35.1-1.01.5-2.46.96.926.0%
20222.1-4.92.0-1.2-5.9-5.87.71.5-5.84.26.7-4.1-4.7%
2021-1.97.22.8-1.48.90.32.35.62.50.2-4.12.026.4%
2020-2.5-8.4-27.112.81.58.59.86.01.40.012.210.618.6%
2019-3.1-0.410.5-0.81.2-1.4-7.4-3.63.13.0-0.01.61.5%
20183.7-7.0-2.22.1-3.9-1.86.40.2-9.7-6.88.81.7-9.9%
20176.15.76.82.90.3-1.47.9-0.6-3.97.3-1.04.239.1%
2016———0.41.02.85.91.40.00.5-6.8-0.24.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.7% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110035.898967538666
2016-05-0110133.288825641115
2016-06-0110413.687286611968
2016-07-0111027.424937191448
2016-08-0111182.206293153427
2016-09-0111186.949876139775
2016-10-0111238.719349719191
2016-11-0110472.894229811953
2016-12-0110455.383966689507
2017-01-0111092.01965365988
2017-02-0111728.655340630252
2017-03-0112529.032484759044
2017-04-0112897.685014377155
2017-05-0112939.206006195938
2017-06-0112754.557646245834
2017-07-0113764.120943797325
2017-08-0113675.632624138394
2017-09-0113139.959123198463
2017-10-0114100.50539655768
2017-11-0113959.544850284323
2017-12-0114547.690577838683
2018-01-0115091.152924916696
2018-02-0114035.61786632466
2018-03-0113732.90699649209
2018-04-0114015.765093085494
2018-05-0113471.072928196209
2018-06-0113226.456309258185
2018-07-0114072.51240066293
2018-08-0114098.807076723062
2018-09-0112726.447524845247
2018-10-0111855.502263450398
2018-11-0112895.34250426044
2018-12-0113109.974993704504
2019-01-0112708.234508687783
2019-02-0112660.62299056554
2019-03-0113983.672704486491
2019-04-0113866.840012415303
2019-05-0114036.789121383017
2019-06-0113840.25252259058
2019-07-0112809.958010506158
2019-08-0112347.897889984011
2019-09-0112734.002119971654
2019-10-0113113.078819609153
2019-11-0113107.749609093624
2019-12-0113311.313738236206
2020-01-0112985.119204483562
2020-02-0111894.095117623287
2020-03-018674.373524950659
2020-04-019782.790749427548
2020-05-019927.382186381816
2020-06-0110774.90234660951
2020-07-0111834.595360658714
2020-08-0112539.33952927259
2020-09-0112714.090783979573
2020-10-0112714.090783979573
2020-11-0114265.652359786127
2020-12-0115780.670777771922
2021-01-0115478.135596198104
2021-02-0116591.062152649672
2021-03-0117052.360957383884
2021-04-0116814.303366772663
2021-05-0118312.92421394145
2021-06-0118364.342311003355
2021-07-0118792.787411350633
2021-08-0119850.37216629479
2021-09-0120343.294857604666
2021-10-0120381.36064700129
2021-11-0119549.12536528517
2021-12-0119948.406214679337
2022-01-0120369.472408158963
2022-02-0119363.305750276708
2022-03-0119754.329251509454
2022-04-0119507.48724796055
2022-05-0118360.945671334117
2022-06-0117293.522373899752
2022-07-0118622.896865135837
2022-08-0118896.911986038638
2022-09-0117806.76634047213
2022-10-0118558.88777619658
2022-11-0119806.625789865127
2022-12-0119002.03212752625
2023-01-0119159.448807369536
2023-02-0118197.37990243445
2023-03-0118389.81710852264
2023-04-0119270.24953589018
2023-05-0119311.067774673953
2023-06-0120326.428784764314
2023-07-0121366.093337315597
2023-08-0121144.1405037568
2023-09-0121471.272041556127
2023-10-0120951.410483904026
2023-11-0122394.103902036226
2023-12-0123947.832299700745
2024-01-0124934.907500131765
2024-02-0125542.37893614903
2024-03-0125443.115069953208
2024-04-0126377.659481016883
2024-05-0126804.05488501203
2024-06-0128200.015226315758
2024-07-0129198.802977330357
2024-08-0129187.148989499696
2024-09-0129473.34516300942
2024-10-0127662.643405541206
2024-11-0127674.297393371864
2024-12-0126511.358245928426
2025-01-0125539.216547491462
2025-02-0123747.196308204057
2025-03-0125597.779300409355
2025-04-0126540.639622387363
2025-05-0127091.129499815524
2025-06-0127799.738810121984
2025-07-0126206.8319307554
2025-08-0125644.62950274366
2025-09-0125884.73678970701
2025-10-0127050.135572773
2025-11-0127202.398730359517
2025-12-0127108.69832569089
2026-01-0126224.400756630766
2026-02-0126552.352172970946
2026-03-0123893.603190498776
2026-04-0125574.354199242196
Annual Return Matrix
YearAnnual Return
20170.39140663070692816
2018-0.09882775389272669
20190.015357675710929053
20200.1855081390233171
20210.2641038201479964
2022-0.04744108762216226
20230.26027743448607454
20240.10704626264898787
20250.022531477799867305
2026-0.056599697558867956
Total Factor Risk
0.21105637050008494
VTI.US Exposure
0.06487072821747907
VEA.US Exposure
0.052266798791609115
VWO.US Exposure
0.017865340646846507
QQQ.US Exposure
0.021697219520992087
VTV.US Exposure
-0.01917707063550684
IJR.US Exposure
-0.02630837659184831
QUAL.US Exposure
-0.055155237937299484
SHV.US Exposure
0.5467542806324294
TLT.US Exposure
-0.01943194800664049
LQD.US Exposure
0.04759978709757632
HYG.US Exposure
0.0753537349767385
GLD.US Exposure
0.0037512374890041915
USO.US Exposure
0.006564966921194956
VNQ.US Exposure
0.061901181795002085
BTC-USD.CC Exposure
-0.004878833768338737
CPER.US Exposure
0.010088183078427813
VIX.INDX Exposure
0.01708619643527096
UUP.US Exposure
0.0052238991312206174
TIP.US Exposure
0.014219868641293478
Idiosyncratic Exposure
0.17970804356454875
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$21.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree India Earnings Fund a high-risk investment?

WisdomTree India Earnings Fund (EPI.US) has an annualized volatility of 21.1% and experienced a maximum drawdown of 42.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EPI.US?

Over the past 10 years, EPI.US has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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