- ISIN
- US97717W5884
- CUSIP
- 97717W588
- Issuer
- WisdomTree
- Inception Date
- Feb 23, 2007
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- WisdomTree U.S. Large Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $2B
Share Price Chart
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Performance
EPS Performance Chart
WisdomTree U.S. LargeCap Fund (EPS) is up 10.3% since the beginning of the year. EPS is currently trading at $78 per share. Investors who bought $1,000 worth of EPS shares 5 years ago would now be looking at an investment worth $1,851.
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Returns By Period
WisdomTree U.S. LargeCap Fund (EPS) has returned 10.30% so far this year and 27.45% over the past 12 months. Looking at the last ten years, EPS has achieved an annualized return of 15.10%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
WisdomTree U.S. LargeCap Fund
- 1D
- -0.29%
- 1M
- 0.07%
- YTD
- 10.30%
- 6M
- 9.95%
- 1Y
- 27.45%
- 3Y*
- 21.17%
- 5Y*
- 13.10%
- 10Y*
- 15.10%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EPS Monthly Returns History
Based on dividend-adjusted daily data since Feb 23, 2007, EPS's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Oct 2008 at -16.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EPS closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.72% | -0.97% | -4.30% | 10.31% | 5.07% | -1.28% | 10.30% | ||||||
| 2025 | 3.77% | -1.24% | -5.15% | -2.02% | 5.44% | 4.91% | 2.30% | 2.52% | 3.03% | 1.70% | 1.24% | 0.17% | 17.40% |
| 2024 | 1.77% | 4.80% | 4.03% | -3.83% | 4.30% | 2.76% | 1.77% | 2.13% | 1.93% | -0.38% | 6.25% | -3.34% | 23.97% |
| 2023 | 6.08% | -2.65% | 2.27% | 1.83% | -0.67% | 6.14% | 4.09% | -1.81% | -3.72% | -2.75% | 8.07% | 4.73% | 22.81% |
| 2022 | -3.95% | -2.94% | 3.37% | -8.42% | 1.04% | -8.37% | 7.94% | -3.54% | -9.14% | 8.57% | 5.85% | -5.25% | -15.82% |
| 2021 | -0.82% | 2.84% | 6.26% | 4.36% | 1.46% | 1.08% | 2.06% | 2.80% | -4.75% | 5.74% | -1.46% | 5.55% | 27.47% |
Benchmark Metrics
WisdomTree U.S. LargeCap Fund has an annualized alpha of 2.21%, beta of 0.90, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since February 23, 2007.
- This ETF captured 103.44% of S&P 500 Index gains but only 96.92% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 2.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.91, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.21%
- Beta
- 0.90
- R²
- 0.91
- Upside Capture
- 103.44%
- Downside Capture
- 96.92%
Expense Ratio
EPS has an expense ratio of 0.08%, which is considered low.
Return for Risk
Risk / Return Rank
EPS ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and compare them to S&P 500 Index.
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.
| EPS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.78 | +0.50 |
| Martin ratioReturn relative to average drawdown | 14.82 | 12.44 | +2.38 |
Dividends
Dividend History
WisdomTree U.S. LargeCap Fund provided a 1.15% dividend yield over the last twelve months, with an annual payout of $0.90 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.90 | $0.90 | $0.90 | $0.87 | $0.81 | $0.76 | $0.74 | $0.62 | $0.57 | $0.49 | $0.51 | $0.50 |
Dividend yield | 1.15% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree U.S. LargeCap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.20 | ||||||
| 2025 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.90 |
| 2024 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.25 | $0.90 |
| 2023 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.24 | $0.87 |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.81 |
| 2021 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.76 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree U.S. LargeCap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree U.S. LargeCap Fund was 54.43%, occurring on Mar 6, 2009. Recovery took 762 trading sessions.
The current WisdomTree U.S. LargeCap Fund drawdown is 1.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.43%Mar 2009 | 1y 4mo | 3y 9d | 4y 5moOct 2007 - Mar 2012 |
COVID crash2020 | -35.79%Mar 2020 | 1mo 9d | 5mo 13d | 6mo 22dFeb 2020 - Sep 2020 |
Bear market2022 | -23.55%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -18.99%Dec 2018 | 3mo 1d | 3mo 15d | 6mo 16dSep 2018 - Apr 2019 |
2025 selloff2025 | -17.65%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 |
Drawdown Indicators
| EPS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -56.78% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -9.10% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | -18.90% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -25.43% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -33.92% | -1.87% |
Current DrawdownCurrent decline from peak | -1.80% | -1.80% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -10.71% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.03% | -0.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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