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WisdomTree U.S. LargeCap Fund (EPS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W5884

CUSIP

97717W588

Issuer

WisdomTree

Inception Date

Feb 23, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

WisdomTree U.S. Large Cap Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EPS has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for EPS: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EPS vs. DTH EPS vs. VOO EPS vs. VTI EPS vs. ^GSPC EPS vs. SPLG EPS vs. BRK-B EPS vs. IUS EPS vs. SWPPX EPS vs. MGC EPS vs. IWL
Popular comparisons:
EPS vs. DTH EPS vs. VOO EPS vs. VTI EPS vs. ^GSPC EPS vs. SPLG EPS vs. BRK-B EPS vs. IUS EPS vs. SWPPX EPS vs. MGC EPS vs. IWL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree U.S. LargeCap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
423.65%
308.69%
EPS (WisdomTree U.S. LargeCap Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree U.S. LargeCap Fund had a return of 24.95% year-to-date (YTD) and 25.46% in the last 12 months. Over the past 10 years, WisdomTree U.S. LargeCap Fund had an annualized return of 11.91%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


EPS

YTD

24.95%

1M

-0.43%

6M

9.71%

1Y

25.46%

5Y*

13.08%

10Y*

11.91%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of EPS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.77%4.80%4.03%-3.83%4.30%2.76%1.77%2.13%1.93%-0.38%6.25%24.95%
20236.08%-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%
2020-1.55%-8.78%-14.06%12.38%4.37%1.18%4.34%6.53%-3.45%-2.26%12.22%3.89%12.02%
20198.59%3.03%1.16%4.59%-7.67%7.62%2.49%-2.73%2.85%2.65%3.95%2.97%32.53%
20184.73%-3.69%-2.77%-0.63%1.99%0.14%3.65%2.68%0.50%-5.57%1.33%-9.21%-7.52%
20171.17%4.85%-0.17%0.93%0.82%0.93%2.30%0.53%2.02%2.47%3.99%0.93%22.73%
2016-5.71%0.35%6.70%-0.69%1.92%-0.81%4.12%0.78%0.26%-1.21%5.63%2.21%13.76%
2015-3.82%5.63%-1.67%0.88%1.40%-2.09%1.25%-6.21%-2.85%9.10%0.27%-2.50%-1.56%
2014-4.14%4.37%2.04%0.52%1.97%1.97%-0.86%3.56%-1.24%2.24%2.78%-0.07%13.59%
20135.65%1.46%3.28%1.93%2.92%-1.03%5.01%-3.09%2.83%4.34%3.51%2.37%32.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, EPS is among the top 12% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EPS is 8888
Overall Rank
The Sharpe Ratio Rank of EPS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EPS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EPS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of EPS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EPS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EPS, currently valued at 2.28, compared to the broader market0.002.004.002.282.10
The chart of Sortino ratio for EPS, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.0010.003.072.80
The chart of Omega ratio for EPS, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.39
The chart of Calmar ratio for EPS, currently valued at 3.41, compared to the broader market0.005.0010.0015.003.413.09
The chart of Martin ratio for EPS, currently valued at 15.34, compared to the broader market0.0020.0040.0060.0080.00100.0015.3413.49
EPS
^GSPC

The current WisdomTree U.S. LargeCap Fund Sharpe ratio is 2.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree U.S. LargeCap Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.28
2.10
EPS (WisdomTree U.S. LargeCap Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree U.S. LargeCap Fund provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.65 per share. The fund has been increasing its distributions for 6 consecutive years.


1.50%1.60%1.70%1.80%1.90%2.00%2.10%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.65$0.87$0.81$0.76$0.74$0.62$0.57$0.49$0.51$0.50$0.40$0.35

Dividend yield

1.05%1.73%1.96%1.51%1.85%1.70%2.02%1.59%1.99%2.15%1.66%1.63%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.22$0.00$0.00$0.00$0.65
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
2020$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.20$0.74
2019$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.16$0.62
2018$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.16$0.57
2017$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.14$0.49
2016$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.15$0.51
2015$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.15$0.50
2014$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.40
2013$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.11$0.35

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.16%
-2.62%
EPS (WisdomTree U.S. LargeCap Fund)
Benchmark (^GSPC)

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 759 trading sessions.

The current WisdomTree U.S. LargeCap Fund drawdown is 3.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.43%Oct 11, 2007353Mar 6, 2009759Mar 14, 20121112
-35.79%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-23.55%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-19.01%Sep 24, 201864Dec 24, 201871Apr 8, 2019135
-15.08%May 22, 2015183Feb 11, 2016106Jul 14, 2016289

Volatility

Volatility Chart

The current WisdomTree U.S. LargeCap Fund volatility is 3.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.79%
EPS (WisdomTree U.S. LargeCap Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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