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BBLU vs. EPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBLU vs. EPS

Last updated Jun 25, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and EPS (WisdomTree U.S. LargeCap Fund) are both Large Cap Growth Equities funds. BBLU is actively managed, while EPS is passively managed. Over the past 3 years, BBLU returned 20.88%/yr vs 20.60%/yr for EPS. Their correlation of 0.90 suggests significant overlap in exposure. BBLU charges 0.15%/yr vs 0.08%/yr for EPS.

Performance

BBLU vs. EPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and WisdomTree U.S. LargeCap Fund (EPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBLU achieves a 6.55% return, which is significantly lower than EPS's 8.75% return.

BBLU

1D
-0.49%
1M
-2.15%
YTD
6.55%
6M
5.28%
1Y
21.87%
3Y*
20.88%
5Y*
—
10Y*
—

EPS

1D
-0.17%
1M
-1.33%
YTD
8.75%
6M
7.52%
1Y
23.46%
3Y*
20.60%
5Y*
12.55%
10Y*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLU vs. EPS - Yearly Performance Comparison

2026 (YTD)2025202420232022
BBLU
Ea Bridgeway Blue Chip ETF		6.55%18.40%27.47%31.11%6.39%
EPS
WisdomTree U.S. LargeCap Fund		8.75%17.40%23.97%22.81%7.85%

Correlation

The correlation between BBLU and EPS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.90

The correlation between BBLU and EPS has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

BBLU vs. EPS - Sectors Allocation Comparison

Sectors
BBLU
EPS

Technology

33.7%
36.2%

Financial Services

14.5%
14.4%

Communication Services

13.6%
12.8%

Healthcare

12.6%
9.2%

Consumer Cyclical

9.6%
10.6%

Consumer Defensive

8.6%
3.9%

Energy

5.5%
3.9%

Industrials

2.1%
5.1%

Basic Materials

-

1.3%

Real Estate

-

0.8%

Utilities

-

1.9%

Technology

BBLU
33.7%
EPS
36.2%

Financial Services

BBLU
14.5%
EPS
14.4%

Communication Services

BBLU
13.6%
EPS
12.8%

Healthcare

BBLU
12.6%
EPS
9.2%

Consumer Cyclical

BBLU
9.6%
EPS
10.6%

Consumer Defensive

BBLU
8.6%
EPS
3.9%

Energy

BBLU
5.5%
EPS
3.9%

Industrials

BBLU
2.1%
EPS
5.1%

Basic Materials

BBLU

-

EPS
1.3%

Real Estate

BBLU

-

EPS
0.8%

Utilities

BBLU

-

EPS
1.9%

Compare stocks, funds, or ETFs

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

Ea Bridgeway Blue Chip ETF

WisdomTree U.S. LargeCap Fund

Often compared with BBLU:
BBLU vs. VOOBBLU vs. SCHDBBLU vs. SPYBBLU vs. VTIBBLU vs. QQMGBBLU vs. SPYGBBLU vs. FXAIX
Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX

Return for Risk

BBLU vs. EPS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBLU
BBLU Risk / Return Rank: 6767
Overall Rank
BBLU Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBLU Sortino Ratio Rank: 6868
Sortino Ratio Rank
BBLU Omega Ratio Rank: 6464
Omega Ratio Rank
BBLU Calmar Ratio Rank: 6868
Calmar Ratio Rank
BBLU Martin Ratio Rank: 6969
Martin Ratio Rank
EPS
EPS Risk / Return Rank: 6868
Overall Rank
EPS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 6666
Sortino Ratio Rank
EPS Omega Ratio Rank: 6767
Omega Ratio Rank
EPS Calmar Ratio Rank: 6464
Calmar Ratio Rank
EPS Martin Ratio Rank: 7575
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.

BBLU vs. EPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and WisdomTree U.S. LargeCap Fund (EPS). 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.

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.

BBLUEPSDifference
Sharpe ratioReturn per unit of total volatility
1.94
1.98

-0.04

Sortino ratioReturn per unit of downside risk
2.76
2.69

+0.06

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

3.04

2.81

+0.24

Martin ratioReturn relative to average drawdown

11.41

12.53

-1.11

BBLU vs. EPS - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 1.94, which is comparable to the EPS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of BBLU and EPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BBLU vs. EPS - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum EPS drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for BBLU and EPS.

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Drawdown Indicators

BBLUEPSDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-54.43%

+37.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-8.39%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.20%

-17.65%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.55%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.79%

—

Current Drawdown

Current decline from peak

-4.13%

-3.18%

-0.95%

Average Drawdown

Average peak-to-trough decline

-1.99%

-7.64%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.88%

+0.04%

Volatility

BBLU vs. EPS - Volatility Comparison

The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 3.61%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 4.66%. This indicates that BBLU experiences smaller price fluctuations and is considered to be less risky than EPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BBLUEPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

4.66%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

9.62%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

11.96%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

16.11%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

17.66%

-3.14%

BBLU vs. EPS - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is higher than EPS's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BBLU vs. EPS - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.18%, which matches EPS's 1.17% yield.

PositionTTM20252024202320222021202020192018201720162015
BBLU
Ea Bridgeway Blue Chip ETF		1.18%1.25%1.39%1.68%32.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPS
WisdomTree U.S. LargeCap Fund		1.17%1.26%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%

Frequently Asked Questions

BBLU and EPS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPS has higher volatility (4.66%) compared to BBLU (3.61%). In terms of maximum drawdown, BBLU dropped -17.20% vs EPS's -54.43%.

On 3-year performance, BBLU leads with 20.88% vs 20.60% for EPS. On fees, EPS is cheaper at 0.08% per year. On volatility, BBLU has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BBLU has performed better with a 20.88% return vs 20.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPS is cheaper with a 0.08% expense ratio, compared with 0.15% for BBLU.

BBLU and EPS have nearly identical dividend yields, around 1.18%.

They also come from different issuers: Alpha Architect and WisdomTree. Their fees differ too: 0.15% for BBLU and 0.08% for EPS.

EPS currently has the higher Sharpe Ratio (1.98 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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