EPS vs. BBLU

Last updated Jun 5, 2026

EPS (WisdomTree U.S. LargeCap Fund) and BBLU (Ea Bridgeway Blue Chip ETF) are both Large Cap Growth Equities funds. EPS is passively managed, while BBLU is actively managed. Over the past 3 years, EPS returned 22.45%/yr vs 23.37%/yr for BBLU. Their correlation of 0.90 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.15%/yr for BBLU.

Performance

EPS vs. BBLU - Performance Comparison

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

Returns By Period

In the year-to-date period, EPS achieves a 12.21% return, which is significantly higher than BBLU's 10.68% return.

EPS

• 1D: 0.71%
• 1M: 4.83%
• YTD: 12.21%
• 6M: 12.21%
• 1Y: 30.17%
• 3Y*: 22.45%
• 5Y*: 13.22%
• 10Y*: 14.93%

BBLU

• 1D: 0.42%
• 1M: 6.08%
• YTD: 10.68%
• 6M: 10.55%
• 1Y: 29.46%
• 3Y*: 23.37%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. BBLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EPS WisdomTree U.S. LargeCap Fund	12.21%	17.40%	23.97%	22.81%	5.33%
BBLU Ea Bridgeway Blue Chip ETF	10.68%	18.40%	27.47%	31.11%	6.20%

Correlation

The correlation between EPS and BBLU 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 18, 2022	0.90

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

EPS vs. BBLU - Sectors Allocation Comparison

Sectors	EPS	BBLU
Technology	32.5%	29.3%
Financial Services	15.4%	15.9%
Communication Services	13.4%	14.6%
Consumer Cyclical	10.9%	9.8%
Healthcare	9.5%	12.5%
Industrials	5.4%	2.1%
Energy	4.4%	6.1%
Consumer Defensive	4.3%	9.6%
Utilities	2.1%	-
Basic Materials	1.3%	-
Real Estate	0.9%	-

Return for Risk

EPS vs. BBLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPS

EPS Risk / Return Rank: 81
EPS Sharpe Ratio Rank: 83
EPS Sortino Ratio Rank: 82
EPS Omega Ratio Rank: 81
EPS Calmar Ratio Rank: 73
EPS Martin Ratio Rank: 84

BBLU

BBLU Risk / Return Rank: 82
BBLU Sharpe Ratio Rank: 82
BBLU Sortino Ratio Rank: 84
BBLU Omega Ratio Rank: 79
BBLU Calmar Ratio Rank: 80
BBLU Martin Ratio Rank: 82

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.

EPS vs. BBLU - Risk-Adjusted Trends Comparison

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

	EPS	BBLU	Difference
Sharpe ratio: Return per unit of total volatility	2.67	2.64	+0.03
Sortino ratio: Return per unit of downside risk	3.65	3.73	-0.09
Omega ratio: Gain probability vs. loss probability	1.48	1.47	+0.02
Calmar ratio: Return relative to maximum drawdown	3.61	4.10	-0.49
Martin ratio: Return relative to average drawdown	16.87	16.36	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPS vs. BBLU - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.67, which is comparable to the BBLU Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of EPS and BBLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPS	BBLU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	2.64	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.81	-1.25

Drawdowns

EPS vs. BBLU - Drawdown Comparison

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

Drawdown Indicators

	EPS	BBLU	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-17.20%	-37.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-7.22%	-1.17%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-17.20%	-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	-0.10%	-0.41%	+0.31%
Average Drawdown Average peak-to-trough decline	-7.66%	-1.98%	-5.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	1.81%	-0.02%

Volatility

EPS vs. BBLU - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) and Ea Bridgeway Blue Chip ETF (BBLU) have volatilities of 2.78% and 2.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	BBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	2.83%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	7.88%	+0.91%
Volatility (1Y) Calculated over the trailing 1-year period	11.35%	11.20%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	14.53%	+1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	14.53%	+3.12%

EPS vs. BBLU - Expense Ratio Comparison

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

Dividends

EPS vs. BBLU - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, which matches BBLU's 1.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBLU Ea Bridgeway Blue Chip ETF	1.13%	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	1.14%	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

Can I hold both EPS and BBLU in my portfolio?

EPS and BBLU 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.

Which is riskier, EPS or BBLU?

BBLU has higher volatility (2.83%) compared to EPS (2.78%). In terms of maximum drawdown, EPS dropped -54.43% vs BBLU's -17.20%.

Which ETF is better, EPS or BBLU?

On 3-year performance, BBLU leads with 23.37% vs 22.45% for EPS. On fees, EPS is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or BBLU?

Over the 3-year period, BBLU has performed better with a 23.37% return vs 22.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or BBLU?

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

Which ETF pays a higher dividend yield, EPS or BBLU?

EPS has the higher dividend yield at 1.14%, compared with 1.13% for BBLU.

What is the main difference between EPS and BBLU?

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

Which has better risk-adjusted returns?

EPS currently has the higher Sharpe Ratio (2.67 vs 2.64), 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.