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EPS vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPS vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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EPS vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund
-2.99%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%4.96%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Returns By Period

In the year-to-date period, EPS achieves a -2.99% return, which is significantly lower than BIBL's 6.10% return.


EPS

1D
0.63%
1M
-3.73%
YTD
-2.99%
6M
-0.12%
1Y
16.95%
3Y*
17.97%
5Y*
11.23%
10Y*
13.40%

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPS vs. BIBL - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than BIBL's 0.35% expense ratio.


Return for Risk

EPS vs. BIBL — Risk / Return Rank

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

EPS
EPS Risk / Return Rank: 5656
Overall Rank
EPS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 5454
Sortino Ratio Rank
EPS Omega Ratio Rank: 5858
Omega Ratio Rank
EPS Calmar Ratio Rank: 5353
Calmar Ratio Rank
EPS Martin Ratio Rank: 6363
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
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.

EPS vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Inspire 100 ETF (BIBL). 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.


EPSBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.25

-0.27

Sortino ratio

Return per unit of downside risk

1.48

1.78

-0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.45

1.84

-0.39

Martin ratio

Return relative to average drawdown

6.72

8.69

-1.96

EPS vs. BIBL - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 0.98, which is comparable to the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EPS and BIBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPSBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.25

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.43

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.54

-0.02

Correlation

The correlation between EPS and BIBL is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EPS vs. BIBL - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.31%, more than BIBL's 1.11% yield.


TTM20252024202320222021202020192018201720162015
EPS
WisdomTree U.S. LargeCap Fund
1.31%1.26%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%

Drawdowns

EPS vs. BIBL - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for EPS and BIBL.


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Drawdown Indicators


EPSBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-36.12%

-18.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-13.93%

+2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-30.85%

+7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

Current Drawdown

Current decline from peak

-5.18%

-4.96%

-0.22%

Average Drawdown

Average peak-to-trough decline

-7.72%

-7.17%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.95%

-0.40%

Volatility

EPS vs. BIBL - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 5.23%, while Inspire 100 ETF (BIBL) has a volatility of 6.82%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPSBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

6.82%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

12.28%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

20.39%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

19.44%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

21.15%

-3.50%