EPS vs. BRK-B

Last updated Aug 2, 2026

EPS (WisdomTree U.S. LargeCap Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, EPS returned 14.64%/yr vs 13.57%/yr for BRK-B. Their 0.63 correlation means they have sometimes moved together and sometimes differently.

Performance

EPS vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPS achieves a 11.53% return, which is significantly higher than BRK-B's 1.77% return. Over the past 10 years, EPS has outperformed BRK-B with an annualized return of 14.64%, while BRK-B has yielded a comparatively lower 13.57% annualized return.

EPS

• 1D: 1.18%
• 1M: 1.09%
• 6M: 9.64%
• YTD: 11.53%
• 1Y: 23.66%
• 3Y*: 19.17%
• 5Y*: 12.56%
• 10Y*: 14.64%
• ALL TIME*: 10.36%

BRK-B

• 1D: 0.36%
• 1M: 0.74%
• 6M: 6.45%
• YTD: 1.77%
• 1Y: 8.18%
• 3Y*: 13.24%
• 5Y*: 12.95%
• 10Y*: 13.57%
• ALL TIME*: 10.71%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRK-B Berkshire Hathaway Inc.	$2.04B	$2.04B	$2.42B
EPS WisdomTree U.S. LargeCap Fund	$3.74M	$3.20M	$3.84M

EPS vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	11.53%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%
BRK-B Berkshire Hathaway Inc.	1.77%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between EPS and BRK-B is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.10
Correlation (3Y) Balances recent behavior with more history.	0.38
Correlation (5Y) Shows whether the relationship held over a longer period.	0.56
Correlation (10Y) Provides a long-term view across more market conditions.	0.65
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007	0.63

Over the past year, the correlation between EPS and BRK-B has dropped to 0.10 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

Return for Risk

EPS vs. BRK-B — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EPS

EPS Risk / Return Rank: 77
EPS Sharpe Ratio Rank: 78
EPS Sortino Ratio Rank: 76
EPS Omega Ratio Rank: 76
EPS Calmar Ratio Rank: 73
EPS Martin Ratio Rank: 83

BRK-B

BRK-B Risk / Return Rank: 61
BRK-B Sharpe Ratio Rank: 65
BRK-B Sortino Ratio Rank: 56
BRK-B Omega Ratio Rank: 55
BRK-B Calmar Ratio Rank: 65
BRK-B Martin Ratio Rank: 64

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EPS vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Berkshire Hathaway Inc. (BRK-B). 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.

	EPS	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.77	0.57	+1.19
Sortino ratio: Return per unit of downside risk	2.43	0.89	+1.54
Omega ratio: Gain probability vs. loss probability	1.32	1.11	+0.21
Calmar ratio: Return relative to maximum drawdown	2.57	0.90	+1.68
Martin ratio: Return relative to average drawdown	11.10	1.88	+9.22

EPS vs. BRK-B - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.77, which is higher than the BRK-B Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EPS and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EPS vs. BRK-B - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for EPS and BRK-B.

Drawdown Indicators

	EPS	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-53.86%	-0.57%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-9.42%	+1.03%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-14.95%	-2.70%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-26.58%	+3.03%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	-29.57%	-6.22%
Current Drawdown Current decline from peak	-0.70%	-5.24%	+4.54%
Average Drawdown Average peak-to-trough decline	-7.61%	-11.06%	+3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	4.49%	-2.54%

Volatility

EPS vs. BRK-B - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 3.37%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.59%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	4.59%	-1.22%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	11.13%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.24%	14.79%	-2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	17.12%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.64%	19.42%	-1.78%

Dividends

EPS vs. BRK-B - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	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 BRK-B in my portfolio?

EPS and BRK-B have a correlation of 0.10, 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 BRK-B?

BRK-B has higher volatility (4.59%) compared to EPS (3.37%). In terms of maximum drawdown, EPS dropped -54.43% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

EPS currently has the higher Sharpe Ratio (1.77 vs 0.57), 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.