EPS vs. BRK-B
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and Berkshire Hathaway Inc. (BRK-B).
EPS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Large Cap Index. It was launched on Feb 23, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPS or BRK-B.
Key characteristics
| EPS | BRK-B | |
|---|---|---|
| YTD Return | 11.04% | 15.02% |
| 1Y Return | 28.81% | 26.80% |
| 3Y Return (Ann) | 8.51% | 12.20% |
| 5Y Return (Ann) | 13.62% | 14.96% |
| 10Y Return (Ann) | 11.88% | 12.48% |
| Sharpe Ratio | 2.64 | 2.25 |
| Daily Std Dev | 11.09% | 12.08% |
| Max Drawdown | -54.43% | -53.86% |
| Current Drawdown | 0.00% | -2.44% |
Correlation
The correlation between EPS and BRK-B is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EPS vs. BRK-B - Performance Comparison
In the year-to-date period, EPS achieves a 11.04% return, which is significantly lower than BRK-B's 15.02% return. Over the past 10 years, EPS has underperformed BRK-B with an annualized return of 11.88%, while BRK-B has yielded a comparatively higher 12.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPS vs. BRK-B - Risk-Adjusted Performance 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.
Dividends
EPS vs. BRK-B - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.59%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.59% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% | 1.63% |
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% |
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. For additional features, visit the drawdowns tool.
Volatility
EPS vs. BRK-B - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 3.11% compared to Berkshire Hathaway Inc. (BRK-B) at 2.92%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.