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.
Performance
EPS vs. BRK-B - Performance Comparison
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EPS vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | -2.99% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
BRK-B Berkshire Hathaway Inc. | -4.80% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Returns By Period
In the year-to-date period, EPS achieves a -2.99% return, which is significantly higher than BRK-B's -4.80% return. Both investments have delivered pretty close results over the past 10 years, with EPS having a 13.40% annualized return and BRK-B not far behind at 12.78%.
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%
BRK-B
- 1D
- -0.15%
- 1M
- -0.35%
- YTD
- -4.80%
- 6M
- -3.95%
- 1Y
- -10.22%
- 3Y*
- 15.72%
- 5Y*
- 13.13%
- 10Y*
- 12.78%
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Return for Risk
EPS vs. BRK-B — Risk / Return Rank
EPS
BRK-B
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.
| EPS | BRK-B | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | -0.56 | +1.54 |
Sortino ratioReturn per unit of downside risk | 1.48 | -0.65 | +2.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 0.91 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | -0.68 | +2.13 |
Martin ratioReturn relative to average drawdown | 6.72 | -1.16 | +7.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPS | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | -0.56 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.66 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Correlation
The correlation between EPS and BRK-B is 0.64, 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.
Dividends
EPS vs. BRK-B - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.31%, while BRK-B has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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Drawdown Indicators
| EPS | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -53.86% | -0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -14.95% | +3.08% |
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 DrawdownCurrent decline from peak | -5.18% | -11.36% | +6.18% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -11.07% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 8.72% | -6.17% |
Volatility
EPS vs. BRK-B - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 5.23% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. 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.
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Volatility by Period
| EPS | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 4.33% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 11.14% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 18.30% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 17.20% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 19.45% | -1.80% |