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EPS vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. CCOR

Last updated Jun 4, 2026

EPS (WisdomTree U.S. LargeCap Fund) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. EPS is passively managed, while CCOR is actively managed. Over the past 5 years, EPS returned 13.06%/yr vs -2.56%/yr for CCOR. At a 0.28 correlation, their price movements are largely independent. EPS charges 0.08%/yr vs 1.09%/yr for CCOR.

Performance

EPS vs. CCOR - Performance Comparison

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

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Returns By Period

In the year-to-date period, EPS achieves a 11.42% return, which is significantly higher than CCOR's -3.71% return.

EPS

1D
-0.81%
1M
4.89%
YTD
11.42%
6M
11.50%
1Y
29.14%
3Y*
22.06%
5Y*
13.06%
10Y*
14.89%

CCOR

1D
0.30%
1M
-2.55%
YTD
-3.71%
6M
-4.87%
1Y
-5.97%
3Y*
-2.34%
5Y*
-2.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. CCOR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund		11.42%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%14.16%
CCOR
Core Alternative ETF		-3.71%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%

Correlation

The correlation between EPS and CCOR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.28

The correlation between EPS and CCOR shifts across timeframes, from 0.05 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

EPS vs. CCOR - Sectors Allocation Comparison

Sectors
EPS
CCOR

Technology

32.5%
16.2%

Financial Services

15.4%
17.7%

Communication Services

13.4%
8.7%

Consumer Cyclical

10.9%
9.4%

Healthcare

9.5%
10.8%

Industrials

5.4%
9.2%

Energy

4.4%
7.2%

Consumer Defensive

4.3%
6.8%

Utilities

2.1%
6.3%

Basic Materials

1.3%
5.1%

Real Estate

0.9%
2.8%

Technology

EPS
32.5%
CCOR
16.2%

Financial Services

EPS
15.4%
CCOR
17.7%

Communication Services

EPS
13.4%
CCOR
8.7%

Consumer Cyclical

EPS
10.9%
CCOR
9.4%

Healthcare

EPS
9.5%
CCOR
10.8%

Industrials

EPS
5.4%
CCOR
9.2%

Energy

EPS
4.4%
CCOR
7.2%

Consumer Defensive

EPS
4.3%
CCOR
6.8%

Utilities

EPS
2.1%
CCOR
6.3%

Basic Materials

EPS
1.3%
CCOR
5.1%

Real Estate

EPS
0.9%
CCOR
2.8%

Compare stocks, funds, or ETFs

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WisdomTree U.S. LargeCap Fund

Core Alternative ETF

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX
Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. BIMBXCCOR vs. QMNNXCCOR vs. JEPQCCOR vs. VOOCCOR vs. SPY

Return for Risk

EPS vs. CCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPS
EPS Risk / Return Rank: 7777
Overall Rank
EPS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 7878
Sortino Ratio Rank
EPS Omega Ratio Rank: 7777
Omega Ratio Rank
EPS Calmar Ratio Rank: 6969
Calmar Ratio Rank
EPS Martin Ratio Rank: 8181
Martin Ratio Rank
CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
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. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Core Alternative ETF (CCOR). 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.

EPSCCORDifference
Sharpe ratioReturn per unit of total volatility
2.58
-0.87

+3.45

Sortino ratioReturn per unit of downside risk
3.54
-1.15

+4.69

Omega ratioGain probability vs. loss probability

1.47

0.87

+0.60

Calmar ratioReturn relative to maximum drawdown

3.49

-0.69

+4.17

Martin ratioReturn relative to average drawdown

16.29

-1.59

+17.88

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. CCOR - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.58, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of EPS and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EPSCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

-0.87

+3.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

-0.23

+1.05

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

0.11

+0.44

Drawdowns

EPS vs. CCOR - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for EPS and CCOR.

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Drawdown Indicators

EPSCCORDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-22.99%

-31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-8.75%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-12.31%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-22.99%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

—

—

Current Drawdown

Current decline from peak

-0.81%

-20.03%

+19.22%

Average Drawdown

Average peak-to-trough decline

-7.66%

-7.29%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.77%

-1.98%

Volatility

EPS vs. CCOR - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 2.79% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPSCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

1.78%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

4.96%

+3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

6.93%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

11.10%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

10.75%

+6.90%

EPS vs. CCOR - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

EPS vs. CCOR - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, more than CCOR's 1.11% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%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

EPS and CCOR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPS has higher volatility (2.79%) compared to CCOR (1.78%). In terms of maximum drawdown, EPS dropped -54.43% vs CCOR's -22.99%.

On 5-year performance, EPS leads with 13.06% vs -2.56% for CCOR. On fees, EPS is cheaper at 0.08% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EPS has performed better with a 13.06% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPS is cheaper with a 0.08% expense ratio, compared with 1.09% for CCOR.

EPS has the higher dividend yield at 1.14%, compared with 1.11% for CCOR.

They also come from different issuers: WisdomTree and Core Alternative Capital. Their fees differ too: 0.08% for EPS and 1.09% for CCOR.

EPS currently has the higher Sharpe Ratio (2.58 vs -0.87), 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.

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