EPS vs. DGRO

Last updated Jun 25, 2026

EPS (WisdomTree U.S. LargeCap Fund) and DGRO (iShares Core Dividend Growth ETF) are both Large Cap Growth Equities funds - EPS tracks the WisdomTree U.S. Large Cap Index while DGRO tracks the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 10 years, EPS returned 14.94%/yr vs 13.64%/yr for DGRO. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.08% expense ratio.

Performance

EPS vs. DGRO - Performance Comparison

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

Returns By Period

In the year-to-date period, EPS achieves a 8.75% return, which is significantly lower than DGRO's 9.37% return. Over the past 10 years, EPS has outperformed DGRO with an annualized return of 14.94%, while DGRO has yielded a comparatively lower 13.64% annualized return.

EPS

• 1D: -0.17%
• 1M: -1.33%
• YTD: 8.75%
• 6M: 7.52%
• 1Y: 23.46%
• 3Y*: 20.60%
• 5Y*: 12.55%
• 10Y*: 14.94%

DGRO

• 1D: 0.16%
• 1M: 0.96%
• YTD: 9.37%
• 6M: 8.18%
• 1Y: 21.50%
• 3Y*: 16.99%
• 5Y*: 10.89%
• 10Y*: 13.64%

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

EPS vs. DGRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	8.75%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%
DGRO iShares Core Dividend Growth ETF	9.37%	15.69%	16.62%	10.47%	-7.91%	26.64%	9.50%	29.87%	-2.38%	23.00%

Correlation

The correlation between EPS and DGRO is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014	0.91

Over the past year, the correlation between EPS and DGRO has dropped to 0.70 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

EPS vs. DGRO - Sectors Allocation Comparison

Sectors	EPS	DGRO
Technology	36.2%	22.0%
Financial Services	14.4%	20.6%
Communication Services	12.8%	0.1%
Consumer Cyclical	10.6%	5.4%
Healthcare	9.2%	16.5%
Industrials	5.1%	10.4%
Consumer Defensive	3.9%	11.1%
Energy	3.9%	5.1%
Utilities	1.9%	6.4%
Basic Materials	1.3%	2.4%
Real Estate	0.8%	-

Return for Risk

EPS vs. DGRO — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 68
EPS Sharpe Ratio Rank: 69
EPS Sortino Ratio Rank: 66
EPS Omega Ratio Rank: 67
EPS Calmar Ratio Rank: 64
EPS Martin Ratio Rank: 75

DGRO

DGRO Risk / Return Rank: 78
DGRO Sharpe Ratio Rank: 79
DGRO Sortino Ratio Rank: 83
DGRO Omega Ratio Rank: 78
DGRO Calmar Ratio Rank: 73
DGRO Martin Ratio Rank: 76

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. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and iShares Core Dividend Growth ETF (DGRO). 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	DGRO	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.28	-0.30
Sortino ratio: Return per unit of downside risk	2.69	3.32	-0.62
Omega ratio: Gain probability vs. loss probability	1.36	1.41	-0.05
Calmar ratio: Return relative to maximum drawdown	2.81	3.34	-0.53
Martin ratio: Return relative to average drawdown	12.53	12.88	-0.35

EPS vs. DGRO - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.98, which is comparable to the DGRO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EPS and DGRO, 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. DGRO - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EPS and DGRO.

Drawdown Indicators

	EPS	DGRO	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-35.10%	-19.33%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-6.47%	-1.92%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-14.03%	-3.62%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-19.31%	-4.24%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	-35.10%	-0.69%
Current Drawdown Current decline from peak	-3.18%	-0.74%	-2.44%
Average Drawdown Average peak-to-trough decline	-7.64%	-3.43%	-4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	1.67%	+0.21%

Volatility

EPS vs. DGRO - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 4.66% compared to iShares Core Dividend Growth ETF (DGRO) at 2.48%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	DGRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	2.48%	+2.18%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	6.94%	+2.68%
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	9.51%	+2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	13.79%	+2.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	16.59%	+1.07%

EPS vs. DGRO - Expense Ratio Comparison

Both EPS and DGRO have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EPS vs. DGRO - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.17%, less than DGRO's 1.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRO iShares Core Dividend Growth ETF	1.96%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
EPS WisdomTree U.S. LargeCap Fund	1.17%	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 DGRO in my portfolio?

EPS and DGRO have a correlation of 0.70, 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 DGRO?

EPS has higher volatility (4.66%) compared to DGRO (2.48%). In terms of maximum drawdown, EPS dropped -54.43% vs DGRO's -35.10%.

Which ETF is better, EPS or DGRO?

On 10-year performance, EPS leads with 14.94% vs 13.64% for DGRO. Both ETFs have the same 0.08% expense ratio. On volatility, DGRO has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or DGRO?

Over the 10-year period, EPS has performed better with a 14.94% return vs 13.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or DGRO?

EPS and DGRO have the same expense ratio: 0.08% per year.

Which ETF pays a higher dividend yield, EPS or DGRO?

DGRO has the higher dividend yield at 1.96%, compared with 1.17% for EPS.

What is the main difference between EPS and DGRO?

EPS tracks WisdomTree U.S. Large Cap Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: WisdomTree and iShares.

Which has better risk-adjusted returns?

DGRO currently has the higher Sharpe Ratio (2.28 vs 1.98), 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.