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EPS vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. DHS

Last updated Jun 4, 2026

EPS (WisdomTree U.S. LargeCap Fund) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 10 years, EPS returned 14.89%/yr vs 9.47%/yr for DHS. A 0.80 correlation means they provide meaningful diversification when combined. EPS charges 0.08%/yr vs 0.38%/yr for DHS.

Performance

EPS vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree US High Dividend Fund (DHS). 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 DHS's 9.88% return. Over the past 10 years, EPS has outperformed DHS with an annualized return of 14.89%, while DHS has yielded a comparatively lower 9.47% annualized 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%

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. DHS - 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%22.73%
DHS
WisdomTree US High Dividend Fund		9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between EPS and DHS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.56

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

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2007

0.80

Over the past year, the correlation between EPS and DHS has dropped to 0.42 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

EPS vs. DHS - Sectors Allocation Comparison

Sectors
EPS
DHS

Technology

32.5%
3.7%

Financial Services

15.4%
22.3%

Communication Services

13.4%
9.3%

Consumer Cyclical

10.9%
5.0%

Healthcare

9.5%
14.5%

Industrials

5.4%
4.1%

Energy

4.4%
9.4%

Consumer Defensive

4.3%
18.7%

Utilities

2.1%
9.0%

Basic Materials

1.3%
1.2%

Real Estate

0.9%
2.8%

Technology

EPS
32.5%
DHS
3.7%

Financial Services

EPS
15.4%
DHS
22.3%

Communication Services

EPS
13.4%
DHS
9.3%

Consumer Cyclical

EPS
10.9%
DHS
5.0%

Healthcare

EPS
9.5%
DHS
14.5%

Industrials

EPS
5.4%
DHS
4.1%

Energy

EPS
4.4%
DHS
9.4%

Consumer Defensive

EPS
4.3%
DHS
18.7%

Utilities

EPS
2.1%
DHS
9.0%

Basic Materials

EPS
1.3%
DHS
1.2%

Real Estate

EPS
0.9%
DHS
2.8%

Compare stocks, funds, or ETFs

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WisdomTree U.S. LargeCap Fund

WisdomTree US High Dividend Fund

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY

Return for Risk

EPS vs. DHS — 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
DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree US High Dividend Fund (DHS). 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.

EPSDHSDifference
Sharpe ratioReturn per unit of total volatility
2.58
2.06

+0.52

Sortino ratioReturn per unit of downside risk
3.54
3.09

+0.45

Omega ratioGain probability vs. loss probability

1.47

1.35

+0.11

Calmar ratioReturn relative to maximum drawdown

3.49

3.28

+0.21

Martin ratioReturn relative to average drawdown

16.29

12.04

+4.25

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. DHS - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.58, which is comparable to the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of EPS and DHS, 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

EPSDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.06

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.77

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.59

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.41

+0.15

Drawdowns

EPS vs. DHS - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for EPS and DHS.

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Drawdown Indicators

EPSDHSDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-67.25%

+12.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-6.30%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-11.87%

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-15.28%

-8.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-37.35%

+1.56%

Current Drawdown

Current decline from peak

-0.81%

-2.60%

+1.79%

Average Drawdown

Average peak-to-trough decline

-7.66%

-9.55%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.71%

+0.08%

Volatility

EPS vs. DHS - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree US High Dividend Fund (DHS) have volatilities of 2.79% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPSDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.88%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

7.32%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

10.01%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

13.89%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

16.08%

+1.57%

EPS vs. DHS - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

EPS vs. DHS - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, less than DHS's 3.35% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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 DHS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (2.88%) compared to EPS (2.79%). In terms of maximum drawdown, EPS dropped -54.43% vs DHS's -67.25%.

On 10-year performance, EPS leads with 14.89% vs 9.47% for DHS. On fees, EPS is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPS has performed better with a 14.89% return vs 9.47%. 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 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 1.14% for EPS.

EPS is categorized as Large Cap Growth Equities, while DHS is Large Cap Value Equities. EPS tracks WisdomTree U.S. Large Cap Index, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.08% for EPS and 0.38% for DHS.

EPS currently has the higher Sharpe Ratio (2.58 vs 2.06), 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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