EPS vs. IBIC
EPS (WisdomTree U.S. LargeCap Fund) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - EPS is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, EPS returned 25.86% vs 3.98% for IBIC. Their -0.06 correlation means they have often moved in opposite directions in the past. EPS charges 0.08%/yr vs 0.10%/yr for IBIC.
Performance
EPS vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, EPS achieves a 14.68% return, which is significantly higher than IBIC's 2.63% return.
EPS
- 1D
- -0.28%
- 1M
- 3.26%
- 6M
- 13.46%
- YTD
- 14.68%
- 1Y
- 25.86%
- 3Y*
- 21.10%
- 5Y*
- 13.00%
- 10Y*
- 14.79%
- ALL TIME*
- 10.51%
IBIC
- 1D
- -0.04%
- 1M
- 0.18%
- 6M
- 2.33%
- YTD
- 2.63%
- 1Y
- 3.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.28M | $3.53M | $3.91M | |
| $985.11K | $822.88K | $536.84K |
EPS vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 14.68% | 17.40% | 23.97% | 5.51% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.63% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between EPS and IBIC is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | -0.06 |
The correlation between EPS and IBIC shifts across timeframes, from -0.22 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EPS vs. IBIC — Risk / Return Rank
EPS
IBIC
EPS vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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 | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -5.06 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 2.07 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 14.92 | -11.83 |
| Martin ratioReturn relative to average drawdown | 13.35 | 50.81 | -37.46 |
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Drawdowns
EPS vs. IBIC - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for EPS and IBIC.
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Drawdown Indicators
| EPS | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -0.90% | -53.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -0.27% | -8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.12% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -0.10% | -7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 0.08% | +1.86% |
Volatility
EPS vs. IBIC - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 3.92% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.23%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPS | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 0.23% | +3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 0.69% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 0.88% | +11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 1.54% | +14.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 1.54% | +16.11% |
EPS vs. IBIC - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is lower than IBIC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EPS vs. IBIC - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.11%, less than IBIC's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.11% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 4.62% | 4.43% | 4.65% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPS and IBIC have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPS has higher volatility (3.92%) compared to IBIC (0.23%). In terms of maximum drawdown, EPS dropped -54.43% vs IBIC's -0.90%.
On 1-year performance, EPS leads with 25.86% vs 3.98% for IBIC. On fees, EPS is cheaper at 0.08% per year. On volatility, IBIC has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EPS has performed better with a 25.86% return vs 3.98%. 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 0.10% for IBIC.
IBIC has the higher dividend yield at 4.62%, compared with 1.11% for EPS.
EPS is categorized as Large Cap Value Equities, while IBIC is Inflation-Protected Bonds. EPS tracks WisdomTree U.S. LargeCap Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.08% for EPS and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.52 vs 2.13), 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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