EPS vs. IOO
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and iShares Global 100 ETF (IOO).
EPS and IOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. Both EPS and IOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPS vs. IOO - Performance Comparison
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EPS vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | -3.60% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
IOO iShares Global 100 ETF | -4.50% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
Returns By Period
In the year-to-date period, EPS achieves a -3.60% return, which is significantly higher than IOO's -4.50% return. Over the past 10 years, EPS has underperformed IOO with an annualized return of 13.32%, while IOO has yielded a comparatively higher 15.03% annualized return.
EPS
- 1D
- 2.85%
- 1M
- -4.30%
- YTD
- -3.60%
- 6M
- -0.58%
- 1Y
- 16.43%
- 3Y*
- 17.72%
- 5Y*
- 11.09%
- 10Y*
- 13.32%
IOO
- 1D
- 3.46%
- 1M
- -5.18%
- YTD
- -4.50%
- 6M
- 1.16%
- 1Y
- 26.95%
- 3Y*
- 21.47%
- 5Y*
- 14.29%
- 10Y*
- 15.03%
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EPS vs. IOO - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is lower than IOO's 0.40% expense ratio.
Return for Risk
EPS vs. IOO — Risk / Return Rank
EPS
IOO
EPS vs. IOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and iShares Global 100 ETF (IOO). 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 | IOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.41 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.09 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.18 | -0.73 |
Martin ratioReturn relative to average drawdown | 6.81 | 10.38 | -3.57 |
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 | IOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.41 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.85 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.85 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.36 | +0.16 |
Correlation
The correlation between EPS and IOO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EPS vs. IOO - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.32%, more than IOO's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.32% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
IOO iShares Global 100 ETF | 0.96% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Drawdowns
EPS vs. IOO - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, roughly equal to the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for EPS and IOO.
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Drawdown Indicators
| EPS | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -55.85% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -12.40% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -23.52% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -31.43% | -4.36% |
Current DrawdownCurrent decline from peak | -5.78% | -6.82% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -11.34% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.61% | -0.08% |
Volatility
EPS vs. IOO - Volatility Comparison
The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 5.22%, while iShares Global 100 ETF (IOO) has a volatility of 6.26%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPS | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 6.26% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 10.69% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 19.22% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.97% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 17.74% | -0.09% |