EPS vs. IUS
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and Invesco RAFI Strategic US ETF (IUS).
EPS and IUS 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. IUS is a passively managed fund by Invesco that tracks the performance of the Invesco Strategic US Index. It was launched on Sep 12, 2018. Both EPS and IUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPS or IUS.
Key characteristics
| EPS | IUS | |
|---|---|---|
| YTD Return | 26.10% | 19.72% |
| 1Y Return | 33.73% | 27.11% |
| 3Y Return (Ann) | 10.08% | 10.85% |
| 5Y Return (Ann) | 14.10% | 15.79% |
| Sharpe Ratio | 2.99 | 2.65 |
| Sortino Ratio | 4.04 | 3.62 |
| Omega Ratio | 1.57 | 1.48 |
| Calmar Ratio | 4.36 | 4.43 |
| Martin Ratio | 20.42 | 17.24 |
| Ulcer Index | 1.67% | 1.60% |
| Daily Std Dev | 11.39% | 10.42% |
| Max Drawdown | -54.43% | -34.67% |
| Current Drawdown | -0.78% | -1.08% |
Correlation
The correlation between EPS and IUS 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.
Performance
EPS vs. IUS - Performance Comparison
In the year-to-date period, EPS achieves a 26.10% return, which is significantly higher than IUS's 19.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPS vs. IUS - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is lower than IUS's 0.19% 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%.
Risk-Adjusted Performance
EPS vs. IUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Invesco RAFI Strategic US ETF (IUS). 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.
Dividends
EPS vs. IUS - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.42%, less than IUS's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.42% | 1.73% | 1.96% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% | 1.63% |
IUS Invesco RAFI Strategic US ETF | 1.47% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPS vs. IUS - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, which is greater than IUS's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for EPS and IUS. For additional features, visit the drawdowns tool.
Volatility
EPS vs. IUS - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 3.90% compared to Invesco RAFI Strategic US ETF (IUS) at 3.38%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.