EPS vs. IUS

Last updated Jun 23, 2026

EPS (WisdomTree U.S. LargeCap Fund) and IUS (Invesco RAFI Strategic US ETF) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while IUS is a Large Cap Blend Equities fund tracking the Invesco Strategic US Index. Both are passively managed. Over the past 5 years, EPS returned 13.10%/yr vs 13.86%/yr for IUS. Their correlation of 0.89 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.19%/yr for IUS.

Performance

EPS vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and Invesco RAFI Strategic US ETF (IUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPS achieves a 10.30% return, which is significantly lower than IUS's 14.45% return.

EPS

• 1D: -0.29%
• 1M: 0.07%
• YTD: 10.30%
• 6M: 9.95%
• 1Y: 27.45%
• 3Y*: 21.17%
• 5Y*: 13.10%
• 10Y*: 15.10%

IUS

• 1D: -0.44%
• 1M: 0.19%
• YTD: 14.45%
• 6M: 14.22%
• 1Y: 31.41%
• 3Y*: 19.92%
• 5Y*: 13.86%
• 10Y*: —

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

EPS vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EPS WisdomTree U.S. LargeCap Fund	10.30%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-12.51%
IUS Invesco RAFI Strategic US ETF	14.45%	16.94%	16.51%	20.79%	-8.34%	32.17%	15.09%	29.34%	-12.28%

Correlation

The correlation between EPS and IUS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018	0.89

The correlation between EPS and IUS has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

EPS vs. IUS - Sectors Allocation Comparison

Sectors	EPS	IUS
Technology	36.2%	26.7%
Financial Services	14.4%	6.8%
Communication Services	12.8%	13.0%
Consumer Cyclical	10.6%	10.4%
Healthcare	9.2%	12.6%
Industrials	5.1%	9.7%
Consumer Defensive	3.9%	6.9%
Energy	3.9%	9.4%
Utilities	1.9%	1.0%
Basic Materials	1.3%	3.2%
Real Estate	0.8%	0.4%

Return for Risk

EPS vs. IUS — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 74
EPS Sharpe Ratio Rank: 75
EPS Sortino Ratio Rank: 72
EPS Omega Ratio Rank: 74
EPS Calmar Ratio Rank: 68
EPS Martin Ratio Rank: 79

IUS

IUS Risk / Return Rank: 90
IUS Sharpe Ratio Rank: 91
IUS Sortino Ratio Rank: 90
IUS Omega Ratio Rank: 89
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 92

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. IUS - Risk-Adjusted Trends 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.

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	IUS	Difference
Sharpe ratio: Return per unit of total volatility	2.32	2.95	-0.63
Sortino ratio: Return per unit of downside risk	3.12	4.02	-0.89
Omega ratio: Gain probability vs. loss probability	1.42	1.53	-0.12
Calmar ratio: Return relative to maximum drawdown	3.29	5.13	-1.84
Martin ratio: Return relative to average drawdown	14.82	21.42	-6.60

EPS vs. IUS - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.32, which is comparable to the IUS Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of EPS and IUS, 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. 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.

Drawdown Indicators

	EPS	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-34.67%	-19.76%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-6.15%	-2.24%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-15.61%	-2.04%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-18.72%	-4.83%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	—	—
Current Drawdown Current decline from peak	-1.80%	-1.74%	-0.06%
Average Drawdown Average peak-to-trough decline	-7.64%	-3.85%	-3.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.47%	+0.39%

Volatility

EPS vs. IUS - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 4.53% compared to Invesco RAFI Strategic US ETF (IUS) at 3.84%. 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.

Volatility by Period

	EPS	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	3.84%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	8.03%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	11.92%	10.71%	+1.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	15.03%	+1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.70%	18.03%	-0.33%

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%.

Dividends

EPS vs. IUS - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.15%, less than IUS's 1.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPS WisdomTree U.S. LargeCap Fund	1.15%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%
IUS Invesco RAFI Strategic US ETF	1.62%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPS and IUS in my portfolio?

EPS and IUS have a correlation of 0.90, 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 IUS?

EPS has higher volatility (4.53%) compared to IUS (3.84%). In terms of maximum drawdown, EPS dropped -54.43% vs IUS's -34.67%.

Which ETF is better, EPS or IUS?

On 5-year performance, IUS leads with 13.86% vs 13.10% for EPS. On fees, EPS is cheaper at 0.08% per year. On volatility, IUS has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or IUS?

Over the 5-year period, IUS has performed better with a 13.86% return vs 13.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or IUS?

EPS is cheaper with a 0.08% expense ratio, compared with 0.19% for IUS.

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

IUS has the higher dividend yield at 1.62%, compared with 1.15% for EPS.

What is the main difference between EPS and IUS?

EPS is categorized as Large Cap Growth Equities, while IUS is Large Cap Blend Equities. EPS tracks WisdomTree U.S. Large Cap Index, while IUS tracks Invesco Strategic US Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.08% for EPS and 0.19% for IUS.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.95 vs 2.32), 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.