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EPS vs. IUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EPSIUS
YTD Return11.04%8.86%
1Y Return28.81%24.44%
3Y Return (Ann)8.51%10.03%
5Y Return (Ann)13.62%16.23%
Sharpe Ratio2.642.36
Daily Std Dev11.09%10.58%
Max Drawdown-54.43%-34.67%
Current Drawdown0.00%-1.05%

Correlation

-0.50.00.51.00.9

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 11.04% return, which is significantly higher than IUS's 8.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%December2024FebruaryMarchAprilMay
90.05%
107.54%
EPS
IUS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree U.S. LargeCap Fund

Invesco RAFI Strategic US ETF

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%.


IUS
Invesco RAFI Strategic US ETF
Expense ratio chart for IUS: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for EPS: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


EPS
Sharpe ratio
The chart of Sharpe ratio for EPS, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for EPS, currently valued at 3.73, compared to the broader market-2.000.002.004.006.008.0010.003.73
Omega ratio
The chart of Omega ratio for EPS, currently valued at 1.46, compared to the broader market0.501.001.502.002.501.46
Calmar ratio
The chart of Calmar ratio for EPS, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Martin ratio
The chart of Martin ratio for EPS, currently valued at 10.84, compared to the broader market0.0020.0040.0060.0080.0010.84
IUS
Sharpe ratio
The chart of Sharpe ratio for IUS, currently valued at 2.36, compared to the broader market0.002.004.002.36
Sortino ratio
The chart of Sortino ratio for IUS, currently valued at 3.32, compared to the broader market-2.000.002.004.006.008.0010.003.32
Omega ratio
The chart of Omega ratio for IUS, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for IUS, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Martin ratio
The chart of Martin ratio for IUS, currently valued at 9.50, compared to the broader market0.0020.0040.0060.0080.009.50

EPS vs. IUS - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.64, which roughly equals the IUS Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of EPS and IUS.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.64
2.36
EPS
IUS

Dividends

EPS vs. IUS - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.59%, which matches IUS's 1.59% yield.


TTM20232022202120202019201820172016201520142013
EPS
WisdomTree U.S. LargeCap Fund
1.59%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%1.66%1.63%
IUS
Invesco RAFI Strategic US ETF
1.59%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-1.05%
EPS
IUS

Volatility

EPS vs. IUS - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) and Invesco RAFI Strategic US ETF (IUS) have volatilities of 3.11% and 3.07%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.11%
3.07%
EPS
IUS