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.
Performance
EPS vs. IUS - Performance Comparison
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EPS vs. IUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | -2.99% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -12.51% |
IUS Invesco RAFI Strategic US ETF | 2.11% | 16.94% | 16.51% | 20.79% | -8.34% | 32.17% | 15.09% | 29.34% | -12.49% |
Returns By Period
In the year-to-date period, EPS achieves a -2.99% return, which is significantly lower than IUS's 2.11% return.
EPS
- 1D
- 0.63%
- 1M
- -3.73%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 16.95%
- 3Y*
- 17.97%
- 5Y*
- 11.23%
- 10Y*
- 13.40%
IUS
- 1D
- 0.41%
- 1M
- -3.67%
- YTD
- 2.11%
- 6M
- 5.62%
- 1Y
- 19.49%
- 3Y*
- 16.83%
- 5Y*
- 12.35%
- 10Y*
- —
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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%.
Return for Risk
EPS vs. IUS — Risk / Return Rank
EPS
IUS
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.
| EPS | IUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.22 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.78 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.65 | -0.20 |
Martin ratioReturn relative to average drawdown | 6.72 | 8.19 | -1.46 |
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 | IUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.22 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.82 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.76 | -0.24 |
Correlation
The correlation between EPS and IUS is 0.89, 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. IUS - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.31%, less than IUS's 1.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.31% | 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 | 1.45% | 1.48% | 1.52% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 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.
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Drawdown Indicators
| EPS | IUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -34.67% | -19.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -11.91% | +0.04% |
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 DrawdownCurrent decline from peak | -5.18% | -3.83% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -3.94% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.40% | +0.15% |
Volatility
EPS vs. IUS - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 5.23% compared to Invesco RAFI Strategic US ETF (IUS) at 4.00%. 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.
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Volatility by Period
| EPS | IUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 4.00% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 8.09% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 16.06% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 15.09% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 18.18% | -0.53% |