EPS vs. IUSG

Last updated Jun 25, 2026

EPS (WisdomTree U.S. LargeCap Fund) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds - EPS tracks the WisdomTree U.S. Large Cap Index while IUSG tracks the S&P 900 Growth Index. Both are passively managed. Over the past 10 years, EPS returned 14.94%/yr vs 17.74%/yr for IUSG. Their correlation of 0.89 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.04%/yr for IUSG.

Performance

EPS vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EPS having a 8.75% return and IUSG slightly higher at 8.94%. Over the past 10 years, EPS has underperformed IUSG with an annualized return of 14.94%, while IUSG has yielded a comparatively higher 17.74% annualized return.

EPS

• 1D: -0.17%
• 1M: -1.33%
• YTD: 8.75%
• 6M: 7.52%
• 1Y: 23.46%
• 3Y*: 20.60%
• 5Y*: 12.55%
• 10Y*: 14.94%

IUSG

• 1D: -0.23%
• 1M: -2.08%
• YTD: 8.94%
• 6M: 7.38%
• 1Y: 24.89%
• 3Y*: 24.91%
• 5Y*: 13.70%
• 10Y*: 17.74%

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

EPS vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	8.75%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%
IUSG iShares Core S&P U.S. Growth ETF	8.94%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	27.02%

Correlation

The correlation between EPS and IUSG 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	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007	0.89

The correlation between EPS and IUSG has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

EPS vs. IUSG - Sectors Allocation Comparison

Sectors	EPS	IUSG
Technology	36.2%	50.8%
Financial Services	14.4%	8.7%
Communication Services	12.8%	15.2%
Consumer Cyclical	10.6%	8.4%
Healthcare	9.2%	6.4%
Industrials	5.1%	6.6%
Consumer Defensive	3.9%	1.2%
Energy	3.9%	0.3%
Utilities	1.9%	1.1%
Basic Materials	1.3%	0.5%
Real Estate	0.8%	0.8%

Return for Risk

EPS vs. IUSG — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 68
EPS Sharpe Ratio Rank: 69
EPS Sortino Ratio Rank: 66
EPS Omega Ratio Rank: 67
EPS Calmar Ratio Rank: 64
EPS Martin Ratio Rank: 75

IUSG

IUSG Risk / Return Rank: 45
IUSG Sharpe Ratio Rank: 47
IUSG Sortino Ratio Rank: 45
IUSG Omega Ratio Rank: 44
IUSG Calmar Ratio Rank: 42
IUSG Martin Ratio Rank: 50

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. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and iShares Core S&P U.S. Growth ETF (IUSG). 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	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.49	+0.49
Sortino ratio: Return per unit of downside risk	2.69	2.05	+0.64
Omega ratio: Gain probability vs. loss probability	1.36	1.26	+0.09
Calmar ratio: Return relative to maximum drawdown	2.81	1.91	+0.89
Martin ratio: Return relative to average drawdown	12.53	7.76	+4.77

EPS vs. IUSG - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.98, which is higher than the IUSG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of EPS and IUSG, 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. IUSG - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for EPS and IUSG.

Drawdown Indicators

	EPS	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-63.41%	+8.98%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-13.07%	+4.68%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-22.28%	+4.63%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-32.21%	+8.66%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	-32.35%	-3.44%
Current Drawdown Current decline from peak	-3.18%	-5.45%	+2.27%
Average Drawdown Average peak-to-trough decline	-7.64%	-21.40%	+13.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	3.22%	-1.34%

Volatility

EPS vs. IUSG - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 4.66%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 7.16%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	7.16%	-2.50%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	13.61%	-3.99%
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	16.89%	-4.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	21.06%	-4.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	20.48%	-2.82%

EPS vs. IUSG - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is higher than IUSG's 0.04% expense ratio. However, 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. IUSG - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.17%, more than IUSG's 0.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPS WisdomTree U.S. LargeCap Fund	1.17%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%
IUSG iShares Core S&P U.S. Growth ETF	0.51%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%

Frequently Asked Questions

Can I hold both EPS and IUSG in my portfolio?

With a correlation of 0.90, EPS and IUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EPS or IUSG?

IUSG has higher volatility (7.16%) compared to EPS (4.66%). In terms of maximum drawdown, EPS dropped -54.43% vs IUSG's -63.41%.

Which ETF is better, EPS or IUSG?

On 10-year performance, IUSG leads with 17.74% vs 14.94% for EPS. On fees, IUSG is cheaper at 0.04% per year. On volatility, EPS has been the lower-risk option at 4.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or IUSG?

Over the 10-year period, IUSG has performed better with a 17.74% return vs 14.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or IUSG?

IUSG is cheaper with a 0.04% expense ratio, compared with 0.08% for EPS.

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

EPS has the higher dividend yield at 1.17%, compared with 0.51% for IUSG.

What is the main difference between EPS and IUSG?

EPS tracks WisdomTree U.S. Large Cap Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.08% for EPS and 0.04% for IUSG.

Which has better risk-adjusted returns?

EPS currently has the higher Sharpe Ratio (1.98 vs 1.49), 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.