EPS vs. IWL
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and iShares Russell Top 200 ETF (IWL).
EPS and IWL 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. IWL is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Index. It was launched on Sep 22, 2009. Both EPS and IWL 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 IWL.
Key characteristics
| EPS | IWL | |
|---|---|---|
| YTD Return | 26.10% | 27.73% |
| 1Y Return | 33.73% | 34.98% |
| 3Y Return (Ann) | 10.08% | 10.66% |
| 5Y Return (Ann) | 14.10% | 16.64% |
| 10Y Return (Ann) | 12.28% | 14.03% |
| Sharpe Ratio | 2.99 | 2.76 |
| Sortino Ratio | 4.04 | 3.65 |
| Omega Ratio | 1.57 | 1.52 |
| Calmar Ratio | 4.36 | 3.89 |
| Martin Ratio | 20.42 | 17.85 |
| Ulcer Index | 1.67% | 1.97% |
| Daily Std Dev | 11.39% | 12.73% |
| Max Drawdown | -54.43% | -32.71% |
| Current Drawdown | -0.78% | -0.74% |
Correlation
The correlation between EPS and IWL 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.
Performance
EPS vs. IWL - Performance Comparison
In the year-to-date period, EPS achieves a 26.10% return, which is significantly lower than IWL's 27.73% return. Over the past 10 years, EPS has underperformed IWL with an annualized return of 12.28%, while IWL has yielded a comparatively higher 14.03% annualized 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. IWL - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is lower than IWL's 0.15% 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. IWL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and iShares Russell Top 200 ETF (IWL). 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. IWL - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.42%, more than IWL's 1.05% 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% |
IWL iShares Russell Top 200 ETF | 1.05% | 1.30% | 1.53% | 1.12% | 1.30% | 1.96% | 1.93% | 1.69% | 1.96% | 2.14% | 1.68% | 1.82% |
Drawdowns
EPS vs. IWL - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, which is greater than IWL's maximum drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for EPS and IWL. For additional features, visit the drawdowns tool.
Volatility
EPS vs. IWL - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) and iShares Russell Top 200 ETF (IWL) have volatilities of 3.90% and 4.09%, 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.