EPS vs. JQUA

Last updated Jun 5, 2026

EPS (WisdomTree U.S. LargeCap Fund) and JQUA (JPMorgan U.S. Quality Factor ETF) are both Large Cap Growth Equities funds - EPS tracks the WisdomTree U.S. Large Cap Index while JQUA tracks the JP Morgan US Quality Factor Index. Both are passively managed. Over the past 5 years, EPS returned 13.22%/yr vs 13.92%/yr for JQUA. Their correlation of 0.89 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.12%/yr for JQUA.

Performance

EPS vs. JQUA - Performance Comparison

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

Returns By Period

In the year-to-date period, EPS achieves a 12.21% return, which is significantly lower than JQUA's 14.16% return.

EPS

• 1D: 0.71%
• 1M: 4.83%
• YTD: 12.21%
• 6M: 12.21%
• 1Y: 30.17%
• 3Y*: 22.45%
• 5Y*: 13.22%
• 10Y*: 14.93%

JQUA

• 1D: -0.11%
• 1M: 7.20%
• YTD: 14.16%
• 6M: 14.37%
• 1Y: 22.69%
• 3Y*: 20.64%
• 5Y*: 13.92%
• 10Y*: —

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

EPS vs. JQUA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	12.21%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	4.68%
JQUA JPMorgan U.S. Quality Factor ETF	14.16%	11.69%	21.21%	25.13%	-13.45%	28.68%	16.56%	28.47%	-2.98%	5.07%

Correlation

The correlation between EPS and JQUA is 0.89, 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	0.89
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 Nov 10, 2017	0.89

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

EPS vs. JQUA - Sectors Allocation Comparison

Sectors	EPS	JQUA
Technology	32.5%	41.9%
Financial Services	15.4%	10.2%
Communication Services	13.4%	5.5%
Consumer Cyclical	10.9%	9.2%
Healthcare	9.5%	7.2%
Industrials	5.4%	7.6%
Energy	4.4%	3.2%
Consumer Defensive	4.3%	5.3%
Utilities	2.1%	2.3%
Basic Materials	1.3%	0.8%
Real Estate	0.9%	2.1%

Return for Risk

EPS vs. JQUA — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 81
EPS Sharpe Ratio Rank: 83
EPS Sortino Ratio Rank: 82
EPS Omega Ratio Rank: 81
EPS Calmar Ratio Rank: 73
EPS Martin Ratio Rank: 84

JQUA

JQUA Risk / Return Rank: 64
JQUA Sharpe Ratio Rank: 62
JQUA Sortino Ratio Rank: 64
JQUA Omega Ratio Rank: 58
JQUA Calmar Ratio Rank: 65
JQUA Martin Ratio Rank: 73

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. JQUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and JPMorgan U.S. Quality Factor ETF (JQUA). 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	JQUA	Difference
Sharpe ratio: Return per unit of total volatility	2.67	2.03	+0.64
Sortino ratio: Return per unit of downside risk	3.65	2.91	+0.73
Omega ratio: Gain probability vs. loss probability	1.48	1.35	+0.13
Calmar ratio: Return relative to maximum drawdown	3.61	3.20	+0.41
Martin ratio: Return relative to average drawdown	16.87	13.48	+3.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPS vs. JQUA - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.67, which is higher than the JQUA Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EPS and JQUA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPS	JQUA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	2.03	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.90	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.83	-0.27

Drawdowns

EPS vs. JQUA - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than JQUA's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for EPS and JQUA.

Drawdown Indicators

	EPS	JQUA	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-32.92%	-21.51%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-7.13%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-16.81%	-0.84%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-22.47%	-1.08%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	—	—
Current Drawdown Current decline from peak	-0.10%	-0.28%	+0.18%
Average Drawdown Average peak-to-trough decline	-7.66%	-4.16%	-3.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	1.69%	+0.10%

Volatility

EPS vs. JQUA - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) and JPMorgan U.S. Quality Factor ETF (JQUA) have volatilities of 2.78% and 2.82%, 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.

Volatility by Period

	EPS	JQUA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	2.82%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	8.31%	+0.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.35%	11.20%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	15.61%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	17.99%	-0.34%

EPS vs. JQUA - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than JQUA's 0.12% 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. JQUA - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, more than JQUA's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPS WisdomTree U.S. LargeCap Fund	1.14%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%
JQUA JPMorgan U.S. Quality Factor ETF	1.07%	1.19%	1.24%	1.21%	1.60%	1.32%	1.44%	1.67%	2.10%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPS and JQUA in my portfolio?

EPS and JQUA have a correlation of 0.89, 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 JQUA?

JQUA has higher volatility (2.82%) compared to EPS (2.78%). In terms of maximum drawdown, EPS dropped -54.43% vs JQUA's -32.92%.

Which ETF is better, EPS or JQUA?

On 5-year performance, JQUA leads with 13.92% vs 13.22% for EPS. On fees, EPS is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or JQUA?

Over the 5-year period, JQUA has performed better with a 13.92% return vs 13.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or JQUA?

EPS is cheaper with a 0.08% expense ratio, compared with 0.12% for JQUA.

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

EPS has the higher dividend yield at 1.14%, compared with 1.07% for JQUA.

What is the main difference between EPS and JQUA?

EPS tracks WisdomTree U.S. Large Cap Index, while JQUA tracks JP Morgan US Quality Factor Index. They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.08% for EPS and 0.12% for JQUA.

Which has better risk-adjusted returns?

EPS currently has the higher Sharpe Ratio (2.67 vs 2.03), 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.