EPS vs. MFUS

Last updated Jun 4, 2026

EPS (WisdomTree U.S. LargeCap Fund) and MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) are both Large Cap Growth Equities funds - EPS tracks the WisdomTree U.S. Large Cap Index while MFUS tracks the RAFI Dynamic Multi-Factor U.S. Index​. Both are passively managed. Over the past 5 years, EPS returned 13.06%/yr vs 12.82%/yr for MFUS. Their correlation of 0.90 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.30%/yr for MFUS.

Performance

EPS vs. MFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPS achieves a 11.42% return, which is significantly lower than MFUS's 16.37% return.

EPS

• 1D: -0.81%
• 1M: 4.89%
• YTD: 11.42%
• 6M: 11.50%
• 1Y: 29.14%
• 3Y*: 22.06%
• 5Y*: 13.06%
• 10Y*: 14.89%

MFUS

• 1D: 0.03%
• 1M: 5.72%
• YTD: 16.37%
• 6M: 16.58%
• 1Y: 28.04%
• 3Y*: 22.25%
• 5Y*: 12.82%
• 10Y*: —

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

EPS vs. MFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	11.42%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	10.10%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	16.37%	16.02%	20.17%	12.19%	-5.82%	24.10%	10.64%	26.17%	-7.30%	11.20%

Correlation

The correlation between EPS and MFUS is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 7, 2017	0.90

The correlation between EPS and MFUS has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

EPS vs. MFUS - Sectors Allocation Comparison

Sectors	EPS	MFUS
Technology	32.5%	21.8%
Financial Services	15.4%	12.6%
Communication Services	13.4%	5.3%
Consumer Cyclical	10.9%	10.6%
Healthcare	9.5%	13.5%
Industrials	5.4%	12.6%
Energy	4.4%	7.0%
Consumer Defensive	4.3%	10.3%
Utilities	2.1%	1.7%
Basic Materials	1.3%	2.8%
Real Estate	0.9%	1.8%

Return for Risk

EPS vs. MFUS — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 77
EPS Sharpe Ratio Rank: 78
EPS Sortino Ratio Rank: 78
EPS Omega Ratio Rank: 77
EPS Calmar Ratio Rank: 69
EPS Martin Ratio Rank: 81

MFUS

MFUS Risk / Return Rank: 82
MFUS Sharpe Ratio Rank: 80
MFUS Sortino Ratio Rank: 83
MFUS Omega Ratio Rank: 78
MFUS Calmar Ratio Rank: 83
MFUS Martin Ratio Rank: 86

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. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). 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	MFUS	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.63	-0.05
Sortino ratio: Return per unit of downside risk	3.54	3.77	-0.23
Omega ratio: Gain probability vs. loss probability	1.47	1.47	-0.01
Calmar ratio: Return relative to maximum drawdown	3.49	4.41	-0.92
Martin ratio: Return relative to average drawdown	16.29	18.13	-1.84
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. MFUS - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.58, which is comparable to the MFUS Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of EPS and MFUS, 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	MFUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	2.63	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.86	-0.04
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	0.79	-0.23

Drawdowns

EPS vs. MFUS - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than MFUS's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for EPS and MFUS.

Drawdown Indicators

	EPS	MFUS	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-35.21%	-19.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-6.39%	-2.00%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-15.39%	-2.26%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-18.22%	-5.33%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	—	—
Current Drawdown Current decline from peak	-0.81%	0.00%	-0.81%
Average Drawdown Average peak-to-trough decline	-7.66%	-4.00%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	1.55%	+0.24%

Volatility

EPS vs. MFUS - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 2.79%, while PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) has a volatility of 3.19%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than MFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	MFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	3.19%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	8.77%	8.22%	+0.55%
Volatility (1Y) Calculated over the trailing 1-year period	11.34%	10.72%	+0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	15.03%	+0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	17.35%	+0.30%

EPS vs. MFUS - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than MFUS's 0.30% expense ratio.

Dividends

EPS vs. MFUS - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, less than MFUS's 1.36% 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%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	1.36%	1.54%	1.45%	1.96%	2.07%	1.35%	1.72%	1.89%	1.69%	1.01%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPS and MFUS in my portfolio?

EPS and MFUS have a correlation of 0.83, 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 MFUS?

MFUS has higher volatility (3.19%) compared to EPS (2.79%). In terms of maximum drawdown, EPS dropped -54.43% vs MFUS's -35.21%.

Which ETF is better, EPS or MFUS?

On 5-year performance, EPS leads with 13.06% vs 12.82% for MFUS. On fees, EPS is cheaper at 0.08% per year. On volatility, EPS has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or MFUS?

Over the 5-year period, EPS has performed better with a 13.06% return vs 12.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or MFUS?

EPS is cheaper with a 0.08% expense ratio, compared with 0.30% for MFUS.

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

MFUS has the higher dividend yield at 1.36%, compared with 1.14% for EPS.

What is the main difference between EPS and MFUS?

EPS tracks WisdomTree U.S. Large Cap Index, while MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​. They also come from different issuers: WisdomTree and PIMCO. Their fees differ too: 0.08% for EPS and 0.30% for MFUS.

Which has better risk-adjusted returns?

MFUS currently has the higher Sharpe Ratio (2.63 vs 2.58), 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.