EPS vs. NTSX
EPS (WisdomTree U.S. LargeCap Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. EPS is passively managed, while NTSX is actively managed. Over the past 5 years, EPS returned 12.55%/yr vs 8.85%/yr for NTSX. Their correlation of 0.89 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.20%/yr for NTSX.
Performance
EPS vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, EPS achieves a 8.75% return, which is significantly higher than NTSX's 6.69% 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%
NTSX
- 1D
- 0.22%
- 1M
- -0.65%
- YTD
- 6.69%
- 6M
- 5.08%
- 1Y
- 19.80%
- 3Y*
- 18.32%
- 5Y*
- 8.85%
- 10Y*
- —
EPS vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 8.75% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -10.42% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.69% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between EPS and NTSX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.89 |
The correlation between EPS and NTSX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
EPS vs. NTSX — Risk / Return Rank
EPS
NTSX
EPS vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.17 | +0.64 |
| Martin ratioReturn relative to average drawdown | 12.53 | 9.22 | +3.30 |
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Drawdowns
EPS vs. NTSX - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for EPS and NTSX.
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Drawdown Indicators
| EPS | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -31.34% | -23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -9.16% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | -16.82% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -31.34% | +7.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | — | — |
Current DrawdownCurrent decline from peak | -3.18% | -2.81% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -6.76% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.15% | -0.27% |
Volatility
EPS vs. NTSX - Volatility Comparison
The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 4.66%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.25%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPS | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 5.25% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 10.56% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.96% | 13.11% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 17.17% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 18.29% | -0.63% |
EPS vs. NTSX - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is lower than NTSX's 0.20% 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. NTSX - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.17%, more than NTSX's 1.09% 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.09% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, EPS and NTSX 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.
NTSX has higher volatility (5.25%) compared to EPS (4.66%). In terms of maximum drawdown, EPS dropped -54.43% vs NTSX's -31.34%.
On 5-year performance, EPS leads with 12.55% vs 8.85% for NTSX. On fees, EPS is cheaper at 0.08% 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.
Over the 5-year period, EPS has performed better with a 12.55% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EPS is cheaper with a 0.08% expense ratio, compared with 0.20% for NTSX.
EPS has the higher dividend yield at 1.17%, compared with 1.09% for NTSX.
EPS is categorized as Large Cap Growth Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.08% for EPS and 0.20% for NTSX.
EPS currently has the higher Sharpe Ratio (1.98 vs 1.52), 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.
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