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EPS vs. QQQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. QQQM

Last updated Jun 23, 2026

EPS (WisdomTree U.S. LargeCap Fund) and QQQM (Invesco NASDAQ 100 ETF) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EPS returned 13.10%/yr vs 17.04%/yr for QQQM. Their correlation of 0.87 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.15%/yr for QQQM.

Performance

EPS vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPS achieves a 10.30% return, which is significantly lower than QQQM's 20.46% return.

EPS

1D
-0.29%
1M
0.07%
YTD
10.30%
6M
9.95%
1Y
27.45%
3Y*
21.17%
5Y*
13.10%
10Y*
15.10%

QQQM

1D
-0.09%
1M
2.98%
YTD
20.46%
6M
19.51%
1Y
41.06%
3Y*
27.57%
5Y*
17.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. QQQM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
EPS
WisdomTree U.S. LargeCap Fund		10.30%17.40%23.97%22.81%-15.82%27.47%8.33%
QQQM
Invesco NASDAQ 100 ETF		20.46%20.85%25.68%55.01%-32.52%27.45%6.64%

Correlation

The correlation between EPS and QQQM 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

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2020

0.87

The correlation between EPS and QQQM has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

EPS vs. QQQM - Sectors Allocation Comparison

Sectors
EPS
QQQM

Technology

36.2%
58.7%

Financial Services

14.4%
0.2%

Communication Services

12.8%
14.3%

Consumer Cyclical

10.6%
11.4%

Healthcare

9.2%
3.7%

Industrials

5.1%
2.6%

Consumer Defensive

3.9%
6.4%

Energy

3.9%
0.5%

Utilities

1.9%
1.2%

Basic Materials

1.3%
1.0%

Real Estate

0.8%
0.1%

Technology

EPS
36.2%
QQQM
58.7%

Financial Services

EPS
14.4%
QQQM
0.2%

Communication Services

EPS
12.8%
QQQM
14.3%

Consumer Cyclical

EPS
10.6%
QQQM
11.4%

Healthcare

EPS
9.2%
QQQM
3.7%

Industrials

EPS
5.1%
QQQM
2.6%

Consumer Defensive

EPS
3.9%
QQQM
6.4%

Energy

EPS
3.9%
QQQM
0.5%

Utilities

EPS
1.9%
QQQM
1.2%

Basic Materials

EPS
1.3%
QQQM
1.0%

Real Estate

EPS
0.8%
QQQM
0.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. LargeCap Fund

Invesco NASDAQ 100 ETF

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX
Often compared with QQQM:
QQQM vs. QQQQQQM vs. SCHGQQQM vs. VOOQQQM vs. VGTQQQM vs. SCHDQQQM vs. FTECQQQM vs. JEPQ

Return for Risk

EPS vs. QQQM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPS
EPS Risk / Return Rank: 7474
Overall Rank
EPS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 7272
Sortino Ratio Rank
EPS Omega Ratio Rank: 7474
Omega Ratio Rank
EPS Calmar Ratio Rank: 6868
Calmar Ratio Rank
EPS Martin Ratio Rank: 7979
Martin Ratio Rank
QQQM
QQQM Risk / Return Rank: 7272
Overall Rank
QQQM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7373
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7171
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7171
Martin Ratio Rank
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. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Invesco NASDAQ 100 ETF (QQQM). 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.

EPSQQQMDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.36

-0.04

Sortino ratioReturn per unit of downside risk
3.12
3.05

+0.08

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.29

3.45

-0.16

Martin ratioReturn relative to average drawdown

14.82

12.82

+2.01

EPS vs. QQQM - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.32, which is comparable to the QQQM Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of EPS and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EPS vs. QQQM - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for EPS and QQQM.

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Drawdown Indicators

EPSQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-35.04%

-19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-11.96%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-22.70%

+5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-35.04%

+11.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

—

—

Current Drawdown

Current decline from peak

-1.80%

-0.97%

-0.83%

Average Drawdown

Average peak-to-trough decline

-7.64%

-8.20%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

3.21%

-1.35%

Volatility

EPS vs. QQQM - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 4.53%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 8.28%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPSQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

8.28%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

14.05%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

17.55%

-5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

22.48%

-6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

22.26%

-4.56%

EPS vs. QQQM - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than QQQM'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%.

Dividends

EPS vs. QQQM - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.15%, more than QQQM's 0.53% yield.

PositionTTM20252024202320222021202020192018201720162015
EPS
WisdomTree U.S. LargeCap Fund		1.15%1.26%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%
QQQM
Invesco NASDAQ 100 ETF		0.53%0.50%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EPS and QQQM 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.

QQQM has higher volatility (8.28%) compared to EPS (4.53%). In terms of maximum drawdown, EPS dropped -54.43% vs QQQM's -35.04%.

On 5-year performance, QQQM leads with 17.04% vs 13.10% for EPS. On fees, EPS is cheaper at 0.08% per year. On volatility, EPS has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QQQM has performed better with a 17.04% return vs 13.10%. 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 0.15% for QQQM.

EPS has the higher dividend yield at 1.15%, compared with 0.53% for QQQM.

EPS is categorized as Large Cap Growth Equities, while QQQM is Nasdaq-100. EPS tracks WisdomTree U.S. Large Cap Index, while QQQM tracks NASDAQ-100 Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.08% for EPS and 0.15% for QQQM.

QQQM currently has the higher Sharpe Ratio (2.36 vs 2.32), 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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