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EPS vs. RPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. RPG

Last updated Jun 23, 2026

EPS (WisdomTree U.S. LargeCap Fund) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds - EPS tracks the WisdomTree U.S. Large Cap Index while RPG tracks the S&P 500/Citigroup Pure Growth Index. Both are passively managed. Over the past 10 years, EPS returned 15.10%/yr vs 15.68%/yr for RPG. Their correlation of 0.84 suggests significant overlap in exposure. EPS charges 0.08%/yr vs 0.35%/yr for RPG.

Performance

EPS vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and Invesco S&P 500 Pure Growth ETF (RPG). 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 RPG's 36.60% return. Both investments have delivered pretty close results over the past 10 years, with EPS having a 15.10% annualized return and RPG not far ahead at 15.68%.

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%

RPG

1D
1.57%
1M
10.57%
YTD
36.60%
6M
33.46%
1Y
47.03%
3Y*
29.74%
5Y*
12.84%
10Y*
15.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. RPG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund		10.30%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%22.73%
RPG
Invesco S&P 500 Pure Growth ETF		36.60%13.41%28.23%8.04%-27.55%29.40%29.34%28.34%-4.53%26.20%

Correlation

The correlation between EPS and RPG is 0.82, 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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2007

0.84

The correlation between EPS and RPG has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

EPS vs. RPG - Sectors Allocation Comparison

Sectors
EPS
RPG

Technology

36.2%
46.9%

Financial Services

14.4%
5.3%

Communication Services

12.8%
5.4%

Consumer Cyclical

10.6%
14.7%

Healthcare

9.2%
6.4%

Industrials

5.1%
14.0%

Consumer Defensive

3.9%
1.1%

Energy

3.9%
1.6%

Utilities

1.9%
2.4%

Basic Materials

1.3%
1.2%

Real Estate

0.8%
1.0%

Technology

EPS
36.2%
RPG
46.9%

Financial Services

EPS
14.4%
RPG
5.3%

Communication Services

EPS
12.8%
RPG
5.4%

Consumer Cyclical

EPS
10.6%
RPG
14.7%

Healthcare

EPS
9.2%
RPG
6.4%

Industrials

EPS
5.1%
RPG
14.0%

Consumer Defensive

EPS
3.9%
RPG
1.1%

Energy

EPS
3.9%
RPG
1.6%

Utilities

EPS
1.9%
RPG
2.4%

Basic Materials

EPS
1.3%
RPG
1.2%

Real Estate

EPS
0.8%
RPG
1.0%

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 S&P 500 Pure Growth ETF

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX
Often compared with RPG:
RPG vs. QQQRPG vs. SPGPRPG vs. SPYGRPG vs. VOORPG vs. VOOGRPG vs. SCHGRPG vs. RSP

Return for Risk

EPS vs. RPG — 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
RPG
RPG Risk / Return Rank: 7373
Overall Rank
RPG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RPG Sortino Ratio Rank: 6666
Sortino Ratio Rank
RPG Omega Ratio Rank: 6565
Omega Ratio Rank
RPG Calmar Ratio Rank: 8383
Calmar Ratio Rank
RPG Martin Ratio Rank: 8383
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. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Invesco S&P 500 Pure Growth ETF (RPG). 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.

EPSRPGDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.19

+0.13

Sortino ratioReturn per unit of downside risk
3.12
2.91

+0.21

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.29

4.27

-0.98

Martin ratioReturn relative to average drawdown

14.82

16.15

-1.33

EPS vs. RPG - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.32, which is comparable to the RPG Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of EPS and RPG, 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. RPG - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, roughly equal to the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for EPS and RPG.

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Drawdown Indicators

EPSRPGDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-53.27%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-11.08%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-24.75%

+7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-35.59%

+12.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-36.58%

+0.79%

Current Drawdown

Current decline from peak

-1.80%

0.00%

-1.80%

Average Drawdown

Average peak-to-trough decline

-7.64%

-8.83%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.92%

-1.06%

Volatility

EPS vs. RPG - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 4.53%, while Invesco S&P 500 Pure Growth ETF (RPG) has a volatility of 9.89%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPSRPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

9.89%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

18.39%

-8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

21.61%

-9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

23.77%

-7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

22.88%

-5.18%

EPS vs. RPG - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than RPG's 0.35% expense ratio.

Dividends

EPS vs. RPG - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.15%, more than RPG's 0.19% 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%
RPG
Invesco S&P 500 Pure Growth ETF		0.19%0.24%0.25%1.44%0.74%0.00%0.46%0.83%0.47%0.56%0.43%0.73%

Frequently Asked Questions

EPS and RPG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RPG has higher volatility (9.89%) compared to EPS (4.53%). In terms of maximum drawdown, EPS dropped -54.43% vs RPG's -53.27%.

On 10-year performance, RPG leads with 15.68% vs 15.10% 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 10-year period, RPG has performed better with a 15.68% return vs 15.10%. 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 0.35% for RPG.

EPS has the higher dividend yield at 1.15%, compared with 0.19% for RPG.

EPS tracks WisdomTree U.S. Large Cap Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.08% for EPS and 0.35% for RPG.

EPS currently has the higher Sharpe Ratio (2.32 vs 2.19), 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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