EPS vs. SGRT

Last updated Jun 5, 2026

EPS (WisdomTree U.S. LargeCap Fund) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. EPS is passively managed, while SGRT is actively managed. A 0.67 correlation means they provide meaningful diversification when combined. EPS charges 0.08%/yr vs 0.59%/yr for SGRT.

Performance

EPS vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and SMART Earnings Growth 30 ETF (SGRT). 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 SGRT's 48.90% 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%

SGRT

• 1D: -1.69%
• 1M: 9.59%
• YTD: 48.90%
• 6M: 51.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EPS vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
EPS WisdomTree U.S. LargeCap Fund	12.21%	7.71%
SGRT SMART Earnings Growth 30 ETF	48.90%	25.25%

Correlation

The correlation between EPS and SGRT is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.67

Return for Risk

EPS vs. SGRT — 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

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	2.67	—	—
Sortino ratio: Return per unit of downside risk	3.65	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	3.61	—	—
Martin ratio: Return relative to average drawdown	16.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EPS	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	—	—
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	3.63	-3.07

Drawdowns

EPS vs. SGRT - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for EPS and SGRT.

Drawdown Indicators

	EPS	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-17.87%	-36.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	—	—
Current Drawdown Current decline from peak	-0.10%	-1.69%	+1.59%
Average Drawdown Average peak-to-trough decline	-7.66%	-3.10%	-4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	—	—

Volatility

Volatility by Period

	EPS	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.35%	33.40%	-22.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	33.40%	-17.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	33.40%	-15.75%

EPS vs. SGRT - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

EPS vs. SGRT - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, more than SGRT's 0.11% 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%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPS and SGRT in my portfolio?

EPS and SGRT have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EPS or SGRT?

On fees, EPS is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EPS or SGRT?

EPS is cheaper with a 0.08% expense ratio, compared with 0.59% for SGRT.

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

EPS has the higher dividend yield at 1.14%, compared with 0.11% for SGRT.

What is the main difference between EPS and SGRT?

Their fees differ too: 0.08% for EPS and 0.59% for SGRT.