EPS vs. SGRT
EPS (WisdomTree U.S. LargeCap Fund) and SGRT (SMART Earnings Growth ETF) are both Large Cap Growth Equities funds. EPS is passively managed, while SGRT is actively managed. A 0.66 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
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Returns By Period
In the year-to-date period, EPS achieves a 11.53% return, which is significantly lower than SGRT's 26.83% return.
EPS
- 1D
- -0.52%
- 1M
- 0.29%
- 6M
- 10.25%
- YTD
- 11.53%
- 1Y
- 23.41%
- 3Y*
- 20.06%
- 5Y*
- 12.88%
- 10Y*
- 14.54%
SGRT
- 1D
- -4.23%
- 1M
- -13.29%
- 6M
- 20.02%
- YTD
- 26.83%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPS vs. SGRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 11.53% | 7.53% |
SGRT SMART Earnings Growth ETF | 26.83% | 26.83% |
Correlation
The correlation between EPS and SGRT is 0.66, 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 20, 2025 | 0.66 |
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Return for Risk
EPS vs. SGRT — Risk / Return Rank
EPS
SGRT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 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.
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 | SGRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | — | — |
| Martin ratioReturn relative to average drawdown | 12.24 | — | — |
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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.
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Drawdown Indicators
| EPS | SGRT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.70% | -17.46% | +16.76% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -3.66% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
Volatility
EPS vs. SGRT - Volatility Comparison
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Volatility by Period
| EPS | SGRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 37.05% | -25.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 37.05% | -20.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 37.05% | -19.43% |
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 0.13% 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 ETF | 0.13% | 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
EPS and SGRT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
EPS is cheaper with a 0.08% expense ratio, compared with 0.59% for SGRT.
EPS has the higher dividend yield at 1.14%, compared with 0.13% for SGRT.
Their fees differ too: 0.08% for EPS and 0.59% for SGRT.
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