EPS vs. SWPPX
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and Schwab S&P 500 Index Fund (SWPPX).
EPS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Large Cap Index. It was launched on Feb 23, 2007. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997. Both EPS and SWPPX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPS vs. SWPPX - Performance Comparison
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EPS vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | -3.60% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, EPS achieves a -3.60% return, which is significantly higher than SWPPX's -7.07% return. Both investments have delivered pretty close results over the past 10 years, with EPS having a 13.32% annualized return and SWPPX not far ahead at 13.71%.
EPS
- 1D
- 2.85%
- 1M
- -4.30%
- YTD
- -3.60%
- 6M
- -0.58%
- 1Y
- 16.43%
- 3Y*
- 17.72%
- 5Y*
- 11.09%
- 10Y*
- 13.32%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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EPS vs. SWPPX - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EPS vs. SWPPX — Risk / Return Rank
EPS
SWPPX
EPS vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.84 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.30 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.06 | +0.39 |
Martin ratioReturn relative to average drawdown | 6.81 | 5.14 | +1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPS | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.84 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.68 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.76 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Correlation
The correlation between EPS and SWPPX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EPS vs. SWPPX - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.32%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.32% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
EPS vs. SWPPX - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EPS and SWPPX.
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Drawdown Indicators
| EPS | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -55.06% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -12.10% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -24.51% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -33.80% | -1.99% |
Current DrawdownCurrent decline from peak | -5.78% | -8.89% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -10.00% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.49% | +0.04% |
Volatility
EPS vs. SWPPX - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 5.22% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPS | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.29% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 9.11% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 18.14% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.89% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 18.19% | -0.54% |