Correlation
The correlation between EPS and SWPPX is 0.94, 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.
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 managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPS or SWPPX.
Performance
EPS vs. SWPPX - Performance Comparison
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Key characteristics
EPS:
0.69
SWPPX:
0.70
EPS:
1.01
SWPPX:
1.04
EPS:
1.15
SWPPX:
1.15
EPS:
0.66
SWPPX:
0.69
EPS:
2.50
SWPPX:
2.63
EPS:
4.68%
SWPPX:
4.92%
EPS:
18.42%
SWPPX:
19.78%
EPS:
-54.43%
SWPPX:
-55.06%
EPS:
-4.30%
SWPPX:
-3.42%
Returns By Period
In the year-to-date period, EPS achieves a 0.35% return, which is significantly lower than SWPPX's 1.05% return. Over the past 10 years, EPS has underperformed SWPPX with an annualized return of 11.70%, while SWPPX has yielded a comparatively higher 12.79% annualized return.
EPS
0.35%
5.35%
-2.60%
12.69%
12.79%
15.19%
11.70%
SWPPX
1.05%
6.45%
-0.81%
13.73%
14.14%
15.91%
12.79%
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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%.
Risk-Adjusted Performance
EPS vs. SWPPX — Risk-Adjusted Performance Rank
EPS
SWPPX
EPS vs. SWPPX - Risk-Adjusted Performance 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.
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Dividends
EPS vs. SWPPX - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.45%, more than SWPPX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.45% | 1.47% | 1.73% | 1.96% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% |
SWPPX Schwab S&P 500 Index Fund | 1.22% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% | 1.80% |
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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Volatility
EPS vs. SWPPX - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.55% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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