PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EPS vs. SWPPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. SWPPX

Last updated Aug 6, 2026
Documentation

EPS (WisdomTree U.S. LargeCap Fund) and SWPPX (Schwab S&P 500 Index Fund) are both funds - EPS is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Index, while SWPPX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EPS returned 14.79%/yr vs 15.36%/yr for SWPPX. Their correlation of 0.93 means they have usually moved in the same direction. EPS charges 0.08%/yr vs 0.02%/yr for SWPPX.

Performance

EPS vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EPS achieves a 14.68% return, which is significantly higher than SWPPX's 13.74% return. Both investments have delivered pretty close results over the past 10 years, with EPS having a 14.79% annualized return and SWPPX not far ahead at 15.36%.

EPS

1D
-0.28%
1M
3.26%
6M
13.46%
YTD
14.68%
1Y
25.86%
3Y*
21.10%
5Y*
13.00%
10Y*
14.79%
ALL TIME*
10.51%

SWPPX

1D
1.79%
1M
2.68%
6M
13.03%
YTD
13.74%
1Y
24.25%
3Y*
21.57%
5Y*
13.38%
10Y*
15.36%
ALL TIME*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EPS

WisdomTree U.S. LargeCap Fund
$3.28M$3.53M$3.91M

SWPPX

Schwab S&P 500 Index Fund
$0.00$0.00$0.00

EPS vs. SWPPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund		14.68%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		13.74%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Correlation

The correlation between EPS and SWPPX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

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

0.93

The correlation between EPS and SWPPX has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

EPS vs. SWPPX - Sectors Allocation Comparison

Sectors
EPS
SWPPX

Technology

35.7%
38.5%

Financial Services

15.4%
11.6%

Communication Services

11.9%
9.9%

Consumer Cyclical

10.0%
9.5%

Healthcare

9.8%
8.9%

Industrials

5.5%
8.4%

Consumer Defensive

4.0%
4.5%

Energy

3.7%
3.0%

Utilities

1.9%
2.2%

Basic Materials

1.3%
1.7%

Real Estate

0.8%
1.8%

Technology

EPS
35.7%
SWPPX
38.5%

Financial Services

EPS
15.4%
SWPPX
11.6%

Communication Services

EPS
11.9%
SWPPX
9.9%

Consumer Cyclical

EPS
10.0%
SWPPX
9.5%

Healthcare

EPS
9.8%
SWPPX
8.9%

Industrials

EPS
5.5%
SWPPX
8.4%

Consumer Defensive

EPS
4.0%
SWPPX
4.5%

Energy

EPS
3.7%
SWPPX
3.0%

Utilities

EPS
1.9%
SWPPX
2.2%

Basic Materials

EPS
1.3%
SWPPX
1.7%

Real Estate

EPS
0.8%
SWPPX
1.8%

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

Schwab S&P 500 Index Fund

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. DTHEPS vs. VTIEPS vs. BRK-BEPS vs. ^GSPCEPS vs. IWL
Often compared with SWPPX:
SWPPX vs. VOOSWPPX vs. SWTSXSWPPX vs. SCHXSWPPX vs. SCHDSWPPX vs. SWLGXSWPPX vs. SNXFXSWPPX vs. QQQ

Return for Risk

EPS vs. SWPPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EPS
EPS Risk / Return Rank: 8181
Overall Rank
EPS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 8080
Sortino Ratio Rank
EPS Omega Ratio Rank: 8181
Omega Ratio Rank
EPS Calmar Ratio Rank: 7777
Calmar Ratio Rank
EPS Martin Ratio Rank: 8585
Martin Ratio Rank
SWPPX
SWPPX Risk / Return Rank: 6969
Overall Rank
SWPPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 6262
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

EPSSWPPXDifference
Sharpe ratioReturn per unit of total volatility
2.13
1.84

+0.29

Sortino ratioReturn per unit of downside risk
2.92
2.53

+0.39

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratioReturn relative to maximum drawdown

3.10

2.67

+0.42

Martin ratioReturn relative to average drawdown

13.35

11.45

+1.90

EPS vs. SWPPX - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.13, which is comparable to the SWPPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EPS and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

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.

Loading charts...

Drawdown Indicators

EPSSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-55.06%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-8.89%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-18.74%

+1.09%

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 Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-7.60%

-9.90%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.07%

-0.13%

Volatility

EPS vs. SWPPX - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 3.92%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.16%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EPSSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.16%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

10.36%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

12.98%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

17.08%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

18.25%

-0.60%

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%.

Dividends

EPS vs. SWPPX - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.11%, more than SWPPX's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
EPS
WisdomTree U.S. LargeCap Fund		1.11%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		0.98%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Frequently Asked Questions

With a correlation of 0.98, EPS and SWPPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWPPX has higher volatility (4.16%) compared to EPS (3.92%). In terms of maximum drawdown, EPS dropped -54.43% vs SWPPX's -55.06%.

EPS currently has the higher Sharpe Ratio (2.13 vs 1.84), 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.

Portfolio Optimizer

Find the right allocation for EPS and SWPPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer