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EPS vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPS vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPS achieves a 11.42% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, EPS has outperformed USFR with an annualized return of 14.89%, while USFR has yielded a comparatively lower 2.47% annualized return.


EPS

1D
-0.81%
1M
4.89%
YTD
11.42%
6M
11.50%
1Y
29.14%
3Y*
22.06%
5Y*
13.06%
10Y*
14.89%

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund
11.42%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%22.73%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between EPS and USFR is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.01

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Return for Risk

EPS vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPS
EPS Risk / Return Rank: 7777
Overall Rank
EPS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 7878
Sortino Ratio Rank
EPS Omega Ratio Rank: 7777
Omega Ratio Rank
EPS Calmar Ratio Rank: 6969
Calmar Ratio Rank
EPS Martin Ratio Rank: 8181
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
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. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


EPSUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.53

Sortino ratioReturn per unit of downside risk

-47.10

Omega ratioGain probability vs. loss probability

1.47

13.43

-11.97

Calmar ratioReturn relative to maximum drawdown

3.49

203.42

-199.93

Martin ratioReturn relative to average drawdown

16.29

787.84

-771.55

EPS vs. USFR - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.58, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of EPS and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EPSUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

15.11

-12.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

9.26

-8.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

3.07

-2.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.60

-1.04

Drawdowns

EPS vs. USFR - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for EPS and USFR.


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Drawdown Indicators


EPSUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-1.36%

-53.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-0.02%

-8.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-0.06%

-17.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-0.18%

-23.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-0.80%

-34.99%

Current Drawdown

Current decline from peak

-0.81%

0.00%

-0.81%

Average Drawdown

Average peak-to-trough decline

-7.66%

-0.16%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

0.01%

+1.78%

Volatility

EPS vs. USFR - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 2.79% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPSUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

0.06%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

0.18%

+8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

0.27%

+11.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

0.40%

+15.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

0.81%

+16.84%

EPS vs. USFR - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than USFR's 0.15% expense ratio. Despite the difference, 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. USFR - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, less than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%0.00%

Frequently Asked Questions


EPS and USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPS has higher volatility (2.79%) compared to USFR (0.06%). In terms of maximum drawdown, EPS dropped -54.43% vs USFR's -1.36%.

On 10-year performance, EPS leads with 14.89% vs 2.47% for USFR. On fees, EPS is cheaper at 0.08% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPS has performed better with a 14.89% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPS is cheaper with a 0.08% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 1.14% for EPS.

EPS is categorized as Large Cap Growth Equities, while USFR is Government Bonds. EPS tracks WisdomTree U.S. Large Cap Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.08% for EPS and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 vs 2.58), 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

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