EPS vs. USFR
EPS (WisdomTree U.S. LargeCap Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, EPS returned 14.89%/yr vs 2.47%/yr for USFR. At a 0.01 correlation, their price movements are largely independent. EPS charges 0.08%/yr vs 0.15%/yr for USFR.
Performance
EPS vs. USFR - Performance Comparison
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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%
EPS vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EPS
USFR
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.
| EPS | USFR | Difference | |
|---|---|---|---|
| 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 |
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 | USFR | Difference | |
|---|---|---|---|
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
| EPS | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.81% | 0.00% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -0.16% | -7.50% |
Ulcer IndexDepth 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
| EPS | USFR | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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