EPS vs. VOO
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and Vanguard S&P 500 ETF (VOO).
EPS and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EPS and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPS or VOO.
Key characteristics
| EPS | VOO | |
|---|---|---|
| YTD Return | 26.10% | 26.13% |
| 1Y Return | 33.73% | 33.91% |
| 3Y Return (Ann) | 10.08% | 9.98% |
| 5Y Return (Ann) | 14.10% | 15.61% |
| 10Y Return (Ann) | 12.28% | 13.33% |
| Sharpe Ratio | 2.99 | 2.82 |
| Sortino Ratio | 4.04 | 3.76 |
| Omega Ratio | 1.57 | 1.53 |
| Calmar Ratio | 4.36 | 4.05 |
| Martin Ratio | 20.42 | 18.48 |
| Ulcer Index | 1.67% | 1.85% |
| Daily Std Dev | 11.39% | 12.12% |
| Max Drawdown | -54.43% | -33.99% |
| Current Drawdown | -0.78% | -0.88% |
Correlation
The correlation between EPS and VOO 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.
Performance
EPS vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with EPS having a 26.10% return and VOO slightly higher at 26.13%. Over the past 10 years, EPS has underperformed VOO with an annualized return of 12.28%, while VOO has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPS vs. VOO - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is higher than VOO's 0.03% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
EPS vs. VOO - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.42%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.42% | 1.73% | 1.96% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% | 1.63% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EPS vs. VOO - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EPS and VOO. For additional features, visit the drawdowns tool.
Volatility
EPS vs. VOO - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.90% and 3.84%, 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.