EPS vs. VTV
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and Vanguard Value ETF (VTV).
EPS and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both EPS and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPS vs. VTV - Performance Comparison
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EPS vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | -3.60% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
VTV Vanguard Value ETF | 3.30% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, EPS achieves a -3.60% return, which is significantly lower than VTV's 3.30% return. Over the past 10 years, EPS has outperformed VTV with an annualized return of 13.32%, while VTV has yielded a comparatively lower 11.80% annualized return.
EPS
- 1D
- 2.85%
- 1M
- -4.30%
- YTD
- -3.60%
- 6M
- -0.58%
- 1Y
- 16.43%
- 3Y*
- 17.72%
- 5Y*
- 11.09%
- 10Y*
- 13.32%
VTV
- 1D
- 1.64%
- 1M
- -4.81%
- YTD
- 3.30%
- 6M
- 6.34%
- 1Y
- 16.02%
- 3Y*
- 15.09%
- 5Y*
- 10.86%
- 10Y*
- 11.80%
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EPS vs. VTV - Expense Ratio Comparison
EPS has a 0.08% expense ratio, which is higher than VTV's 0.04% 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%.
Return for Risk
EPS vs. VTV — Risk / Return Rank
EPS
VTV
EPS vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.08 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.56 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.53 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.81 | 6.93 | -0.12 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.08 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.79 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.71 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.49 | +0.02 |
Correlation
The correlation between EPS and VTV is 0.89, 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.
Dividends
EPS vs. VTV - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.32%, less than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.32% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
EPS vs. VTV - Drawdown Comparison
The maximum EPS drawdown since its inception was -54.43%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EPS and VTV.
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Drawdown Indicators
| EPS | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -59.27% | +4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -11.32% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -17.04% | -6.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -36.78% | +0.99% |
Current DrawdownCurrent decline from peak | -5.78% | -4.81% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -7.92% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.50% | +0.03% |
Volatility
EPS vs. VTV - Volatility Comparison
WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 5.22% compared to Vanguard Value ETF (VTV) at 3.78%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPS | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.78% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 7.72% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 14.93% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 13.88% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 16.67% | +0.98% |