EPS vs. XLK

Last updated Jun 5, 2026

EPS (WisdomTree U.S. LargeCap Fund) and XLK (State Street Technology Select Sector SPDR ETF) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while XLK is a Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index. Both are passively managed. Over the past 10 years, EPS returned 14.93%/yr vs 25.62%/yr for XLK. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.08% expense ratio.

Performance

EPS vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPS achieves a 12.21% return, which is significantly lower than XLK's 34.34% return. Over the past 10 years, EPS has underperformed XLK with an annualized return of 14.93%, while XLK has yielded a comparatively higher 25.62% annualized return.

EPS

• 1D: 0.71%
• 1M: 4.83%
• YTD: 12.21%
• 6M: 12.21%
• 1Y: 30.17%
• 3Y*: 22.45%
• 5Y*: 13.22%
• 10Y*: 14.93%

XLK

• 1D: -1.56%
• 1M: 16.63%
• YTD: 34.34%
• 6M: 33.10%
• 1Y: 64.08%
• 3Y*: 33.46%
• 5Y*: 23.44%
• 10Y*: 25.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. XLK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	12.21%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%
XLK State Street Technology Select Sector SPDR ETF	34.34%	24.61%	21.63%	56.02%	-27.73%	34.74%	43.62%	49.86%	-1.68%	34.26%

Correlation

The correlation between EPS and XLK is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 26, 2007	0.81

The correlation between EPS and XLK has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

EPS vs. XLK - Sectors Allocation Comparison

Sectors	EPS	XLK
Technology	32.5%	99.7%
Financial Services	15.4%	-
Communication Services	13.4%	-
Consumer Cyclical	10.9%	-
Healthcare	9.5%	-
Industrials	5.4%	0.1%
Energy	4.4%	0.2%
Consumer Defensive	4.3%	-
Utilities	2.1%	-
Basic Materials	1.3%	-
Real Estate	0.9%	-

Return for Risk

EPS vs. XLK — Risk / Return Rank

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

EPS

EPS Risk / Return Rank: 81
EPS Sharpe Ratio Rank: 83
EPS Sortino Ratio Rank: 82
EPS Omega Ratio Rank: 81
EPS Calmar Ratio Rank: 73
EPS Martin Ratio Rank: 84

XLK

XLK Risk / Return Rank: 82
XLK Sharpe Ratio Rank: 90
XLK Sortino Ratio Rank: 85
XLK Omega Ratio Rank: 83
XLK Calmar Ratio Rank: 79
XLK Martin Ratio Rank: 73

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. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and State Street Technology Select Sector SPDR ETF (XLK). 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	XLK	Difference
Sharpe ratio: Return per unit of total volatility	2.67	3.09	-0.42
Sortino ratio: Return per unit of downside risk	3.65	3.77	-0.13
Omega ratio: Gain probability vs. loss probability	1.48	1.49	-0.01
Calmar ratio: Return relative to maximum drawdown	3.61	4.04	-0.43
Martin ratio: Return relative to average drawdown	16.87	13.55	+3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPS vs. XLK - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.67, which is comparable to the XLK Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of EPS and XLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPS	XLK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	3.09	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.95	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	1.05	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.41	+0.15

Drawdowns

EPS vs. XLK - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for EPS and XLK.

Drawdown Indicators

	EPS	XLK	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-82.05%	+27.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-15.92%	+7.53%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-25.66%	+8.01%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-33.56%	+10.01%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	-33.56%	-2.23%
Current Drawdown Current decline from peak	-0.10%	-2.54%	+2.44%
Average Drawdown Average peak-to-trough decline	-7.66%	-34.95%	+27.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	4.74%	-2.95%

Volatility

EPS vs. XLK - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 2.78%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 7.27%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPS	XLK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	7.27%	-4.49%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	16.76%	-7.97%
Volatility (1Y) Calculated over the trailing 1-year period	11.35%	20.86%	-9.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	24.90%	-8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	24.49%	-6.84%

EPS vs. XLK - Expense Ratio Comparison

Both EPS and XLK have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EPS vs. XLK - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, more than XLK's 0.40% 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%
XLK State Street Technology Select Sector SPDR ETF	0.40%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%

Frequently Asked Questions

Can I hold both EPS and XLK in my portfolio?

EPS and XLK have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPS or XLK?

XLK has higher volatility (7.27%) compared to EPS (2.78%). In terms of maximum drawdown, EPS dropped -54.43% vs XLK's -82.05%.

Which ETF is better, EPS or XLK?

On 10-year performance, XLK leads with 25.62% vs 14.93% for EPS. Both ETFs have the same 0.08% expense ratio. On volatility, EPS has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or XLK?

Over the 10-year period, XLK has performed better with a 25.62% return vs 14.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or XLK?

EPS and XLK have the same expense ratio: 0.08% per year.

Which ETF pays a higher dividend yield, EPS or XLK?

EPS has the higher dividend yield at 1.14%, compared with 0.40% for XLK.

What is the main difference between EPS and XLK?

EPS is categorized as Large Cap Growth Equities, while XLK is Technology Equities. EPS tracks WisdomTree U.S. Large Cap Index, while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: WisdomTree and State Street.

Which has better risk-adjusted returns?

XLK currently has the higher Sharpe Ratio (3.09 vs 2.67), 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.