WisdomTree U.S. Earnings 500 Fund (EPS) Performance
EPS total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.3% since Dec 31, 2025
- 1 year
- +16.5% total return
- 5 years
- +12.2% a year
- 10 years
- +14.7% a year
- Since first price
- +10.3% a year since 2007
EPS trailing returns vs SPY, QQQ, AGG
| Period | EPS total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.2% | −1.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.2% | +2.9% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.0% | +7.4% | +7.8% | +8.4% | −1.5% |
| YTD | +13.3% | +12.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.5% | +15.1% | +14.4% | +15.9% | −1.1% |
| 3 years | +84.6%+22.7%/yr | +76.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +78.0%+12.2%/yr | +64.4% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +295.1%+14.7%/yr | +231.6% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +632.3%+14.2%/yr | +456.2% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionFeb 23, 2007 | +590.8%+10.3%/yr | +379.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: EPS vs SPY
From Feb 23, 2007: EPS grew to $69,077, SPY to $74,975.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
EPS returns by calendar year
14 of 18 full years positive. Best 2013 (+33.0%), worst 2008 (−36.7%). 2026 is year to date.
EPS annual returns table
| Year | EPS | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.3% | −8.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +17.4% | −17.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +24.0% | −7.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.8% | −9.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −15.8% | −23.5% | −18.2% | −32.6% | −13.0% |
| 2021 | +27.5% | −5.0% | +28.7% | +27.4% | −1.8% |
| 2020 | +12.0% | −35.8% | +18.3% | +48.6% | +7.5% |
| 2019 | +32.5% | −7.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −7.5% | −19.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +22.7% | −2.6% | +21.7% | +32.7% | +3.6% |
| 2016 | +13.8% | −9.8% | +12.0% | +7.1% | +2.4% |
| 2015 | −1.6% | −12.0% | +1.2% | +9.4% | +0.5% |
| 2014 | +13.6% | −7.5% | +13.5% | +19.2% | +6.0% |
| 2013 | +33.0% | −5.1% | +32.3% | +36.6% | −2.0% |
| 2012 | +14.6% | −10.7% | +16.0% | +18.1% | +3.8% |
| 2011 | +3.7% | −17.6% | +1.9% | +3.4% | +7.7% |
| 2010 | +13.3% | −14.0% | +15.1% | +19.9% | +6.4% |
| 2009 | +27.3% | −27.0% | +26.4% | +54.7% | +3.0% |
| 2008 | −36.7% | −47.3% | −36.8% | −41.7% | +7.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
EPS largest drawdowns
Now 2.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 10, 2007 | −54.4% | Mar 6, 2009 | Mar 14, 2012 | 1.4 years | 4.4 years |
| Feb 12, 2020 | −35.8% | Mar 23, 2020 | Sep 2, 2020 | 40 days | 7 months |
| Jan 4, 2022 | −23.5% | Sep 30, 2022 | Dec 13, 2023 | 9 months | 1.9 years |
| Sep 21, 2018 | −19.0% | Dec 24, 2018 | Apr 8, 2019 | 3 months | 7 months |
| Feb 19, 2025 | −17.7% | Apr 8, 2025 | Jun 27, 2025 | 48 days | 4 months |
| May 21, 2015 | −15.1% | Feb 11, 2016 | Jul 14, 2016 | 9 months | 1.1 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
EPS risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +22.2% | +13.5% | +14.6% | +10.6% |
| Volatility (annualized) | 12.0% | 15.0% | 15.4% | 15.4% |
| Sharpe ratio | 1.38 | 0.68 | 0.82 | 0.64 |
| Sortino ratio | 2.77 | 1.09 | 1.28 | 0.96 |
| Best month | +10.3% | +10.3% | +12.4% | +12.4% |
| Worst month | −5.2% | −9.1% | −14.1% | −16.6% |
| Best 12 months | +36.6% | +36.6% | +57.3% | +57.3% |
| Worst 12 months | +8.6% | −15.8% | −15.8% | −43.5% |
| Positive months | 69% | 62% | 68% | 65% |
| Beta vs S&P 500 | 0.95 | 0.95 | 0.99 | — |
| Correlation with S&P 500 | 0.99 | 0.99 | 0.99 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
EPS rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 225 | −43.5% | +13.9% | +57.3% | 80% |
| 3-year (a year) | 201 | −9.5% | +12.1% | +25.8% | 94% |
| 5-year (a year) | 177 | −0.9% | +12.8% | +22.6% | 99% |
| 10-year (a year) | 117 | +6.7% | +12.5% | +16.1% | 100% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
EPS performance overview
WisdomTree U.S. Earnings 500 Fund (EPS) returned +16.5% over the past year and +14.7% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +10.3% a year, turning $10,000 into about $69,077. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −54.4%, from Oct 10, 2007 to Mar 6, 2009, and it took 3.0 years to get back to the old high. EPS finished 14 of its 18 full calendar years with a gain; the best year was 2013 (+33.0%) and the worst 2008 (−36.7%). Volatility has been 15.4% a year.
Related: EPS chart, EPS holdings, EPS dividends, EPS valuation. See the EPS overview for the latest quote and fund facts.
EPS performance FAQ
What is the EPS return over the past year?
EPS returned +16.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.1%.
What is the average annual return of EPS?
EPS has returned +12.2% a year over 5 years, +14.7% a year over 10 years, +10.3% a year since February 23, 2007 (total return, distributions reinvested).
How much would $10,000 invested in EPS be worth?
$10,000 invested in EPS at its first recorded close on February 23, 2007 would be worth about $69,077 on October 23, 2026 with distributions reinvested.
What was the worst year for EPS?
The worst calendar year was 2008, with a total return of −36.7%. The best was 2013 at +33.0%.
What is the biggest drawdown of EPS?
The largest peak-to-trough decline was −54.4% between October 10, 2007 and March 6, 2009. It recovered to the old high on March 14, 2012, 3.0 years after the bottom.
How volatile is EPS?
Over the past 3 years EPS had an annualized volatility of 12.0% and a Sharpe ratio of 1.38 (excess return over 1–3 month T-bills per unit of risk).