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WisdomTree U.S. LargeCap Fund EPS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EPS | Replication |
|---|---|---|
| Annualized growth | 13.1% | 12.4% |
| Annualized volatility | 15.4% | 15.9% |
| Sharpe ratio | 0.88 | 0.82 |
| Maximum drawdown | 22.8% | 24.2% |
| Replication fit (R²) | 0.99 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model EPS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 58.4% |
| LRGF | Factor · Multi-Factor | 13.3% |
| VOX | Sector · Communication | 10.6% |
| VTV | Style · Value | 9.0% |
| XLF | Sector · Financials | 8.6% |