Set the warnings stacklevel to two.
diff --git a/Lib/sets.py b/Lib/sets.py
index 3fe8c8f..6fea65f 100644
--- a/Lib/sets.py
+++ b/Lib/sets.py
@@ -502,8 +502,8 @@
         """Add all values from an iterable (such as a list or file)."""
         import warnings
         warnings.warn("The update() method deprecated; "
-                      "Use union_update() instead",
-                      DeprecationWarning)
+                      "Use union_update() instead.",
+                      DeprecationWarning, 2)
         self._update(iterable)
 
     def clear(self):