- ISIN
- US97717W5629
- CUSIP
- 97717W562
- Issuer
- WisdomTree
- Inception Date
- Feb 23, 2007
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- WisdomTree U.S. Small Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $670M
Share Price Chart
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Performance
EES Performance Chart
WisdomTree U.S. SmallCap Fund (EES) is up 13.7% since the beginning of the year. EES is currently trading at $65 per share. Investors who bought $1,000 worth of EES shares 5 years ago would now be looking at an investment worth $1,378.
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Returns By Period
WisdomTree U.S. SmallCap Fund (EES) has returned 13.74% so far this year and 31.82% over the past 12 months. Over the last ten years, EES has returned 10.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
WisdomTree U.S. SmallCap Fund
- 1D
- 0.37%
- 1M
- 2.04%
- YTD
- 13.74%
- 6M
- 13.72%
- 1Y
- 31.82%
- 3Y*
- 15.90%
- 5Y*
- 6.62%
- 10Y*
- 10.86%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
EES Monthly Returns History
Based on dividend-adjusted daily data since Feb 23, 2007, EES's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +26.9%, while the worst month was Mar 2020 at -28.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EES closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +13.4%, while the worst single day was Mar 18, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.58% | 0.30% | -2.62% | 9.36% | 1.15% | 0.66% | 13.74% | ||||||
| 2025 | 2.24% | -5.75% | -5.80% | -4.57% | 5.71% | 3.84% | 1.16% | 8.69% | 0.08% | -1.77% | 2.55% | 1.50% | 6.99% |
| 2024 | -5.16% | 2.94% | 3.34% | -6.42% | 4.33% | -3.26% | 13.58% | -1.87% | 0.76% | -1.27% | 11.73% | -6.94% | 9.86% |
| 2023 | 11.48% | -2.51% | -6.37% | -2.71% | -2.19% | 9.35% | 7.39% | -5.11% | -4.90% | -6.06% | 9.20% | 12.60% | 18.53% |
| 2022 | -6.46% | 0.77% | -1.01% | -7.53% | 2.12% | -8.95% | 10.00% | -3.56% | -9.84% | 12.87% | 3.75% | -6.71% | -16.18% |
| 2021 | 4.55% | 9.02% | 6.98% | 1.63% | 3.74% | -0.86% | -2.13% | 1.99% | -1.64% | 3.87% | -0.88% | 4.32% | 34.39% |
Benchmark Metrics
WisdomTree U.S. SmallCap Fund has an annualized alpha of 0.56%, beta of 1.04, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since February 26, 2007.
- This ETF captured 117.46% of S&P 500 Index gains and 116.74% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.04 and R2 of 0.66, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.56%
- Beta
- 1.04
- R²
- 0.66
- Upside Capture
- 117.46%
- Downside Capture
- 116.74%
Expense Ratio
EES has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EES ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and compare them to S&P 500 Index.
| EES | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 2.39 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.79 | 3.25 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | 3.11 | +1.10 |
Martin ratioReturn relative to average drawdown | 12.41 | 14.38 | -1.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
WisdomTree U.S. SmallCap Fund provided a 1.11% dividend yield over the last twelve months, with an annual payout of $0.71 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.71 | $0.73 | $0.74 | $0.59 | $0.48 | $0.87 | $0.50 | $0.50 | $0.58 | $0.34 | $0.33 | $0.35 |
Dividend yield | 1.11% | 1.29% | 1.37% | 1.18% | 1.12% | 1.69% | 1.29% | 1.31% | 1.81% | 0.93% | 1.02% | 1.38% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree U.S. SmallCap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.11 | ||||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.73 |
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.21 | $0.74 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.59 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.48 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.51 | $0.87 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree U.S. SmallCap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree U.S. SmallCap Fund was 63.66%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -63.66%Mar 2009 | 1y 9mo | 1y 8mo | 3y 5moJun 2007 - Nov 2010 |
COVID crash2020 | -50.52%Mar 2020 | 1y 6mo | 9mo 18d | 2y 4moAug 2018 - Jan 2021 |
2025 selloff2025 | -27.15%Apr 2025 | 4mo 13d | 8mo 6d | 1y 14dNov 2024 - Dec 2025 |
2011 bear market2011 | -26.14%Oct 2011 | 2mo 27d | 4mo 1d | 6mo 28dJul 2011 - Feb 2012 |
Bear market2022 | -25.80%Sep 2022 | 10mo 19d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
Drawdown Indicators
| EES | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -56.78% | -6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -9.10% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -27.15% | -18.90% | -8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -25.43% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | -33.92% | -16.60% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -10.72% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.97% | +0.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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