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ISIN
US97717W5702
CUSIP
97717W570
Inception Date
Feb 23, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. MidCap Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$918M

Share Price Chart


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Performance

EZM Performance Chart

WisdomTree U.S. MidCap Earnings Fund (EZM) is up 12.4% since the beginning of the year. EZM is currently trading at $75 per share. Investors who bought $1,000 worth of EZM shares 5 years ago would now be looking at an investment worth $1,541.


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S&P 500 Index

Returns By Period

WisdomTree U.S. MidCap Earnings Fund (EZM) has returned 12.38% so far this year and 25.48% over the past 12 months. Over the last ten years, EZM has returned 11.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WisdomTree U.S. MidCap Earnings Fund

1D
0.21%
1M
3.10%
YTD
12.38%
6M
10.19%
1Y
25.48%
3Y*
15.48%
5Y*
9.03%
10Y*
11.24%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZM Monthly Returns History

Based on dividend-adjusted daily data since Feb 23, 2007, EZM's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +21.9%, while the worst month was Mar 2020 at -26.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EZM closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.43%2.40%-4.74%7.66%1.17%2.25%12.38%
20253.49%-3.37%-4.37%-3.98%4.86%3.36%1.42%5.68%-0.09%-1.58%3.36%0.01%8.42%
2024-2.39%3.70%5.35%-6.08%3.73%-2.47%8.05%-1.04%1.18%-1.35%9.98%-7.27%10.29%
202311.19%-2.15%-5.73%-0.88%-3.20%11.36%4.77%-2.87%-5.47%-6.11%9.61%10.33%19.69%
2022-5.19%1.95%0.78%-6.97%2.18%-11.20%9.79%-2.91%-9.85%11.12%6.47%-6.10%-12.22%
20211.40%8.78%6.30%3.99%1.45%-2.21%0.50%2.36%-2.97%4.36%-1.84%5.91%31.00%

Benchmark Metrics

WisdomTree U.S. MidCap Earnings Fund has an annualized alpha of 1.63%, beta of 0.98, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since February 23, 2007.

  • This ETF captured 113.87% of S&P 500 Index gains and 109.59% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 0.98 and R2 of 0.70, 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
1.63%
Beta
0.98
0.70
Upside Capture
113.87%
Downside Capture
109.59%

Expense Ratio

EZM has an expense ratio of 0.38%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EZM ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EZM Risk / Return Rank: 5555
Overall Rank
EZM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EZM Sortino Ratio Rank: 5555
Sortino Ratio Rank
EZM Omega Ratio Rank: 4848
Omega Ratio Rank
EZM Calmar Ratio Rank: 6161
Calmar Ratio Rank
EZM Martin Ratio Rank: 5858
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree U.S. MidCap Earnings Fund (EZM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EZMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.94

2.78

+0.16

Martin ratioReturn relative to average drawdown

9.98

12.44

-2.46

Dividends

Dividend History

WisdomTree U.S. MidCap Earnings Fund provided a 1.24% dividend yield over the last twelve months, with an annual payout of $0.93 per share. The fund has been increasing its distributions for 2 consecutive years.


1.10%1.20%1.30%1.40%1.50%1.60%1.70%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.93$0.93$0.76$0.72$0.76$0.61$0.73$0.56$0.54$0.45$0.53$0.38

Dividend yield

1.24%1.39%1.22%1.25%1.57%1.08%1.67%1.34%1.57%1.14%1.55%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree U.S. MidCap Earnings Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.18$0.00$0.00$0.00$0.18
2025$0.00$0.00$0.18$0.00$0.00$0.26$0.00$0.00$0.23$0.00$0.00$0.26$0.93
2024$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.21$0.76
2023$0.00$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.23$0.72
2022$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.24$0.76
2021$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.29$0.00$0.00$0.15$0.61

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. MidCap Earnings 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. MidCap Earnings Fund was 59.58%, occurring on Mar 6, 2009. Recovery took 421 trading sessions.

The current WisdomTree U.S. MidCap Earnings Fund drawdown is 0.57%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.58%Mar 2009
1y 9mo1y 8mo
3y 5moJun 2007 - Nov 2010
COVID crash2020
-47.26%Mar 2020
2mo 6d8mo 6d
10mo 12dJan 2020 - Nov 2020
2011 bear market2011
-25.66%Oct 2011
2mo 27d4mo 3d
7moJul 2011 - Feb 2012
2025 selloff2025
-23.53%Apr 2025
4mo 13d8mo 1d
1y 9dNov 2024 - Dec 2025
Rate-hike selloffLate 2018
-23.15%Dec 2018
3mo 26d11mo 8d
1y 2moAug 2018 - Nov 2019

Drawdown Indicators


EZMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-56.78%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-9.10%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

-18.90%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-25.43%

+1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-47.26%

-33.92%

-13.34%

Current Drawdown

Current decline from peak

-0.57%

-1.80%

+1.23%

Average Drawdown

Average peak-to-trough decline

-8.25%

-10.71%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.03%

+0.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with EZM

Add WisdomTree U.S. MidCap Earnings Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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