DES vs. DFMC
DES (WisdomTree U.S. SmallCap Dividend Fund) and DFMC (Dimensional US Micro Cap Portfolio ETF) are both Small Cap Blend Equities funds. DES is passively managed, while DFMC is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. DES charges 0.38%/yr vs 0.41%/yr for DFMC.
Performance
DES vs. DFMC - Performance Comparison
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Returns By Period
DES
- 1D
- -1.24%
- 1M
- 0.67%
- YTD
- 15.19%
- 6M
- 14.26%
- 1Y
- 25.57%
- 3Y*
- 14.17%
- 5Y*
- 5.96%
- 10Y*
- 8.04%
DFMC
- 1D
- -1.12%
- 1M
- 1.77%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DES vs. DFMC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 8.48% |
DFMC Dimensional US Micro Cap Portfolio ETF | 11.97% |
Correlation
The correlation between DES and DFMC is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 24, 2026 | 0.92 |
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Return for Risk
DES vs. DFMC — Risk / Return Rank
DES
DFMC
DES vs. DFMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Dimensional US Micro Cap Portfolio ETF (DFMC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DES | DFMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | — | — |
| Martin ratioReturn relative to average drawdown | 9.57 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DES | DFMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 4.79 | -4.48 |
Drawdowns
DES vs. DFMC - Drawdown Comparison
The maximum DES drawdown since its inception was -65.48%, which is greater than DFMC's maximum drawdown of -4.29%. Use the drawdown chart below to compare losses from any high point for DES and DFMC.
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Drawdown Indicators
| DES | DFMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.48% | -4.29% | -61.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.65% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | -1.12% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -0.84% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | — | — |
Volatility
DES vs. DFMC - Volatility Comparison
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Volatility by Period
| DES | DFMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 16.19% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 16.19% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 16.19% | +5.78% |
DES vs. DFMC - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is lower than DFMC's 0.41% expense ratio.
Dividends
DES vs. DFMC - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.40%, while DFMC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.40% | 2.85% | 2.81% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.09% |
DFMC Dimensional US Micro Cap Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, DES and DFMC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DES is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DES is cheaper with a 0.38% expense ratio, compared with 0.41% for DFMC.
DES has the higher dividend yield at 2.40%, compared with 0.00% for DFMC.
They also come from different issuers: WisdomTree and Dimensional Fund Advisors. Their fees differ too: 0.38% for DES and 0.41% for DFMC.
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