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DES vs. FDVV
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

DES vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) and undefined (FDVV). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%OctoberNovemberDecember2025FebruaryMarch
71.12%
172.31%
DES
FDVV

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Risk-Adjusted Performance

DES vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for DES, currently valued at 0.39, compared to the broader market0.002.004.000.391.77
The chart of Sortino ratio for DES, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.0012.000.722.42
The chart of Omega ratio for DES, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.32
The chart of Calmar ratio for DES, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.563.38
The chart of Martin ratio for DES, currently valued at 1.40, compared to the broader market0.0020.0040.0060.0080.00100.001.4010.21
DES
FDVV


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.39
1.77
DES
FDVV

Drawdowns

DES vs. FDVV - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-12.60%
-3.04%
DES
FDVV

Volatility

DES vs. FDVV - Volatility Comparison

WisdomTree U.S. SmallCap Dividend Fund (DES) has a higher volatility of 4.24% compared to undefined (FDVV) at 3.67%. This indicates that DES's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
4.24%
3.67%
DES
FDVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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