PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DES vs. FDVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DES and FDVV is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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 Fidelity High Dividend ETF (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%SeptemberOctoberNovemberDecember2025
80.35%
171.29%
DES
FDVV

Key characteristics

Sharpe Ratio

DES:

0.63

FDVV:

1.90

Sortino Ratio

DES:

1.05

FDVV:

2.59

Omega Ratio

DES:

1.13

FDVV:

1.35

Calmar Ratio

DES:

1.02

FDVV:

3.57

Martin Ratio

DES:

2.83

FDVV:

11.61

Ulcer Index

DES:

4.34%

FDVV:

1.73%

Daily Std Dev

DES:

19.28%

FDVV:

10.51%

Max Drawdown

DES:

-65.49%

FDVV:

-40.25%

Current Drawdown

DES:

-7.89%

FDVV:

-3.11%

Returns By Period

In the year-to-date period, DES achieves a 0.83% return, which is significantly lower than FDVV's 1.12% return.


DES

YTD

0.83%

1M

0.95%

6M

6.83%

1Y

15.56%

5Y*

7.93%

10Y*

7.02%

FDVV

YTD

1.12%

1M

0.08%

6M

7.61%

1Y

20.88%

5Y*

13.05%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DES vs. FDVV - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is higher than FDVV's 0.29% expense ratio.


DES
WisdomTree U.S. SmallCap Dividend Fund
Expense ratio chart for DES: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for FDVV: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

DES vs. FDVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DES
The Risk-Adjusted Performance Rank of DES is 3131
Overall Rank
The Sharpe Ratio Rank of DES is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of DES is 2727
Sortino Ratio Rank
The Omega Ratio Rank of DES is 2626
Omega Ratio Rank
The Calmar Ratio Rank of DES is 4343
Calmar Ratio Rank
The Martin Ratio Rank of DES is 3232
Martin Ratio Rank

FDVV
The Risk-Adjusted Performance Rank of FDVV is 8080
Overall Rank
The Sharpe Ratio Rank of FDVV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FDVV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDVV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FDVV is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DES vs. FDVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Fidelity High Dividend ETF (FDVV). 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 0.63, compared to the broader market0.002.004.000.631.90
The chart of Sortino ratio for DES, currently valued at 1.05, compared to the broader market0.005.0010.001.052.59
The chart of Omega ratio for DES, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.35
The chart of Calmar ratio for DES, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.023.57
The chart of Martin ratio for DES, currently valued at 2.83, compared to the broader market0.0020.0040.0060.0080.00100.002.8311.61
DES
FDVV

The current DES Sharpe Ratio is 0.63, which is lower than the FDVV Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DES and FDVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025
0.63
1.90
DES
FDVV

Dividends

DES vs. FDVV - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 2.79%, less than FDVV's 2.91% yield.


TTM20242023202220212020201920182017201620152014
DES
WisdomTree U.S. SmallCap Dividend Fund
2.79%2.81%2.65%2.89%2.31%2.75%2.68%3.65%2.89%2.70%3.55%2.68%
FDVV
Fidelity High Dividend ETF
2.91%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%0.00%0.00%

Drawdowns

DES vs. FDVV - Drawdown Comparison

The maximum DES drawdown since its inception was -65.49%, which is greater than FDVV's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for DES and FDVV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-7.89%
-3.11%
DES
FDVV

Volatility

DES vs. FDVV - Volatility Comparison

WisdomTree U.S. SmallCap Dividend Fund (DES) has a higher volatility of 4.70% compared to Fidelity High Dividend ETF (FDVV) at 3.23%. 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%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025
4.70%
3.23%
DES
FDVV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab