Correlation
The correlation between DES and IWN is 0.81, 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.
DES vs. IWN
Compare and contrast key facts about WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares Russell 2000 Value ETF (IWN).
DES and IWN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree SmallCap Dividend (TR). It was launched on Jun 16, 2006. IWN is a passively managed fund by iShares that tracks the performance of the Russell 2000 Value Index. It was launched on Jul 24, 2000. Both DES and IWN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DES or IWN.
Performance
DES vs. IWN - Performance Comparison
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Key characteristics
DES:
0.16
IWN:
0.06
DES:
0.26
IWN:
0.14
DES:
1.03
IWN:
1.02
DES:
0.06
IWN:
-0.02
DES:
0.14
IWN:
-0.05
DES:
9.70%
IWN:
9.95%
DES:
22.25%
IWN:
23.64%
DES:
-65.49%
IWN:
-61.55%
DES:
-16.18%
IWN:
-15.64%
Returns By Period
In the year-to-date period, DES achieves a -8.25% return, which is significantly lower than IWN's -7.27% return. Both investments have delivered pretty close results over the past 10 years, with DES having a 5.98% annualized return and IWN not far ahead at 6.06%.
DES
-8.25%
3.08%
-15.24%
3.43%
3.48%
11.85%
5.98%
IWN
-7.27%
4.02%
-15.07%
1.51%
1.71%
11.88%
6.06%
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DES vs. IWN - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is higher than IWN's 0.24% expense ratio.
Risk-Adjusted Performance
DES vs. IWN — Risk-Adjusted Performance Rank
DES
IWN
DES vs. IWN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares Russell 2000 Value ETF (IWN). 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.
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Dividends
DES vs. IWN - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.94%, more than IWN's 1.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.94% | 2.81% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.55% | 2.68% |
IWN iShares Russell 2000 Value ETF | 1.90% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% |
Drawdowns
DES vs. IWN - Drawdown Comparison
The maximum DES drawdown since its inception was -65.49%, which is greater than IWN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for DES and IWN.
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Volatility
DES vs. IWN - Volatility Comparison
WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares Russell 2000 Value ETF (IWN) have volatilities of 6.26% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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