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DES vs. IWN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

DES vs. IWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares Russell 2000 Value ETF (IWN). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%December2025FebruaryMarchAprilMay
243.78%
210.77%
DES
IWN

Key characteristics

Sharpe Ratio

DES:

0.00

IWN:

-0.10

Sortino Ratio

DES:

0.17

IWN:

0.01

Omega Ratio

DES:

1.02

IWN:

1.00

Calmar Ratio

DES:

0.00

IWN:

-0.09

Martin Ratio

DES:

0.01

IWN:

-0.27

Ulcer Index

DES:

9.02%

IWN:

9.35%

Daily Std Dev

DES:

21.76%

IWN:

23.20%

Max Drawdown

DES:

-65.49%

IWN:

-61.55%

Current Drawdown

DES:

-17.16%

IWN:

-17.10%

Returns By Period

The year-to-date returns for both investments are quite close, with DES having a -9.32% return and IWN slightly higher at -8.88%. Both investments have delivered pretty close results over the past 10 years, with DES having a 5.91% annualized return and IWN not far ahead at 5.95%.


DES

YTD

-9.32%

1M

10.70%

6M

-14.07%

1Y

0.04%

5Y*

12.34%

10Y*

5.91%

IWN

YTD

-8.88%

1M

13.10%

6M

-14.97%

1Y

-2.31%

5Y*

12.41%

10Y*

5.95%

*Annualized

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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

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

DES
The Risk-Adjusted Performance Rank of DES is 2020
Overall Rank
The Sharpe Ratio Rank of DES is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of DES is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DES is 2121
Omega Ratio Rank
The Calmar Ratio Rank of DES is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DES is 2020
Martin Ratio Rank

IWN
The Risk-Adjusted Performance Rank of IWN is 1515
Overall Rank
The Sharpe Ratio Rank of IWN is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IWN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of IWN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of IWN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of IWN is 1515
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. 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.


The current DES Sharpe Ratio is 0.00, which is higher than the IWN Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DES and IWN, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.00
-0.10
DES
IWN

Dividends

DES vs. IWN - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 3.16%, more than IWN's 1.94% yield.


TTM20242023202220212020201920182017201620152014
DES
WisdomTree U.S. SmallCap Dividend Fund
3.16%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
1.94%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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.16%
-17.10%
DES
IWN

Volatility

DES vs. IWN - Volatility Comparison

WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares Russell 2000 Value ETF (IWN) have volatilities of 9.21% and 9.66%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.21%
9.66%
DES
IWN