DES vs. RMT
DES (WisdomTree U.S. SmallCap Dividend Fund) is Small Cap Blend Equities fund tracking the WisdomTree SmallCap Dividend (TR), while RMT (Royce Micro-Cap Trust, Inc.) is a stock. Over the past 10 years, DES returned 8.19%/yr vs 14.85%/yr for RMT. Their 0.77 correlation means they have sometimes moved together and sometimes differently.
Performance
DES vs. RMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DES achieves a 24.40% return, which is significantly lower than RMT's 37.29% return. Over the past 10 years, DES has underperformed RMT with an annualized return of 8.19%, while RMT has yielded a comparatively higher 14.85% annualized return.
DES
- 1D
- 1.38%
- 1M
- 2.25%
- 6M
- 14.77%
- YTD
- 24.40%
- 1Y
- 34.94%
- 3Y*
- 13.85%
- 5Y*
- 8.92%
- 10Y*
- 8.19%
- ALL TIME*
- 7.95%
RMT
- 1D
- 1.84%
- 1M
- -3.55%
- 6M
- 23.55%
- YTD
- 37.29%
- 1Y
- 59.37%
- 3Y*
- 24.85%
- 5Y*
- 12.43%
- 10Y*
- 14.85%
- ALL TIME*
- 10.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.72M | $4.44M | $5.66M | |
| $1.71M | $1.78M | $1.92M |
DES vs. RMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 24.40% | 0.25% | 9.93% | 16.50% | -10.96% | 26.51% | -4.26% | 20.26% | -12.85% | 8.64% |
RMT Royce Micro-Cap Trust, Inc. | 37.29% | 16.10% | 13.97% | 15.81% | -16.82% | 22.56% | 27.97% | 25.05% | -14.88% | 25.27% |
Correlation
The correlation between DES and RMT is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.77 |
The correlation between DES and RMT shifts across timeframes, from 0.65 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DES vs. RMT — Risk / Return Rank
DES
RMT
DES vs. RMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Royce Micro-Cap Trust, Inc. (RMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DES | RMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.45 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 5.25 | -0.66 |
| Martin ratioReturn relative to average drawdown | 13.84 | 17.14 | -3.30 |
Loading charts...
Drawdowns
DES vs. RMT - Drawdown Comparison
The maximum DES drawdown since its inception was -65.48%, smaller than the maximum RMT drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for DES and RMT.
Loading charts...
Drawdown Indicators
| DES | RMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.48% | -73.94% | +8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -11.36% | +3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -26.41% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -30.73% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -45.65% | -50.40% | +4.75% |
Current DrawdownCurrent decline from peak | -0.18% | -5.52% | +5.34% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -14.05% | +4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.47% | -0.94% |
Volatility
DES vs. RMT - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 3.55%, while Royce Micro-Cap Trust, Inc. (RMT) has a volatility of 5.86%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than RMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DES | RMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 5.86% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 15.99% | -5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 21.14% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 21.87% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 22.45% | -0.52% |
Dividends
DES vs. RMT - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.23%, less than RMT's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.23% | 2.85% | 2.81% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.09% |
RMT Royce Micro-Cap Trust, Inc. | 5.91% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
Frequently Asked Questions
DES and RMT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMT has higher volatility (5.86%) compared to DES (3.55%). In terms of maximum drawdown, DES dropped -65.48% vs RMT's -73.94%.
RMT currently has the higher Sharpe Ratio (2.83 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DES and RMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer