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

Correlation

The correlation between DES and RWJ is 0.76, 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. RWJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
249.72%
476.43%
DES
RWJ

Key characteristics

Sharpe Ratio

DES:

0.00

RWJ:

-0.02

Sortino Ratio

DES:

0.17

RWJ:

0.13

Omega Ratio

DES:

1.02

RWJ:

1.02

Calmar Ratio

DES:

0.00

RWJ:

-0.04

Martin Ratio

DES:

0.01

RWJ:

-0.11

Ulcer Index

DES:

9.02%

RWJ:

9.58%

Daily Std Dev

DES:

21.76%

RWJ:

25.89%

Max Drawdown

DES:

-65.49%

RWJ:

-55.97%

Current Drawdown

DES:

-17.16%

RWJ:

-18.27%

Returns By Period

In the year-to-date period, DES achieves a -9.32% return, which is significantly higher than RWJ's -11.87% return. Over the past 10 years, DES has underperformed RWJ with an annualized return of 5.91%, while RWJ has yielded a comparatively higher 8.69% annualized return.


DES

YTD

-9.32%

1M

10.70%

6M

-14.07%

1Y

0.04%

5Y*

12.34%

10Y*

5.91%

RWJ

YTD

-11.87%

1M

15.58%

6M

-15.57%

1Y

-0.60%

5Y*

21.04%

10Y*

8.69%

*Annualized

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DES vs. RWJ - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is lower than RWJ's 0.39% expense ratio.


Risk-Adjusted Performance

DES vs. RWJ — 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

RWJ
The Risk-Adjusted Performance Rank of RWJ is 1919
Overall Rank
The Sharpe Ratio Rank of RWJ is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of RWJ is 2020
Sortino Ratio Rank
The Omega Ratio Rank of RWJ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of RWJ is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RWJ is 1818
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. RWJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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 RWJ Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DES and RWJ, 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
-0.02
DES
RWJ

Dividends

DES vs. RWJ - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 3.16%, more than RWJ's 1.31% 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%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.31%1.15%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%

Drawdowns

DES vs. RWJ - Drawdown Comparison

The maximum DES drawdown since its inception was -65.49%, which is greater than RWJ's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for DES and RWJ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.16%
-18.27%
DES
RWJ

Volatility

DES vs. RWJ - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 9.21%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 12.38%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.21%
12.38%
DES
RWJ