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

Correlation

The correlation between DES and SCHD 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. SCHD - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
230.54%
371.65%
DES
SCHD

Key characteristics

Sharpe Ratio

DES:

0.00

SCHD:

0.14

Sortino Ratio

DES:

0.17

SCHD:

0.35

Omega Ratio

DES:

1.02

SCHD:

1.05

Calmar Ratio

DES:

0.00

SCHD:

0.17

Martin Ratio

DES:

0.01

SCHD:

0.57

Ulcer Index

DES:

9.02%

SCHD:

4.90%

Daily Std Dev

DES:

21.76%

SCHD:

16.03%

Max Drawdown

DES:

-65.49%

SCHD:

-33.37%

Current Drawdown

DES:

-17.16%

SCHD:

-11.09%

Returns By Period

In the year-to-date period, DES achieves a -9.32% return, which is significantly lower than SCHD's -4.79% return. Over the past 10 years, DES has underperformed SCHD with an annualized return of 5.91%, while SCHD has yielded a comparatively higher 10.38% annualized return.


DES

YTD

-9.32%

1M

10.70%

6M

-14.07%

1Y

0.04%

5Y*

12.34%

10Y*

5.91%

SCHD

YTD

-4.79%

1M

6.00%

6M

-9.18%

1Y

2.30%

5Y*

12.67%

10Y*

10.38%

*Annualized

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DES vs. SCHD - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

DES vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3333
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Schwab US Dividend Equity ETF (SCHD). 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 lower than the SCHD Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DES and SCHD, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.00
0.14
DES
SCHD

Dividends

DES vs. SCHD - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 3.16%, less than SCHD's 4.03% 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%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DES vs. SCHD - Drawdown Comparison

The maximum DES drawdown since its inception was -65.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DES and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.16%
-11.09%
DES
SCHD

Volatility

DES vs. SCHD - Volatility Comparison

WisdomTree U.S. SmallCap Dividend Fund (DES) has a higher volatility of 9.21% compared to Schwab US Dividend Equity ETF (SCHD) at 8.36%. This indicates that DES's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.21%
8.36%
DES
SCHD