DES vs. VB
DES (WisdomTree U.S. SmallCap Dividend Fund) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds - DES tracks the WisdomTree SmallCap Dividend (TR) while VB tracks the CRSP US Small Cap Index. Both are passively managed. Over the past 10 years, DES returned 8.55%/yr vs 11.70%/yr for VB. Their correlation of 0.92 suggests significant overlap in exposure. DES charges 0.38%/yr vs 0.05%/yr for VB.
Performance
DES vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, DES achieves a 19.31% return, which is significantly higher than VB's 14.80% return. Over the past 10 years, DES has underperformed VB with an annualized return of 8.55%, while VB has yielded a comparatively higher 11.70% annualized return.
DES
- 1D
- 0.66%
- 1M
- 3.24%
- YTD
- 19.31%
- 6M
- 18.13%
- 1Y
- 28.95%
- 3Y*
- 15.80%
- 5Y*
- 7.19%
- 10Y*
- 8.55%
VB
- 1D
- -0.76%
- 1M
- 2.05%
- YTD
- 14.80%
- 6M
- 12.69%
- 1Y
- 28.03%
- 3Y*
- 17.24%
- 5Y*
- 6.99%
- 10Y*
- 11.70%
DES vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 19.31% | 0.25% | 9.93% | 16.50% | -10.96% | 26.51% | -4.26% | 20.26% | -12.85% | 8.64% |
VB Vanguard Small-Cap ETF | 14.80% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between DES and VB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.92 |
The correlation between DES and VB has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
DES vs. VB - Sectors Allocation Comparison
Sectors
DES
VB
Financial Services
Consumer Cyclical
Industrials
Energy
Real Estate
Basic Materials
Technology
Utilities
Consumer Defensive
Communication Services
Healthcare
Financial Services
DES
VB
Consumer Cyclical
DES
VB
Industrials
DES
VB
Energy
DES
VB
Real Estate
DES
VB
Basic Materials
DES
VB
Technology
DES
VB
Utilities
DES
VB
Consumer Defensive
DES
VB
Communication Services
DES
VB
Healthcare
DES
VB
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Return for Risk
DES vs. VB — Risk / Return Rank
DES
VB
DES vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 3.14 | +0.67 |
| Martin ratioReturn relative to average drawdown | 10.90 | 11.50 | -0.60 |
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Drawdowns
DES vs. VB - Drawdown Comparison
The maximum DES drawdown since its inception was -65.48%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for DES and VB.
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Drawdown Indicators
| DES | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.48% | -59.56% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -8.98% | +1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -25.36% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -28.15% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -45.65% | -42.05% | -3.60% |
Current DrawdownCurrent decline from peak | -0.97% | -1.15% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -8.42% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.44% | +0.22% |
Volatility
DES vs. VB - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 3.95%, while Vanguard Small-Cap ETF (VB) has a volatility of 4.99%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DES | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.99% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 12.24% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 16.65% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 20.79% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 21.42% | +0.54% |
DES vs. VB - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is higher than VB's 0.05% expense ratio.
Dividends
DES vs. VB - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.31%, more than VB's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.31% | 2.85% | 2.81% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.09% |
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
DES and VB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VB has higher volatility (4.99%) compared to DES (3.95%). In terms of maximum drawdown, DES dropped -65.48% vs VB's -59.56%.
On 10-year performance, VB leads with 11.70% vs 8.55% for DES. On fees, VB is cheaper at 0.05% per year. On volatility, DES has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VB has performed better with a 11.70% return vs 8.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VB is cheaper with a 0.05% expense ratio, compared with 0.38% for DES.
DES has the higher dividend yield at 2.31%, compared with 1.19% for VB.
DES tracks WisdomTree SmallCap Dividend (TR), while VB tracks CRSP US Small Cap Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for DES and 0.05% for VB.
DES currently has the higher Sharpe Ratio (1.77 vs 1.69), 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.
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