DES vs. VBR
Compare and contrast key facts about WisdomTree U.S. SmallCap Dividend Fund (DES) and Vanguard Small-Cap Value ETF (VBR).
DES and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree SmallCap Dividend (TR). It was launched on Jun 16, 2006. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both DES and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DES or VBR.
Performance
DES vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, DES achieves a 16.59% return, which is significantly lower than VBR's 19.13% return. Over the past 10 years, DES has underperformed VBR with an annualized return of 7.75%, while VBR has yielded a comparatively higher 9.41% annualized return.
DES
16.59%
6.78%
18.18%
30.14%
8.88%
7.75%
VBR
19.13%
5.18%
15.07%
32.19%
12.09%
9.41%
Key characteristics
| DES | VBR | |
|---|---|---|
| Sharpe Ratio | 1.55 | 1.98 |
| Sortino Ratio | 2.34 | 2.80 |
| Omega Ratio | 1.28 | 1.35 |
| Calmar Ratio | 3.42 | 4.00 |
| Martin Ratio | 8.10 | 11.06 |
| Ulcer Index | 3.79% | 2.98% |
| Daily Std Dev | 19.74% | 16.65% |
| Max Drawdown | -65.49% | -62.01% |
| Current Drawdown | -1.48% | -1.25% |
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DES vs. VBR - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is higher than VBR's 0.07% expense ratio.
Correlation
The correlation between DES and VBR is 0.96, 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.
Risk-Adjusted Performance
DES vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
DES vs. VBR - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.75%, more than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.75% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.55% | 2.68% | 2.44% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
DES vs. VBR - Drawdown Comparison
The maximum DES drawdown since its inception was -65.49%, which is greater than VBR's maximum drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DES and VBR. For additional features, visit the drawdowns tool.
Volatility
DES vs. VBR - Volatility Comparison
WisdomTree U.S. SmallCap Dividend Fund (DES) has a higher volatility of 8.00% compared to Vanguard Small-Cap Value ETF (VBR) at 5.73%. This indicates that DES's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.