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DES vs. VXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DES vs. VXF

Last updated Jun 24, 2026

DES (WisdomTree U.S. SmallCap Dividend Fund) and VXF (Vanguard Extended Market ETF) are both exchange-traded funds - DES is a Small Cap Blend Equities fund tracking the WisdomTree SmallCap Dividend (TR), while VXF is a Mid Cap Blend Equities fund tracking the S&P Completion Index. Both are passively managed. Over the past 10 years, DES returned 8.55%/yr vs 12.53%/yr for VXF. Their correlation of 0.89 suggests significant overlap in exposure. DES charges 0.38%/yr vs 0.05%/yr for VXF.

Performance

DES vs. VXF - Performance Comparison

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

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Returns By Period

In the year-to-date period, DES achieves a 19.31% return, which is significantly higher than VXF's 14.55% return. Over the past 10 years, DES has underperformed VXF with an annualized return of 8.55%, while VXF has yielded a comparatively higher 12.53% 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%

VXF

1D
-0.86%
1M
3.45%
YTD
14.55%
6M
12.20%
1Y
28.19%
3Y*
19.93%
5Y*
5.96%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DES vs. VXF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
VXF
Vanguard Extended Market ETF		14.55%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-9.34%18.06%

Correlation

The correlation between DES and VXF is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.89

The correlation between DES and VXF shifts across timeframes, from 0.77 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

DES vs. VXF - Sectors Allocation Comparison

Sectors
DES
VXF

Financial Services

24.8%
14.0%

Consumer Cyclical

16.0%
9.2%

Industrials

13.4%
19.3%

Energy

10.2%
4.4%

Real Estate

10.1%
5.8%

Basic Materials

6.3%
4.2%

Technology

6.0%
22.8%

Utilities

4.2%
1.9%

Consumer Defensive

4.1%
2.5%

Communication Services

2.8%
3.2%

Healthcare

2.0%
12.9%

Financial Services

DES
24.8%
VXF
14.0%

Consumer Cyclical

DES
16.0%
VXF
9.2%

Industrials

DES
13.4%
VXF
19.3%

Energy

DES
10.2%
VXF
4.4%

Real Estate

DES
10.1%
VXF
5.8%

Basic Materials

DES
6.3%
VXF
4.2%

Technology

DES
6.0%
VXF
22.8%

Utilities

DES
4.2%
VXF
1.9%

Consumer Defensive

DES
4.1%
VXF
2.5%

Communication Services

DES
2.8%
VXF
3.2%

Healthcare

DES
2.0%
VXF
12.9%

Compare stocks, funds, or ETFs

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WisdomTree U.S. SmallCap Dividend Fund

Vanguard Extended Market ETF

Often compared with DES:
DES vs. FDVVDES vs. AVUVDES vs. EESDES vs. IWNDES vs. SCHDDES vs. VBRDES vs. VXUS
Often compared with VXF:
VXF vs. VOOVXF vs. VTIVXF vs. VBVXF vs. VOVXF vs. FZIPXVXF vs. VOTVXF vs. IJR

Return for Risk

DES vs. VXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DES
DES Risk / Return Rank: 6161
Overall Rank
DES Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DES Sortino Ratio Rank: 5959
Sortino Ratio Rank
DES Omega Ratio Rank: 5252
Omega Ratio Rank
DES Calmar Ratio Rank: 7777
Calmar Ratio Rank
DES Martin Ratio Rank: 6363
Martin Ratio Rank
VXF
VXF Risk / Return Rank: 5151
Overall Rank
VXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 4646
Sortino Ratio Rank
VXF Omega Ratio Rank: 4444
Omega Ratio Rank
VXF Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXF Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DES vs. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Vanguard Extended Market ETF (VXF). 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.

DESVXFDifference
Sharpe ratioReturn per unit of total volatility
1.77
1.59

+0.18

Sortino ratioReturn per unit of downside risk
2.64
2.24

+0.40

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

3.80

2.77

+1.03

Martin ratioReturn relative to average drawdown

10.90

9.75

+1.15

DES vs. VXF - Sharpe Ratio Comparison

The current DES Sharpe Ratio is 1.77, which is comparable to the VXF Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DES and VXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DES vs. VXF - Drawdown Comparison

The maximum DES drawdown since its inception was -65.48%, which is greater than VXF's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for DES and VXF.

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Drawdown Indicators

DESVXFDifference

Max Drawdown

Largest peak-to-trough decline

-65.48%

-58.03%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-10.21%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-26.92%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-36.39%

+11.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.65%

-41.72%

-3.93%

Current Drawdown

Current decline from peak

-0.97%

-1.05%

+0.08%

Average Drawdown

Average peak-to-trough decline

-9.66%

-9.54%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.90%

-0.24%

Volatility

DES vs. VXF - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 3.95%, while Vanguard Extended Market ETF (VXF) has a volatility of 6.19%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DESVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

6.19%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

13.27%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

17.83%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

22.43%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

22.31%

-0.35%

DES vs. VXF - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is higher than VXF's 0.05% expense ratio.

Dividends

DES vs. VXF - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 2.31%, more than VXF's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VXF
Vanguard Extended Market ETF		1.01%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Frequently Asked Questions

DES and VXF have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXF has higher volatility (6.19%) compared to DES (3.95%). In terms of maximum drawdown, DES dropped -65.48% vs VXF's -58.03%.

On 10-year performance, VXF leads with 12.53% vs 8.55% for DES. On fees, VXF 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, VXF has performed better with a 12.53% return vs 8.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXF 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 1.01% for VXF.

DES is categorized as Small Cap Blend Equities, while VXF is Mid Cap Blend Equities. DES tracks WisdomTree SmallCap Dividend (TR), while VXF tracks S&P Completion Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for DES and 0.05% for VXF.

DES currently has the higher Sharpe Ratio (1.77 vs 1.59), 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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