EES vs. ALTY
Compare and contrast key facts about WisdomTree U.S. SmallCap Fund (EES) and Global X Alternative Income ETF (ALTY).
EES and ALTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Small Cap Index. It was launched on Feb 23, 2007. ALTY is a passively managed fund by Global X that tracks the performance of the Indxx SuperDividend Alternatives Index. It was launched on Jul 14, 2015. Both EES and ALTY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EES vs. ALTY - Performance Comparison
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EES vs. ALTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 2.16% | 6.99% | 9.86% | 18.53% | -16.18% | 34.39% | 3.06% | 21.68% | -10.12% | 12.42% |
ALTY Global X Alternative Income ETF | 2.00% | 11.07% | 10.88% | 10.58% | -11.92% | 23.08% | -12.82% | 21.44% | -6.18% | 10.82% |
Returns By Period
In the year-to-date period, EES achieves a 2.16% return, which is significantly higher than ALTY's 2.00% return. Over the past 10 years, EES has outperformed ALTY with an annualized return of 10.06%, while ALTY has yielded a comparatively lower 6.25% annualized return.
EES
- 1D
- 1.84%
- 1M
- -2.62%
- YTD
- 2.16%
- 6M
- 4.45%
- 1Y
- 20.40%
- 3Y*
- 11.84%
- 5Y*
- 5.39%
- 10Y*
- 10.06%
ALTY
- 1D
- 0.92%
- 1M
- -3.20%
- YTD
- 2.00%
- 6M
- 5.15%
- 1Y
- 10.74%
- 3Y*
- 10.06%
- 5Y*
- 6.33%
- 10Y*
- 6.25%
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EES vs. ALTY - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is lower than ALTY's 0.50% expense ratio.
Return for Risk
EES vs. ALTY — Risk / Return Rank
EES
ALTY
EES vs. ALTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and Global X Alternative Income ETF (ALTY). 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.
| EES | ALTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.11 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.54 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.27 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.46 | 6.72 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EES | ALTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.11 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.59 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.38 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.32 | +0.01 |
Correlation
The correlation between EES and ALTY is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EES vs. ALTY - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.23%, less than ALTY's 7.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 1.23% | 1.29% | 1.37% | 1.18% | 1.12% | 1.69% | 1.29% | 1.31% | 1.81% | 0.93% | 1.02% | 1.38% |
ALTY Global X Alternative Income ETF | 7.51% | 7.50% | 7.88% | 7.31% | 7.66% | 6.88% | 9.20% | 8.74% | 8.49% | 7.52% | 8.20% | 4.21% |
Drawdowns
EES vs. ALTY - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than ALTY's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for EES and ALTY.
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Drawdown Indicators
| EES | ALTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -51.47% | -12.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -8.52% | -5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -18.48% | -8.67% |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | -51.47% | +0.95% |
Current DrawdownCurrent decline from peak | -5.13% | -3.46% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -6.85% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 1.61% | +2.09% |
Volatility
EES vs. ALTY - Volatility Comparison
WisdomTree U.S. SmallCap Fund (EES) has a higher volatility of 5.04% compared to Global X Alternative Income ETF (ALTY) at 2.90%. This indicates that EES's price experiences larger fluctuations and is considered to be riskier than ALTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EES | ALTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 2.90% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 4.65% | +8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 9.68% | +12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 10.77% | +10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 16.63% | +7.20% |