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EES vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EES vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Fund (EES) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EES achieves a 20.91% return, which is significantly lower than GSG's 33.95% return. Over the past 10 years, EES has outperformed GSG with an annualized return of 11.03%, while GSG has yielded a comparatively lower 7.61% annualized return.


EES

1D
1.00%
1M
4.69%
6M
14.53%
YTD
20.91%
1Y
33.42%
3Y*
15.27%
5Y*
9.41%
10Y*
11.03%

GSG

1D
-0.93%
1M
4.15%
6M
29.74%
YTD
33.95%
1Y
37.41%
3Y*
15.32%
5Y*
14.20%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EES vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EES
WisdomTree U.S. SmallCap Fund
20.91%6.99%9.86%18.53%-16.18%34.39%3.06%21.68%-10.12%12.42%
GSG
iShares S&P GSCI Commodity-Indexed Trust
33.95%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between EES and GSG is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

0.04

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

0.17

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

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2007

0.31

The correlation between EES and GSG shifts across timeframes, from -0.17 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EES vs. GSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EES
EES Risk / Return Rank: 8181
Overall Rank
EES Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EES Sortino Ratio Rank: 8080
Sortino Ratio Rank
EES Omega Ratio Rank: 7575
Omega Ratio Rank
EES Calmar Ratio Rank: 8989
Calmar Ratio Rank
EES Martin Ratio Rank: 8282
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5454
Overall Rank
GSG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSG Omega Ratio Rank: 5757
Omega Ratio Rank
GSG Calmar Ratio Rank: 4848
Calmar Ratio Rank
GSG Martin Ratio Rank: 4949
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.

EES vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


EESGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

4.21

2.00

+2.21

Martin ratioReturn relative to average drawdown

12.57

6.66

+5.91

EES vs. GSG - Sharpe Ratio Comparison

The current EES Sharpe Ratio is 1.98, which is comparable to the GSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EES and GSG, 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

EES vs. GSG - Drawdown Comparison

The maximum EES drawdown since its inception was -63.66%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for EES and GSG.


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Drawdown Indicators


EESGSGDifference

Max Drawdown

Largest peak-to-trough decline

-63.66%

-89.62%

+25.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-18.81%

+10.83%

Max Drawdown (3Y)

Largest decline over 3 years

-27.15%

-18.81%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-29.12%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-50.52%

-57.64%

+7.12%

Current Drawdown

Current decline from peak

0.00%

-59.56%

+59.56%

Average Drawdown

Average peak-to-trough decline

-10.31%

-63.68%

+53.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

5.63%

-2.97%

Volatility

EES vs. GSG - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Fund (EES) is 3.38%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.17%. This indicates that EES experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EESGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

7.17%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

21.54%

-10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

23.48%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

22.80%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

22.00%

+1.70%

EES vs. GSG - Expense Ratio Comparison

EES has a 0.38% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

EES vs. GSG - Dividend Comparison

EES's dividend yield for the trailing twelve months is around 1.12%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EES
WisdomTree U.S. SmallCap Fund
1.12%1.29%1.37%1.18%1.12%1.69%1.29%1.31%1.81%0.93%1.02%1.38%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EES and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.17%) compared to EES (3.38%). In terms of maximum drawdown, EES dropped -63.66% vs GSG's -89.62%.

On 10-year performance, EES leads with 11.03% vs 7.61% for GSG. On fees, EES is cheaper at 0.38% per year. On volatility, EES has been the lower-risk option at 3.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EES has performed better with a 11.03% return vs 7.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EES is cheaper with a 0.38% expense ratio, compared with 0.75% for GSG.

EES has the higher dividend yield at 1.12%, compared with 0.00% for GSG.

EES is categorized as Small Cap Blend Equities, while GSG is Commodities. EES tracks WisdomTree U.S. Small Cap Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for EES and 0.75% for GSG.

EES currently has the higher Sharpe Ratio (1.98 vs 1.60), 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.

Portfolio Optimizer

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