EES vs. IWC
Compare and contrast key facts about WisdomTree U.S. SmallCap Fund (EES) and iShares Microcap ETF (IWC).
EES and IWC 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. IWC is a passively managed fund by iShares that tracks the performance of the Russell Microcap Index. It was launched on Aug 12, 2005. Both EES and IWC 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. IWC - Performance Comparison
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EES vs. IWC - 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% |
IWC iShares Microcap ETF | 1.36% | 22.45% | 13.63% | 8.99% | -21.93% | 18.67% | 20.88% | 22.20% | -13.13% | 12.79% |
Returns By Period
In the year-to-date period, EES achieves a 2.16% return, which is significantly higher than IWC's 1.36% return. Both investments have delivered pretty close results over the past 10 years, with EES having a 10.06% annualized return and IWC not far ahead at 10.08%.
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%
IWC
- 1D
- 4.11%
- 1M
- -4.95%
- YTD
- 1.36%
- 6M
- 7.71%
- 1Y
- 45.56%
- 3Y*
- 16.51%
- 5Y*
- 2.52%
- 10Y*
- 10.08%
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EES vs. IWC - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is lower than IWC's 0.60% expense ratio.
Return for Risk
EES vs. IWC — Risk / Return Rank
EES
IWC
EES vs. IWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and iShares Microcap ETF (IWC). 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 | IWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.74 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.38 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.27 | -1.83 |
Martin ratioReturn relative to average drawdown | 5.46 | 10.63 | -5.17 |
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 | IWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.74 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.10 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.42 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.28 | +0.04 |
Correlation
The correlation between EES and IWC is 0.90, 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.
Dividends
EES vs. IWC - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.23%, more than IWC's 1.06% 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% |
IWC iShares Microcap ETF | 1.06% | 1.10% | 1.06% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% |
Drawdowns
EES vs. IWC - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, roughly equal to the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for EES and IWC.
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Drawdown Indicators
| EES | IWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -64.61% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -13.35% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -40.68% | +13.53% |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | -47.21% | -3.31% |
Current DrawdownCurrent decline from peak | -5.13% | -8.83% | +3.70% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -15.39% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 4.11% | -0.41% |
Volatility
EES vs. IWC - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Fund (EES) is 5.04%, while iShares Microcap ETF (IWC) has a volatility of 9.16%. This indicates that EES experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EES | IWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 9.16% | -4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 18.06% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 26.33% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 24.40% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 24.30% | -0.47% |