EES vs. IWM
Compare and contrast key facts about WisdomTree U.S. SmallCap Fund (EES) and iShares Russell 2000 ETF (IWM).
EES and IWM 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. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both EES and IWM 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: EES or IWM.
Key characteristics
| EES | IWM | |
|---|---|---|
| YTD Return | -3.21% | 0.85% |
| 1Y Return | 21.30% | 20.11% |
| 3Y Return (Ann) | 0.98% | -2.03% |
| 5Y Return (Ann) | 6.36% | 6.09% |
| 10Y Return (Ann) | 7.79% | 7.70% |
| Sharpe Ratio | 0.93 | 0.95 |
| Daily Std Dev | 20.39% | 19.81% |
| Max Drawdown | -63.66% | -59.05% |
| Current Drawdown | -7.00% | -13.82% |
Correlation
The correlation between EES and IWM is 0.93, 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.
Performance
EES vs. IWM - Performance Comparison
In the year-to-date period, EES achieves a -3.21% return, which is significantly lower than IWM's 0.85% return. Both investments have delivered pretty close results over the past 10 years, with EES having a 7.79% annualized return and IWM not far behind at 7.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EES vs. IWM - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
EES vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and iShares Russell 2000 ETF (IWM). 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
EES vs. IWM - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.28%, which matches IWM's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 1.28% | 1.18% | 1.12% | 1.69% | 1.29% | 1.31% | 1.81% | 0.93% | 1.02% | 1.38% | 0.99% | 0.78% |
IWM iShares Russell 2000 ETF | 1.28% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
EES vs. IWM - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EES and IWM. For additional features, visit the drawdowns tool.
Volatility
EES vs. IWM - Volatility Comparison
WisdomTree U.S. SmallCap Fund (EES) and iShares Russell 2000 ETF (IWM) have volatilities of 5.58% and 5.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.