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EES vs. NVDY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

EES vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Fund (EES) and undefined (NVDY). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%OctoberNovemberDecember2025FebruaryMarch
24.22%
146.43%
EES
NVDY

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Risk-Adjusted Performance

EES vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for EES, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.005.000.160.28
The chart of Sortino ratio for EES, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.0012.000.390.66
The chart of Omega ratio for EES, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.09
The chart of Calmar ratio for EES, currently valued at 0.21, compared to the broader market0.005.0010.0015.0020.000.210.50
The chart of Martin ratio for EES, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.591.47
EES
NVDY


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.16
0.28
EES
NVDY

Drawdowns

EES vs. NVDY - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-15.54%
-24.94%
EES
NVDY

Volatility

EES vs. NVDY - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Fund (EES) is 4.64%, while undefined (NVDY) has a volatility of 16.10%. This indicates that EES experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2025FebruaryMarch
4.64%
16.10%
EES
NVDY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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