EES vs. RB
EES (WisdomTree U.S. SmallCap Fund) and RB (ProShares Russell 2000 Dynamic Daily Buffer ETF) are both exchange-traded funds - EES is a Small Cap Blend Equities fund tracking the WisdomTree U.S. Small Cap Index, while RB is a Defined Outcome fund tracking the Russell 2000. Both are passively managed. A 0.69 correlation means they provide meaningful diversification when combined. EES charges 0.38%/yr vs 0.58%/yr for RB.
Performance
EES vs. RB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EES achieves a 12.00% return, which is significantly higher than RB's 6.76% return.
EES
- 1D
- -1.53%
- 1M
- 0.47%
- YTD
- 12.00%
- 6M
- 11.97%
- 1Y
- 29.80%
- 3Y*
- 15.30%
- 5Y*
- 6.23%
- 10Y*
- 10.68%
RB
- 1D
- -0.17%
- 1M
- 1.63%
- YTD
- 6.76%
- 6M
- 8.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EES vs. RB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 12.00% | 12.76% |
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 6.76% | 10.58% |
Correlation
The correlation between EES and RB is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025 | 0.69 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EES vs. RB — Risk / Return Rank
EES
RB
EES vs. RB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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 | RB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | — | — |
| Martin ratioReturn relative to average drawdown | 11.05 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EES | RB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 3.15 | -2.81 |
Drawdowns
EES vs. RB - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for EES and RB.
Loading charts...
Drawdown Indicators
| EES | RB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -1.70% | -61.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -0.47% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -0.41% | -9.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | — | — |
Volatility
EES vs. RB - Volatility Comparison
Loading charts...
Volatility by Period
| EES | RB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 6.21% | +11.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 6.21% | +15.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.80% | 6.21% | +17.59% |
EES vs. RB - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is lower than RB's 0.58% expense ratio.
Dividends
EES vs. RB - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.12%, less than RB's 2.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 2.00% | 1.78% | 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 RB have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EES is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EES is cheaper with a 0.38% expense ratio, compared with 0.58% for RB.
RB has the higher dividend yield at 2.00%, compared with 1.12% for EES.
EES is categorized as Small Cap Blend Equities, while RB is Defined Outcome. EES tracks WisdomTree U.S. Small Cap Index, while RB tracks Russell 2000. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.38% for EES and 0.58% for RB.
Find the right allocation for EES and RB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer