EES vs. VIOO
Compare and contrast key facts about WisdomTree U.S. SmallCap Fund (EES) and Vanguard S&P Small-Cap 600 ETF (VIOO).
EES and VIOO 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. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. Both EES and VIOO 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 VIOO.
Key characteristics
| EES | VIOO | |
|---|---|---|
| YTD Return | -3.21% | -0.76% |
| 1Y Return | 21.30% | 19.32% |
| 3Y Return (Ann) | 0.98% | 0.27% |
| 5Y Return (Ann) | 6.36% | 7.31% |
| 10Y Return (Ann) | 7.79% | 8.93% |
| Sharpe Ratio | 0.93 | 0.92 |
| Daily Std Dev | 20.39% | 19.40% |
| Max Drawdown | -63.66% | -44.15% |
| Current Drawdown | -7.00% | -7.52% |
Correlation
The correlation between EES and VIOO is 0.94, 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. VIOO - Performance Comparison
In the year-to-date period, EES achieves a -3.21% return, which is significantly lower than VIOO's -0.76% return. Over the past 10 years, EES has underperformed VIOO with an annualized return of 7.79%, while VIOO has yielded a comparatively higher 8.93% annualized return. 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. VIOO - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is higher than VIOO's 0.10% expense ratio.
Risk-Adjusted Performance
EES vs. VIOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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. VIOO - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.28%, less than VIOO's 1.48% 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% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
Drawdowns
EES vs. VIOO - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for EES and VIOO. For additional features, visit the drawdowns tool.
Volatility
EES vs. VIOO - Volatility Comparison
WisdomTree U.S. SmallCap Fund (EES) and Vanguard S&P Small-Cap 600 ETF (VIOO) have volatilities of 5.58% and 5.36%, 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.