EES vs. VOOG
Compare and contrast key facts about WisdomTree U.S. SmallCap Fund (EES) and Vanguard S&P 500 Growth ETF (VOOG).
EES and VOOG 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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019. Both EES and VOOG 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. VOOG - Performance Comparison
Loading graphics...
EES vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | -8.17% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, EES achieves a 2.16% return, which is significantly higher than VOOG's -8.17% return. Over the past 10 years, EES has underperformed VOOG with an annualized return of 10.06%, while VOOG has yielded a comparatively higher 15.71% annualized return.
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%
VOOG
- 1D
- 4.02%
- 1M
- -5.34%
- YTD
- -8.17%
- 6M
- -6.12%
- 1Y
- 22.53%
- 3Y*
- 21.80%
- 5Y*
- 12.17%
- 10Y*
- 15.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EES vs. VOOG - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
EES vs. VOOG — Risk / Return Rank
EES
VOOG
EES vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and Vanguard S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.02 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.58 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.66 | -0.23 |
Martin ratioReturn relative to average drawdown | 5.46 | 6.53 | -1.07 |
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 graphics...
Sharpe Ratios by Period
| EES | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.02 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.58 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.76 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.83 | -0.51 |
Correlation
The correlation between EES and VOOG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EES vs. VOOG - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.23%, more than VOOG's 0.54% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
EES vs. VOOG - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for EES and VOOG.
Loading graphics...
Drawdown Indicators
| EES | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -32.73% | -30.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -13.71% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -32.73% | +5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | -32.73% | -17.79% |
Current DrawdownCurrent decline from peak | -5.13% | -10.25% | +5.12% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -5.00% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.50% | +0.20% |
Volatility
EES vs. VOOG - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Fund (EES) is 5.04%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.15%. This indicates that EES experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EES | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 7.15% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 12.62% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 22.25% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 21.16% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 20.65% | +3.18% |