EES vs. VXF
Compare and contrast key facts about WisdomTree U.S. SmallCap Fund (EES) and Vanguard Extended Market ETF (VXF).
EES and VXF 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. VXF is a passively managed fund by Vanguard that tracks the performance of the S&P Completion Index. It was launched on Dec 27, 2001. Both EES and VXF 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. VXF - Performance Comparison
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EES vs. VXF - 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% |
VXF Vanguard Extended Market ETF | -1.27% | 11.40% | 16.89% | 25.51% | -26.52% | 12.31% | 32.45% | 27.96% | -9.34% | 18.06% |
Returns By Period
In the year-to-date period, EES achieves a 2.16% return, which is significantly higher than VXF's -1.27% return. Over the past 10 years, EES has underperformed VXF with an annualized return of 10.06%, while VXF has yielded a comparatively higher 10.92% 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%
VXF
- 1D
- 3.44%
- 1M
- -4.60%
- YTD
- -1.27%
- 6M
- -1.07%
- 1Y
- 20.89%
- 3Y*
- 15.08%
- 5Y*
- 3.98%
- 10Y*
- 10.92%
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EES vs. VXF - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is higher than VXF's 0.06% expense ratio.
Return for Risk
EES vs. VXF — Risk / Return Rank
EES
VXF
EES vs. VXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and Vanguard Extended Market ETF (VXF). 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 | VXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.91 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.41 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.39 | +0.05 |
Martin ratioReturn relative to average drawdown | 5.46 | 5.72 | -0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EES | VXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.91 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.18 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.49 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.43 | -0.11 |
Correlation
The correlation between EES and VXF is 0.90, 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.
Dividends
EES vs. VXF - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.23%, more than VXF's 1.18% 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% |
VXF Vanguard Extended Market ETF | 1.18% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Drawdowns
EES vs. VXF - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than VXF's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for EES and VXF.
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Drawdown Indicators
| EES | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -58.03% | -5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -14.68% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -36.39% | +9.24% |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | -41.72% | -8.80% |
Current DrawdownCurrent decline from peak | -5.13% | -7.12% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -9.61% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.56% | +0.14% |
Volatility
EES vs. VXF - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Fund (EES) is 5.04%, while Vanguard Extended Market ETF (VXF) has a volatility of 7.00%. This indicates that EES experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EES | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 7.00% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 13.49% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 23.05% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 22.36% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 22.26% | +1.57% |