EES vs. WTV

Last updated Jun 4, 2026

EES (WisdomTree U.S. SmallCap Fund) and WTV (WisdomTree US Value ETF) are both exchange-traded funds - EES is a Small Cap Blend Equities fund tracking the WisdomTree U.S. Small Cap Index, while WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index. Both are passively managed. Over the past 5 years, EES returned 6.23%/yr vs 13.17%/yr for WTV. Their correlation of 0.86 suggests significant overlap in exposure. EES charges 0.38%/yr vs 0.12%/yr for WTV.

Performance

EES vs. WTV - Performance Comparison

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

Returns By Period

In the year-to-date period, EES achieves a 12.00% return, which is significantly higher than WTV's 10.52% 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%

WTV

• 1D: -0.96%
• 1M: 4.55%
• YTD: 10.52%
• 6M: 11.62%
• 1Y: 23.33%
• 3Y*: 22.34%
• 5Y*: 13.17%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EES vs. WTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EES WisdomTree U.S. SmallCap Fund	12.00%	6.99%	9.86%	18.53%	-16.18%	34.39%	3.06%	21.68%	-10.12%	1.00%
WTV WisdomTree US Value ETF	10.52%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	29.69%	-8.29%	1.14%

Correlation

The correlation between EES and WTV is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 18, 2017	0.86

The correlation between EES and WTV has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

EES vs. WTV - Sectors Allocation Comparison

Sectors	EES	WTV
Financial Services	21.8%	19.5%
Technology	14.2%	15.3%
Consumer Cyclical	13.4%	10.7%
Industrials	12.5%	10.5%
Healthcare	10.3%	7.3%
Energy	7.9%	6.8%
Consumer Defensive	5.3%	10.7%
Basic Materials	4.9%	2.2%
Real Estate	4.8%	5.3%
Communication Services	3.1%	6.9%
Utilities	1.7%	4.8%

Return for Risk

EES vs. WTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EES

EES Risk / Return Rank: 57
EES Sharpe Ratio Rank: 49
EES Sortino Ratio Rank: 52
EES Omega Ratio Rank: 48
EES Calmar Ratio Rank: 75
EES Martin Ratio Rank: 62

WTV

WTV Risk / Return Rank: 60
WTV Sharpe Ratio Rank: 57
WTV Sortino Ratio Rank: 61
WTV Omega Ratio Rank: 56
WTV Calmar Ratio Rank: 65
WTV Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EES vs. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and WisdomTree US Value ETF (WTV). 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	WTV	Difference
Sharpe ratio Return per unit of total volatility	1.72	1.99	-0.27
Sortino ratio Return per unit of downside risk	2.51	2.92	-0.41
Omega ratio Gain probability vs. loss probability	1.30	1.35	-0.05
Calmar ratio Return relative to maximum drawdown	3.75	3.28	+0.47
Martin ratio Return relative to average drawdown	11.05	10.69	+0.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EES vs. WTV - Sharpe Ratio Comparison

The current EES Sharpe Ratio is 1.72, which is comparable to the WTV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of EES and WTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EES	WTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	1.99	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.77	-0.48
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	0.67	-0.33

Drawdowns

EES vs. WTV - Drawdown Comparison

The maximum EES drawdown since its inception was -63.66%, which is greater than WTV's maximum drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for EES and WTV.

Drawdown Indicators

	EES	WTV	Difference
Max Drawdown Largest peak-to-trough decline	-63.66%	-42.18%	-21.48%
Max Drawdown (1Y) Largest decline over 1 year	-7.98%	-7.15%	-0.83%
Max Drawdown (3Y) Largest decline over 3 years	-27.15%	-18.49%	-8.66%
Max Drawdown (5Y) Largest decline over 5 years	-27.15%	-19.30%	-7.85%
Max Drawdown (10Y) Largest decline over 10 years	-50.52%	—	—
Current Drawdown Current decline from peak	-1.53%	-0.96%	-0.57%
Average Drawdown Average peak-to-trough decline	-10.37%	-5.06%	-5.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.19%	+0.51%

Volatility

EES vs. WTV - Volatility Comparison

WisdomTree U.S. SmallCap Fund (EES) has a higher volatility of 4.03% compared to WisdomTree US Value ETF (WTV) at 3.02%. This indicates that EES's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EES	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	3.02%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	7.90%	+3.44%
Volatility (1Y) Calculated over the trailing 1-year period	17.42%	11.83%	+5.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.53%	17.09%	+4.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.80%	20.20%	+3.60%

EES vs. WTV - Expense Ratio Comparison

EES has a 0.38% expense ratio, which is higher than WTV's 0.12% expense ratio.

Dividends

EES vs. WTV - Dividend Comparison

EES's dividend yield for the trailing twelve months is around 1.12%, less than WTV's 1.65% 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%
WTV WisdomTree US Value ETF	1.65%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EES and WTV in my portfolio?

EES and WTV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EES or WTV?

EES has higher volatility (4.03%) compared to WTV (3.02%). In terms of maximum drawdown, EES dropped -63.66% vs WTV's -42.18%.

Which ETF is better, EES or WTV?

On 5-year performance, WTV leads with 13.17% vs 6.23% for EES. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EES or WTV?

Over the 5-year period, WTV has performed better with a 13.17% return vs 6.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EES or WTV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.38% for EES.

Which ETF pays a higher dividend yield, EES or WTV?

WTV has the higher dividend yield at 1.65%, compared with 1.12% for EES.

What is the main difference between EES and WTV?

EES is categorized as Small Cap Blend Equities, while WTV is Large Cap Value Equities. EES tracks WisdomTree U.S. Small Cap Index, while WTV tracks WisdomTree U.S. LargeCap Value Index. Their fees differ too: 0.38% for EES and 0.12% for WTV.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (1.99 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.