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EZM vs. DES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZM vs. DES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Fund (EZM) and WisdomTree U.S. SmallCap Dividend Fund (DES). The values are adjusted to include any dividend payments, if applicable.

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EZM vs. DES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EZM
WisdomTree U.S. MidCap Fund
1.24%8.42%10.29%19.69%-12.22%31.00%5.57%24.48%-12.36%17.37%
DES
WisdomTree U.S. SmallCap Dividend Fund
8.16%0.25%9.93%16.50%-10.96%26.51%-4.26%20.26%-12.85%8.64%

Returns By Period

In the year-to-date period, EZM achieves a 1.24% return, which is significantly lower than DES's 8.16% return. Over the past 10 years, EZM has outperformed DES with an annualized return of 10.01%, while DES has yielded a comparatively lower 7.73% annualized return.


EZM

1D
0.34%
1M
-4.57%
YTD
1.24%
6M
2.76%
1Y
14.58%
3Y*
12.20%
5Y*
7.01%
10Y*
10.01%

DES

1D
0.39%
1M
-2.82%
YTD
8.16%
6M
8.34%
1Y
15.75%
3Y*
11.21%
5Y*
5.72%
10Y*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZM vs. DES - Expense Ratio Comparison

Both EZM and DES have an expense ratio of 0.38%.


Return for Risk

EZM vs. DES — Risk / Return Rank

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

EZM
EZM Risk / Return Rank: 3737
Overall Rank
EZM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EZM Sortino Ratio Rank: 3838
Sortino Ratio Rank
EZM Omega Ratio Rank: 3737
Omega Ratio Rank
EZM Calmar Ratio Rank: 3636
Calmar Ratio Rank
EZM Martin Ratio Rank: 4141
Martin Ratio Rank

DES
DES Risk / Return Rank: 4141
Overall Rank
DES Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DES Sortino Ratio Rank: 4242
Sortino Ratio Rank
DES Omega Ratio Rank: 3838
Omega Ratio Rank
DES Calmar Ratio Rank: 4343
Calmar Ratio Rank
DES Martin Ratio Rank: 4343
Martin Ratio Rank
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.

EZM vs. DES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) and WisdomTree U.S. SmallCap Dividend Fund (DES). 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.


EZMDESDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.77

-0.08

Sortino ratio

Return per unit of downside risk

1.15

1.22

-0.08

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

1.02

1.19

-0.17

Martin ratio

Return relative to average drawdown

4.15

4.22

-0.07

EZM vs. DES - Sharpe Ratio Comparison

The current EZM Sharpe Ratio is 0.70, which is comparable to the DES Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EZM and DES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EZMDESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.77

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.29

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.35

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.30

+0.09

Correlation

The correlation between EZM and DES is 0.89, 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

EZM vs. DES - Dividend Comparison

EZM's dividend yield for the trailing twelve months is around 1.38%, less than DES's 2.53% yield.


TTM20252024202320222021202020192018201720162015
EZM
WisdomTree U.S. MidCap Fund
1.38%1.39%1.22%1.25%1.57%1.08%1.67%1.34%1.57%1.14%1.55%1.30%
DES
WisdomTree U.S. SmallCap Dividend Fund
2.53%2.85%2.81%2.65%2.89%2.31%2.75%2.68%3.65%2.89%2.70%3.09%

Drawdowns

EZM vs. DES - Drawdown Comparison

The maximum EZM drawdown since its inception was -59.58%, smaller than the maximum DES drawdown of -65.48%. Use the drawdown chart below to compare losses from any high point for EZM and DES.


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Drawdown Indicators


EZMDESDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-65.48%

+5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-13.44%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-25.16%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-47.26%

-45.65%

-1.61%

Current Drawdown

Current decline from peak

-5.85%

-4.03%

-1.82%

Average Drawdown

Average peak-to-trough decline

-8.33%

-9.76%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.80%

-0.24%

Volatility

EZM vs. DES - Volatility Comparison

WisdomTree U.S. MidCap Fund (EZM) has a higher volatility of 5.15% compared to WisdomTree U.S. SmallCap Dividend Fund (DES) at 4.89%. This indicates that EZM's price experiences larger fluctuations and is considered to be riskier than DES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EZMDESDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

4.89%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

11.88%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

20.51%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

19.66%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

21.97%

+0.39%