EZM vs. MDYV
Compare and contrast key facts about WisdomTree U.S. MidCap Fund (EZM) and SPDR S&P 400 Mid Cap Value ETF (MDYV).
EZM and MDYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S Mid Cap Index. It was launched on Feb 23, 2007. MDYV is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Nov 8, 2005. Both EZM and MDYV 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: EZM or MDYV.
Performance
EZM vs. MDYV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with EZM having a 14.27% return and MDYV slightly higher at 14.48%. Both investments have delivered pretty close results over the past 10 years, with EZM having a 9.37% annualized return and MDYV not far ahead at 9.42%.
EZM
14.27%
1.79%
8.86%
27.31%
11.43%
9.37%
MDYV
14.48%
1.27%
10.86%
27.52%
11.54%
9.42%
Key characteristics
| EZM | MDYV | |
|---|---|---|
| Sharpe Ratio | 1.62 | 1.76 |
| Sortino Ratio | 2.35 | 2.52 |
| Omega Ratio | 1.29 | 1.31 |
| Calmar Ratio | 3.29 | 2.77 |
| Martin Ratio | 8.67 | 9.85 |
| Ulcer Index | 3.33% | 2.92% |
| Daily Std Dev | 17.84% | 16.34% |
| Max Drawdown | -59.58% | -60.70% |
| Current Drawdown | -2.78% | -2.92% |
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EZM vs. MDYV - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is higher than MDYV's 0.15% expense ratio.
Correlation
The correlation between EZM and MDYV is 0.88, 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.
Risk-Adjusted Performance
EZM vs. MDYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) and SPDR S&P 400 Mid Cap Value ETF (MDYV). 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
EZM vs. MDYV - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.19%, less than MDYV's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Fund | 1.19% | 1.25% | 1.57% | 1.09% | 1.67% | 1.34% | 1.57% | 1.14% | 1.55% | 1.30% | 1.16% | 0.99% |
MDYV SPDR S&P 400 Mid Cap Value ETF | 1.61% | 1.59% | 1.90% | 1.74% | 1.70% | 1.83% | 2.28% | 2.48% | 1.83% | 4.24% | 4.05% | 1.41% |
Drawdowns
EZM vs. MDYV - Drawdown Comparison
The maximum EZM drawdown since its inception was -59.58%, roughly equal to the maximum MDYV drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for EZM and MDYV. For additional features, visit the drawdowns tool.
Volatility
EZM vs. MDYV - Volatility Comparison
WisdomTree U.S. MidCap Fund (EZM) has a higher volatility of 6.64% compared to SPDR S&P 400 Mid Cap Value ETF (MDYV) at 5.84%. This indicates that EZM's price experiences larger fluctuations and is considered to be riskier than MDYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.