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EZM vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EZM vs. VTI

Last updated Jun 23, 2026

EZM (WisdomTree U.S. MidCap Earnings Fund) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - EZM is a Mid Cap Blend Equities fund tracking the WisdomTree U.S. MidCap Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, EZM returned 11.24%/yr vs 15.31%/yr for VTI. Their correlation of 0.85 suggests significant overlap in exposure. EZM charges 0.38%/yr vs 0.03%/yr for VTI.

Performance

EZM vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Earnings Fund (EZM) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EZM achieves a 12.38% return, which is significantly higher than VTI's 10.35% return. Over the past 10 years, EZM has underperformed VTI with an annualized return of 11.24%, while VTI has yielded a comparatively higher 15.31% annualized return.

EZM

1D
0.21%
1M
3.10%
YTD
12.38%
6M
10.19%
1Y
25.48%
3Y*
15.48%
5Y*
9.03%
10Y*
11.24%

VTI

1D
-0.32%
1M
0.55%
YTD
10.35%
6M
9.59%
1Y
27.18%
3Y*
21.19%
5Y*
12.36%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZM vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EZM
WisdomTree U.S. MidCap Earnings Fund		12.38%8.42%10.29%19.69%-12.22%31.00%5.57%24.48%-12.36%17.37%
VTI
Vanguard Total Stock Market ETF		10.35%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between EZM and VTI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2007

0.85

The correlation between EZM and VTI shifts across timeframes, from 0.73 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

EZM vs. VTI - Sectors Allocation Comparison

Sectors
EZM
VTI

Financial Services

19.0%
11.3%

Industrials

16.4%
9.4%

Consumer Cyclical

15.2%
9.7%

Technology

13.6%
37.0%

Healthcare

9.9%
9.0%

Energy

6.4%
3.3%

Consumer Defensive

5.1%
4.3%

Real Estate

5.0%
2.3%

Basic Materials

4.4%
1.9%

Utilities

3.2%
2.1%

Communication Services

1.9%
9.8%

Financial Services

EZM
19.0%
VTI
11.3%

Industrials

EZM
16.4%
VTI
9.4%

Consumer Cyclical

EZM
15.2%
VTI
9.7%

Technology

EZM
13.6%
VTI
37.0%

Healthcare

EZM
9.9%
VTI
9.0%

Energy

EZM
6.4%
VTI
3.3%

Consumer Defensive

EZM
5.1%
VTI
4.3%

Real Estate

EZM
5.0%
VTI
2.3%

Basic Materials

EZM
4.4%
VTI
1.9%

Utilities

EZM
3.2%
VTI
2.1%

Communication Services

EZM
1.9%
VTI
9.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. MidCap Earnings Fund

Vanguard Total Stock Market ETF

Often compared with EZM:
EZM vs. JHQAXEZM vs. IQDGEZM vs. REGLEZM vs. SPMDEZM vs. RFVEZM vs. IMCGEZM vs. FLQM
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

EZM vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EZM
EZM Risk / Return Rank: 5555
Overall Rank
EZM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EZM Sortino Ratio Rank: 5555
Sortino Ratio Rank
EZM Omega Ratio Rank: 4848
Omega Ratio Rank
EZM Calmar Ratio Rank: 6161
Calmar Ratio Rank
EZM Martin Ratio Rank: 5858
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7474
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Earnings Fund (EZM) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EZMVTIDifference
Sharpe ratioReturn per unit of total volatility
1.70
2.14

-0.44

Sortino ratioReturn per unit of downside risk
2.58
2.90

-0.32

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

2.94

3.06

-0.12

Martin ratioReturn relative to average drawdown

9.98

13.68

-3.70

EZM vs. VTI - Sharpe Ratio Comparison

The current EZM Sharpe Ratio is 1.70, which is comparable to the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of EZM and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EZM vs. VTI - Drawdown Comparison

The maximum EZM drawdown since its inception was -59.58%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EZM and VTI.

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Drawdown Indicators

EZMVTIDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-55.45%

-4.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-8.92%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

-19.30%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-25.36%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-47.26%

-35.00%

-12.26%

Current Drawdown

Current decline from peak

-0.57%

-1.48%

+0.91%

Average Drawdown

Average peak-to-trough decline

-8.25%

-8.01%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.99%

+0.57%

Volatility

EZM vs. VTI - Volatility Comparison

The current volatility for WisdomTree U.S. MidCap Earnings Fund (EZM) is 4.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that EZM experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EZMVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

4.74%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

9.96%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

12.76%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

17.49%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

18.35%

+4.02%

EZM vs. VTI - Expense Ratio Comparison

EZM has a 0.38% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

EZM vs. VTI - Dividend Comparison

EZM's dividend yield for the trailing twelve months is around 1.24%, more than VTI's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
EZM
WisdomTree U.S. MidCap Earnings Fund		1.24%1.39%1.22%1.25%1.57%1.08%1.67%1.34%1.57%1.14%1.55%1.30%
VTI
Vanguard Total Stock Market ETF		1.02%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

EZM and VTI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (4.74%) compared to EZM (4.00%). In terms of maximum drawdown, EZM dropped -59.58% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.31% vs 11.24% for EZM. On fees, VTI is cheaper at 0.03% per year. On volatility, EZM has been the lower-risk option at 4.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.31% return vs 11.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.38% for EZM.

EZM has the higher dividend yield at 1.24%, compared with 1.02% for VTI.

EZM is categorized as Mid Cap Blend Equities, while VTI is Large Cap Blend Equities. EZM tracks WisdomTree U.S. MidCap Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for EZM and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.14 vs 1.70), 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.

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