EZM vs. XMMO
Compare and contrast key facts about WisdomTree U.S. MidCap Fund (EZM) and Invesco S&P MidCap Momentum ETF (XMMO).
EZM and XMMO 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. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005. Both EZM and XMMO 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
EZM vs. XMMO - Performance Comparison
Loading graphics...
EZM vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 6.12% | 37.18% |
Returns By Period
In the year-to-date period, EZM achieves a 1.24% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, EZM has underperformed XMMO with an annualized return of 10.01%, while XMMO has yielded a comparatively higher 18.41% 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%
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EZM vs. XMMO - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
EZM vs. XMMO — Risk / Return Rank
EZM
XMMO
EZM vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) and Invesco S&P MidCap Momentum ETF (XMMO). 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.
| EZM | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.34 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.91 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.41 | -1.39 |
Martin ratioReturn relative to average drawdown | 4.15 | 11.42 | -7.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EZM | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.34 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.60 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.83 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.55 | -0.15 |
Correlation
The correlation between EZM and XMMO is 0.81, 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. XMMO - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.38%, more than XMMO's 0.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
EZM vs. XMMO - Drawdown Comparison
The maximum EZM drawdown since its inception was -59.58%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for EZM and XMMO.
Loading graphics...
Drawdown Indicators
| EZM | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.58% | -55.37% | -4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.50% | -12.81% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.53% | -27.91% | +4.38% |
Max Drawdown (10Y)Largest decline over 10 years | -47.26% | -36.74% | -10.52% |
Current DrawdownCurrent decline from peak | -5.85% | -2.62% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -9.52% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.70% | +0.86% |
Volatility
EZM vs. XMMO - Volatility Comparison
The current volatility for WisdomTree U.S. MidCap Fund (EZM) is 5.15%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. This indicates that EZM experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EZM | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 9.04% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 14.39% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.04% | 22.03% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.50% | 21.27% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 22.11% | +0.25% |