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RMT vs. DES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMT vs. DES - Performance Comparison

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

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RMT vs. DES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMT
Royce Micro-Cap Trust, Inc.
12.17%16.10%13.97%15.81%-16.82%22.56%27.97%25.05%-14.88%25.27%
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, RMT achieves a 12.17% return, which is significantly higher than DES's 8.16% return. Over the past 10 years, RMT has outperformed DES with an annualized return of 13.92%, while DES has yielded a comparatively lower 7.73% annualized return.


RMT

1D
1.77%
1M
-6.33%
YTD
12.17%
6M
14.38%
1Y
48.38%
3Y*
18.59%
5Y*
8.79%
10Y*
13.92%

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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Return for Risk

RMT vs. DES — Risk / Return Rank

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

RMT
RMT Risk / Return Rank: 9090
Overall Rank
RMT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
RMT Sortino Ratio Rank: 9090
Sortino Ratio Rank
RMT Omega Ratio Rank: 8888
Omega Ratio Rank
RMT Calmar Ratio Rank: 8787
Calmar Ratio Rank
RMT Martin Ratio Rank: 9292
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.

RMT vs. DES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) 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.


RMTDESDifference

Sharpe ratio

Return per unit of total volatility

2.11

0.77

+1.34

Sortino ratio

Return per unit of downside risk

2.84

1.22

+1.62

Omega ratio

Gain probability vs. loss probability

1.37

1.16

+0.21

Calmar ratio

Return relative to maximum drawdown

3.45

1.19

+2.25

Martin ratio

Return relative to average drawdown

12.76

4.22

+8.54

RMT vs. DES - Sharpe Ratio Comparison

The current RMT Sharpe Ratio is 2.11, which is higher than the DES Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of RMT 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


RMTDESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

0.77

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.29

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.35

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.30

+0.07

Correlation

The correlation between RMT and DES is 0.78, 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

RMT vs. DES - Dividend Comparison

RMT's dividend yield for the trailing twelve months is around 6.86%, more than DES's 2.53% yield.


TTM20252024202320222021202020192018201720162015
RMT
Royce Micro-Cap Trust, Inc.
6.86%7.57%7.59%8.01%10.94%7.27%6.03%7.96%10.11%7.31%7.84%17.36%
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

RMT vs. DES - Drawdown Comparison

The maximum RMT drawdown since its inception was -73.94%, which is greater than DES's maximum drawdown of -65.48%. Use the drawdown chart below to compare losses from any high point for RMT and DES.


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Drawdown Indicators


RMTDESDifference

Max Drawdown

Largest peak-to-trough decline

-73.94%

-65.48%

-8.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-13.44%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.73%

-25.16%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-50.40%

-45.65%

-4.75%

Current Drawdown

Current decline from peak

-6.33%

-4.03%

-2.30%

Average Drawdown

Average peak-to-trough decline

-14.17%

-9.76%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.80%

-0.09%

Volatility

RMT vs. DES - Volatility Comparison

Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 8.78% compared to WisdomTree U.S. SmallCap Dividend Fund (DES) at 4.89%. This indicates that RMT'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


RMTDESDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

4.89%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

11.88%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

20.51%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

19.66%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

21.97%

+0.28%