RMT vs. DON
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and WisdomTree US MidCap Dividend ETF (DON).
DON is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree MidCap Dividend Index. It was launched on Jun 16, 2006.
Performance
RMT vs. DON - Performance Comparison
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RMT vs. DON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 10.22% | 16.10% | 13.97% | 15.81% | -16.82% | 22.56% | 27.97% | 25.05% | -14.88% | 25.27% |
DON WisdomTree US MidCap Dividend ETF | 2.25% | 3.86% | 14.20% | 14.04% | -4.72% | 30.29% | -5.40% | 23.31% | -8.26% | 14.86% |
Returns By Period
In the year-to-date period, RMT achieves a 10.22% return, which is significantly higher than DON's 2.25% return. Over the past 10 years, RMT has outperformed DON with an annualized return of 13.72%, while DON has yielded a comparatively lower 8.98% annualized return.
RMT
- 1D
- 2.17%
- 1M
- -5.85%
- YTD
- 10.22%
- 6M
- 13.15%
- 1Y
- 44.77%
- 3Y*
- 17.90%
- 5Y*
- 8.41%
- 10Y*
- 13.72%
DON
- 1D
- 1.78%
- 1M
- -5.15%
- YTD
- 2.25%
- 6M
- 1.70%
- 1Y
- 8.75%
- 3Y*
- 11.36%
- 5Y*
- 7.79%
- 10Y*
- 8.98%
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Return for Risk
RMT vs. DON — Risk / Return Rank
RMT
DON
RMT vs. DON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) and WisdomTree US MidCap Dividend ETF (DON). 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.
| RMT | DON | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.48 | +1.48 |
Sortino ratioReturn per unit of downside risk | 2.67 | 0.81 | +1.87 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 0.69 | +2.53 |
Martin ratioReturn relative to average drawdown | 12.00 | 2.61 | +9.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RMT | DON | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.48 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.44 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.44 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.41 | -0.04 |
Correlation
The correlation between RMT and DON is 0.77, 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. DON - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 6.98%, more than DON's 2.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 6.98% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
DON WisdomTree US MidCap Dividend ETF | 2.41% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
Drawdowns
RMT vs. DON - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.94%, which is greater than DON's maximum drawdown of -61.94%. Use the drawdown chart below to compare losses from any high point for RMT and DON.
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Drawdown Indicators
| RMT | DON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -61.94% | -12.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -13.82% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -21.46% | -9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -50.40% | -46.80% | -3.60% |
Current DrawdownCurrent decline from peak | -7.96% | -6.50% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -7.95% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.66% | +0.03% |
Volatility
RMT vs. DON - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 8.61% compared to WisdomTree US MidCap Dividend ETF (DON) at 4.16%. This indicates that RMT's price experiences larger fluctuations and is considered to be riskier than DON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMT | DON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 4.16% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 9.55% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.01% | 18.43% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 17.86% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 20.26% | +1.99% |