SLYV vs. EES
Compare and contrast key facts about SPDR S&P 600 Small Cap Value ETF (SLYV) and WisdomTree U.S. SmallCap Fund (EES).
SLYV and EES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. EES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Small Cap Index. It was launched on Feb 23, 2007. Both SLYV and EES 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
SLYV vs. EES - Performance Comparison
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SLYV vs. EES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 4.44% | 6.54% | 7.28% | 14.82% | -11.08% | 30.57% | 2.68% | 24.26% | -12.77% | 11.74% |
EES WisdomTree U.S. SmallCap Fund | 2.16% | 6.99% | 9.86% | 18.53% | -16.18% | 34.39% | 3.06% | 21.68% | -10.12% | 12.42% |
Returns By Period
In the year-to-date period, SLYV achieves a 4.44% return, which is significantly higher than EES's 2.16% return. Over the past 10 years, SLYV has underperformed EES with an annualized return of 9.46%, while EES has yielded a comparatively higher 10.06% annualized return.
SLYV
- 1D
- 2.14%
- 1M
- -3.30%
- YTD
- 4.44%
- 6M
- 7.85%
- 1Y
- 23.27%
- 3Y*
- 9.97%
- 5Y*
- 4.83%
- 10Y*
- 9.46%
EES
- 1D
- 1.84%
- 1M
- -2.62%
- YTD
- 2.16%
- 6M
- 4.45%
- 1Y
- 20.40%
- 3Y*
- 11.84%
- 5Y*
- 5.39%
- 10Y*
- 10.06%
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SLYV vs. EES - Expense Ratio Comparison
SLYV has a 0.15% expense ratio, which is lower than EES's 0.38% expense ratio.
Return for Risk
SLYV vs. EES — Risk / Return Rank
SLYV
EES
SLYV vs. EES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and WisdomTree U.S. SmallCap Fund (EES). 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.
| SLYV | EES | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.92 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.42 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.44 | +0.07 |
Martin ratioReturn relative to average drawdown | 5.74 | 5.46 | +0.28 |
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
| SLYV | EES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.92 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.25 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.42 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.32 | +0.12 |
Correlation
The correlation between SLYV and EES is 0.94, 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
SLYV vs. EES - Dividend Comparison
SLYV's dividend yield for the trailing twelve months is around 2.01%, more than EES's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 2.01% | 2.02% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.67% | 2.14% | 5.53% | 2.18% | 6.55% |
EES WisdomTree U.S. SmallCap Fund | 1.23% | 1.29% | 1.37% | 1.18% | 1.12% | 1.69% | 1.29% | 1.31% | 1.81% | 0.93% | 1.02% | 1.38% |
Drawdowns
SLYV vs. EES - Drawdown Comparison
The maximum SLYV drawdown since its inception was -61.15%, roughly equal to the maximum EES drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for SLYV and EES.
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Drawdown Indicators
| SLYV | EES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.15% | -63.66% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -14.04% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -27.15% | -1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -47.73% | -50.52% | +2.79% |
Current DrawdownCurrent decline from peak | -6.18% | -5.13% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -10.45% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 3.70% | +0.43% |
Volatility
SLYV vs. EES - Volatility Comparison
SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 5.43% compared to WisdomTree U.S. SmallCap Fund (EES) at 5.04%. This indicates that SLYV's price experiences larger fluctuations and is considered to be riskier than EES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLYV | EES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 5.04% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 12.75% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.64% | 22.35% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 21.67% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.97% | 23.83% | +0.14% |