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ETFs

WisdomTree U.S. SmallCap Fund

EES
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Feb 23, 2007
Expense Ratio
0.38%
Type
US Equities
Fund Owner
Wisdom Tree
Volume (1m avg. daily)
$1,099,216
AUM
$583,818,789
Associated Index
WisdomTree U.S. SmallCap Earnings Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

MATX
Matson Inc
1.12%
MDC
M.D.C. Holdings, Inc.
0.96%
TPH
Tri Pointe Homes Inc.
0.89%
GNW
Genworth Financial Inc - Ordinary Shares - Class A
0.86%
MHO
MI Homes Inc.
0.8%
HCC
Warrior Met Coal Inc
0.76%
GPOR
Gulfport Energy Corp. - Ordinary Shares (New)
0.74%
CCS
Century Communities Inc
0.66%
LCII
LCI Industries
0.65%
SNDR
Schneider National Inc - Ordinary Shares - Class B
0.63%
Invest with EES
Trade EES Options

What is EES?

The WisdomTree U.S. SmallCap Earnings Index is a fundamentally weighted index that measures the performance of earnings-generating companies within the small-capitalization segment of the U.S. Stock Market. The index is comprised of the companies in the bottom 25% of the market capitalization of the WisdomTree U.S. Earnings Index after the 500 largest companies have been removed. Companies must be incorporated and listed in the U.S. and have generated positive cumulative earnings over their most recent four fiscal quarters prior to the index measurement date. The index is earnings-weighted in December to reflect the proportionate share of the aggregate earnings each component company has generated. Companies with greater earnings generally have larger weights in the index.

1M
3M
6M
YTD
1Y
3Y
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EES
Performance Measures**

for the time period Feb 23, 2007 to Dec 4, 2025

Returns

1M Trailing Return: 5.0%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 2.3%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -63.7%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 25.5%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.44

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.13

The annualized return divided by the max drawdown for the selected time period.

ETFs related toEES

ETFs correlated to EES include AVSC, SLYV, IJS

EES
WisdomTree Trust - WisdomTree U.S. SmallCap Fund
AVSC
American Century ETF Trust - Avantis U.S Small Cap Equity ETF
SLYV
SPDR Series Trust - SPDR S&P 600 Small Cap Value ETF
IJS
BlackRock Institutional Trust Company N.A. - iShares S&P Small-Cap 600 Value ETF
IJR
BlackRock Institutional Trust Company N.A. - iShares Core S&P Small-Cap ETF
VIOV
Vanguard Group, Inc. - Vanguard S&P Small-Cap 600 Value ETF
SPSM
SPDR Series Trust - SPDR Portfolio S&P 600 Small Cap ETF
VIOO
Vanguard Group, Inc. - Vanguard S&P Small-Cap 600 ETF
IWN
BlackRock Institutional Trust Company N.A. - iShares Russell 2000 Value ETF
DFAS
Dimensional ETF Trust - Dimensional U.S. Small Cap ETF
FNDA
Schwab Strategic Trust - Schwab Fundamental U.S. Small Company Index ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toEES

AutoSignals | (TQQQ or SH? Edition)

Category

Trend-following, risk-on/off, RSI and moving-average filters, cross-asset signals, TQQQ vs SH toggle, high turnover, leveraged ETF

OOS Cumulative Return

0.92%

Create your own algorithmic trading strategy with EES using Composer

FAQ

EES is a US Equities ETF. The WisdomTree U.S. SmallCap Earnings Index is a fundamentally weighted index that measures the performance of earnings-generating companies within the small-capitalization segment of the U.S. Stock Market. The index is comprised of the companies in the bottom 25% of the market capitalization of the WisdomTree U.S. Earnings Index after the 500 largest companies have been removed. Companies must be incorporated and listed in the U.S. and have generated positive cumulative earnings over their most recent four fiscal quarters prior to the index measurement date. The index is earnings-weighted in December to reflect the proportionate share of the aggregate earnings each component company has generated. Companies with greater earnings generally have larger weights in the index.

EES tracks the WisdomTree U.S. SmallCap Earnings Index.

EES dividend information: Earnings - Positive / Consistent. Dividend payouts may vary in terms of frequency of payouts.

No, EES is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, EES is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on EES is -0.0332%. This is the percent change in the value of EES over the most recent 1-month period. The 3-month return on EES is -0.0064%. This is the percent change in the value of EES over the most recent 3-month period.

The standard deviation of EES for the past year is 0.2194%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to EES include VIG, VYM, and DFAT.

ETFs correlated to EES include AVSC, SLYV, and IJS.

ETFs that are inversely correlated to EES include TZA, TWM, and RWM.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.