NYSEArca - Delayed Quote USD

WisdomTree U.S. SmallCap Earnings Fund (EES)

46.97 +0.37 (+0.79%)
At close: April 22 at 3:59 PM EDT

ETF Summary

Under normal circumstances, at least 95% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is a fundamentally weighted index that is comprised of earnings-generating companies within the small-capitalization segment of the U.S. stock market. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -5.44%
5y Average Return 6.20%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
EESCategory AverageEESCategory AverageEESCategory Average
Alpha -6.84 -4.09 -7.58 -4.7 -6.14 -5.71
BETA 1 0.94 1.26 1.14 1.24 1.13
Mean Annual Return 0.47 0.64 0.98 1.09 0.84 0.77
R-squared 66.52 64.22 73.64 70.2 69.65 67.26
Standard Deviation 21.64 20.52 27.02 25.07 22.41 20.92
Sharpe Ratio 0.13 0.24 0.36 0.43 0.38 0.37
Treynor Ratio 0.5 3.21 4.91 7.14 5.1 5.13

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