WisdomTree U.S. SmallCap Dividend Fund

10-Year Study

DES.US · · US · ETF

Executive Summary: WisdomTree U.S. SmallCap Dividend Fund has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 38.1% and an annualized volatility of 17.0%.

1Y CAGR
+26.1%
3Y CAGR
+15.7%
5Y CAGR
+5.8%
10Y CAGR
+8.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
38.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.93.6-3.04.8————————12.7%
20250.8-2.8-4.6-5.33.22.50.57.3-1.0-2.93.10.10.2%
2024-4.01.74.5-5.53.8-2.012.2-1.50.9-1.410.3-7.79.9%
20239.8-1.4-6.7-2.4-4.18.66.6-3.3-4.3-4.58.411.216.5%
2022-3.80.60.5-6.63.3-7.67.8-4.8-10.313.84.5-6.1-11.0%
20211.98.65.92.33.2-2.5-1.31.7-3.13.7-1.95.926.5%
2020-6.6-10.1-24.913.51.23.31.94.2-5.52.815.37.7-4.3%
201911.14.1-2.82.6-9.06.40.7-4.66.11.52.02.220.3%
2018-0.2-6.01.12.04.42.11.51.9-2.1-7.62.0-11.5-12.8%
2017-1.40.4-0.81.5-3.32.31.2-2.56.70.74.0-0.28.6%
2016———2.3-0.13.04.80.20.8-3.711.13.723.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 78.8% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110225.177748921276
2016-05-0110219.296457832308
2016-06-0110522.153833611868
2016-07-0111026.605563351986
2016-08-0111046.520430207709
2016-09-0111137.243712550442
2016-10-0110719.730275838372
2016-11-0111908.740996092725
2016-12-0112352.341743773692
2017-01-0112178.40692711275
2017-02-0112221.614035904988
2017-03-0112122.680238279636
2017-04-0112306.164874134547
2017-05-0111901.462170487564
2017-06-0112180.444998282195
2017-07-0112330.214113934002
2017-08-0112025.027513960786
2017-09-0112824.999563270463
2017-10-0112918.809067669785
2017-11-0113441.19582370102
2017-12-0113419.417577490376
2018-01-0113386.750208174411
2018-02-0112586.661697655052
2018-03-0112719.951552136772
2018-04-0112977.563747954648
2018-05-0113553.697352254398
2018-06-0113841.065387146176
2018-07-0114046.502961026255
2018-08-0114318.672808054456
2018-09-0114017.562350420134
2018-10-0112955.261426300434
2018-11-0113209.030402198787
2018-12-0111695.092906930022
2019-01-0112991.946707350447
2019-02-0113528.716422777483
2019-03-0113144.627353244316
2019-04-0113481.433171646353
2019-05-0112265.112297721435
2019-06-0113050.002620377218
2019-07-0113135.077534050344
2019-08-0112527.324711321777
2019-09-0113296.66746248493
2019-10-0113500.882193663343
2019-11-0113766.704904763845
2019-12-0114064.263295502848
2020-01-0113139.037215179555
2020-02-0111810.73888814483
2020-03-018864.212052570589
2020-04-0110058.405296655814
2020-05-0110177.021038717528
2020-06-0110513.76862651472
2020-07-0110709.831073015355
2020-08-0111164.61209682585
2020-09-0110548.124683371085
2020-10-0110847.197069835964
2020-11-0112505.721156925656
2020-12-0113462.44999446809
2021-01-0113715.345511293825
2021-02-0114900.04716678992
2021-03-0115776.76715328042
2021-04-0116136.224676965718
2021-05-0116655.81636396457
2021-06-0116239.758692373536
2021-07-0116036.3591896629
2021-08-0116312.139334191264
2021-09-0115810.773826507735
2021-10-0116390.110114073752
2021-11-0116086.612201640935
2021-12-0117030.879689747337
2022-01-0116388.18850411399
2022-02-0116481.532163674583
2022-03-0116569.80976061398
2022-04-0115479.84929919467
2022-05-0115996.354764136933
2022-06-0114776.59828452638
2022-07-0115930.437719456591
2022-08-0115159.755664382084
2022-09-0113592.653626893221
2022-10-0115463.370038024583
2022-11-0116153.868550232628
2022-12-0115164.588804583911
2023-01-0116644.344934810837
2023-02-0116417.711420768526
2023-03-0115310.39823910651
2023-04-0114940.284514735253
2023-05-0114324.20471551438
2023-06-0115556.713697585174
2023-07-0116589.142321421292
2023-08-0116048.762308494097
2023-09-0115357.33210660859
2023-10-0114660.31176665832
2023-11-0115887.114149454668
2023-12-0117666.466741590044
2024-01-0116955.238134058498
2024-02-0117249.360919111863
2024-03-0118023.303888057482
2024-04-0117035.07229329591
2024-05-0117688.186757195846
2024-06-0117336.706826373804
2024-07-0119460.37698493574
2024-08-0119173.533025487537
2024-09-0119338.73325142228
2024-10-0119061.20618874868
2024-11-0121032.77800746516
2024-12-0119419.8484839662
2025-01-0119580.914336957216
2025-02-0119026.61720947295
2025-03-0118146.054003062927
2025-04-0117189.32516552049
2025-05-0117732.9660923188
2025-06-0118180.46829052413
2025-07-0118279.867932988218
2025-08-0119612.99940022477
2025-09-0119423.167628442156
2025-10-0118865.72604829646
2025-11-0119452.865236911213
2025-12-0119468.17988598447
2026-01-0120811.792862092458
2026-02-0121568.616033214734
2026-03-0120928.079379960516
2026-04-0121935.46884371488
Annual Return Matrix
YearAnnual Return
20170.08638652134560254
2018-0.12849474730205301
20190.2025781588420692
2020-0.04279024705312451
20210.26506540018685776
2022-0.10958276490479457
20230.16498158764778825
20240.09924914630769832
20250.00248876308474677
20260.12673444421512947
Total Factor Risk
0.1701635349922498
VTI.US Exposure
-0.32492265730743475
VEA.US Exposure
-0.03080590965704965
VWO.US Exposure
0.015378146140782725
QQQ.US Exposure
0.11595907205162928
VTV.US Exposure
0.3839679125464275
IJR.US Exposure
0.7884324418866623
QUAL.US Exposure
-0.056964519784238526
SHV.US Exposure
0.0257898129537978
TLT.US Exposure
-0.016834730695427447
LQD.US Exposure
0.026380530810291004
HYG.US Exposure
-0.008632134653613349
GLD.US Exposure
-0.009135015736084252
USO.US Exposure
-0.0007249418923090216
VNQ.US Exposure
0.045478655687919214
BTC-USD.CC Exposure
-0.0013717382809607277
CPER.US Exposure
0.009009674986136428
VIX.INDX Exposure
0.0024596384690812683
UUP.US Exposure
0.0007539335149906943
TIP.US Exposure
0.012577877515704081
Idiosyncratic Exposure
0.023203951443695612
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.56%
Market Cap$2.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$52
Avg Yield on Cost
0.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$52.410.52%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree U.S. SmallCap Dividend Fund a high-risk investment?

WisdomTree U.S. SmallCap Dividend Fund (DES.US) has an annualized volatility of 17.0% and experienced a maximum drawdown of 38.1% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of DES.US?

Over the past 10 years, DES.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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