WisdomTree U.S. MidCap Earnings Fund

10-Year Study

EZM.US · · US · ETF

Executive Summary: WisdomTree U.S. MidCap Earnings Fund has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 36.8% and an annualized volatility of 15.5%.

1Y CAGR
+21.2%
3Y CAGR
+16.0%
5Y CAGR
+7.2%
10Y CAGR
+10.3%

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 →
36.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.42.4-5.05.2————————5.9%
20253.5-3.4-4.4-4.04.93.41.45.7-0.1-1.63.40.08.4%
2024-2.43.75.3-6.13.7-2.58.0-1.01.2-1.310.0-7.310.3%
202311.2-2.1-5.7-0.9-3.211.44.8-2.9-5.5-6.19.610.319.7%
2022-5.21.90.8-7.02.2-11.29.8-2.9-9.911.16.5-6.1-12.2%
20211.48.86.34.01.5-2.20.52.4-3.04.4-1.85.931.0%
2020-3.7-10.6-26.615.15.91.63.94.8-3.23.316.86.15.6%
201912.44.4-2.04.3-9.48.00.4-4.93.71.93.12.124.5%
20182.8-5.20.2-0.33.41.02.23.2-2.0-9.03.0-11.1-12.4%
20171.41.90.01.3-1.52.00.9-1.14.51.84.30.717.4%
2016———1.41.7-1.34.20.90.2-3.08.72.215.6%

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 15.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 60.7% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110142.038346504278
2016-05-0110316.295147215624
2016-06-0110179.453325583454
2016-07-0110607.569989491472
2016-08-0110702.955090477273
2016-09-0110719.89191228266
2016-10-0110400.55583569743
2016-11-0111309.293311110168
2016-12-0111558.457055533529
2017-01-0111719.47234101521
2017-02-0111945.771376001292
2017-03-0111951.429814195366
2017-04-0112103.938195997522
2017-05-0111920.943534945667
2017-06-0112159.983679062625
2017-07-0112275.500502330739
2017-08-0112139.582507342497
2017-09-0112685.448575574794
2017-10-0112917.098106540308
2017-11-0113468.93055518132
2017-12-0113566.20180223181
2018-01-0113949.089453364077
2018-02-0113220.883101286045
2018-03-0113249.098306702746
2018-04-0113214.839735323667
2018-05-0113663.588527612794
2018-06-0113805.549888563412
2018-07-0114111.413493257991
2018-08-0114561.663503843503
2018-09-0114267.80964552002
2018-10-0112981.073101632479
2018-11-0113374.315309732128
2018-12-0111890.110820704494
2019-01-0113360.342431742685
2019-02-0113949.820816123854
2019-03-0113669.631893575171
2019-04-0114253.413346985437
2019-05-0112908.668188414445
2019-06-0113943.00759462487
2019-07-0113998.783628252158
2019-08-0113315.575332288896
2019-09-0113810.246007336722
2019-10-0114065.838045490764
2019-11-0114500.036568137988
2019-12-0114800.6266624068
2020-01-0114252.066099796375
2020-02-0112747.037018503477
2020-03-019361.09689016856
2020-04-0110774.82110481968
2020-05-0111405.486760409409
2020-06-0111584.093244902593
2020-07-0112035.652009900341
2020-08-0112611.657922390865
2020-09-0112205.251184615207
2020-10-0112608.61699302126
2020-11-0114721.947426565406
2020-12-0115624.79550712309
2021-01-0115844.088856726035
2021-02-0117235.448768038677
2021-03-0118321.599451862858
2021-04-0119051.884413889733
2021-05-0119328.87843596149
2021-06-0118901.22368537544
2021-07-0118995.030582511194
2021-08-0119442.39363483442
2021-09-0118865.463895699973
2021-10-0119688.862884879654
2021-11-0119326.145448806532
2021-12-0120468.264630142156
2022-01-0119406.287410167482
2022-02-0119784.517435303267
2022-03-0119938.79648483962
2022-04-0118549.47669069899
2022-05-0118954.228239070937
2022-06-0116830.58174133624
2022-07-0118478.111082455376
2022-08-0117939.905076812338
2022-09-0116172.239779205433
2022-10-0117970.391356062035
2022-11-0119132.37281024216
2022-12-0117966.118657833857
2023-01-0119976.288449472457
2023-02-0119547.671379465643
2023-03-0118428.301429236803
2023-04-0118265.284519359942
2023-05-0117679.924862099626
2023-06-0119687.74659435157
2023-07-0120626.23898625423
2023-08-0120033.604194172964
2023-09-0118937.0989533814
2023-10-0117780.121560189233
2023-11-0119489.470300898036
2023-12-0121503.142935228207
2024-01-0120989.841756194448
2024-02-0121765.43271655074
2024-03-0122929.83921567118
2024-04-0121535.707824426747
2024-05-0122339.860425191215
2024-06-0121787.219628236762
2024-07-0123540.296163424933
2024-08-0123295.25114612243
2024-09-0123570.897921005126
2024-10-0123253.294019377267
2024-11-0125574.408462252057
2024-12-0123715.784732994853
2025-01-0124542.879028750256
2025-02-0123715.784732994853
2025-03-0122678.63535407581
2025-04-0121776.826578492546
2025-05-0122834.646578569533
2025-06-0123602.077070237774
2025-07-0123936.232865902715
2025-08-0125294.758438578996
2025-09-0125272.163178579543
2025-10-0124873.37801061631
2025-11-0125709.248659489047
2025-12-0125713.174922725746
2026-01-0126594.65951214255
2026-02-0127233.63960752765
2026-03-0125874.844585413546
2026-04-0127230.86812759586
Annual Return Matrix
YearAnnual Return
20170.17370352608933115
2018-0.12354902322414063
20190.24478458490346156
20200.05568472629673549
20210.30998608082973034
2022-0.12224514474097459
20230.19687192012683719
20240.1028985299698546
20250.0842219733489149
20260.05902395209580846
Total Factor Risk
0.15538757344308365
VTI.US Exposure
0.6065763335076954
VEA.US Exposure
0.10657822956218203
VWO.US Exposure
-0.007968758247481033
QQQ.US Exposure
-0.1999624308862761
VTV.US Exposure
-0.00230691553885469
IJR.US Exposure
0.5765371841721886
QUAL.US Exposure
-0.09225729654373914
SHV.US Exposure
0.015936183880958684
TLT.US Exposure
0.01022680180542057
LQD.US Exposure
0.004100309487289754
HYG.US Exposure
-0.029180397491783337
GLD.US Exposure
-0.008831549770957046
USO.US Exposure
0.00030567420426498164
VNQ.US Exposure
0.006950431311165564
BTC-USD.CC Exposure
0.01004678368308384
CPER.US Exposure
0.026749900077973184
VIX.INDX Exposure
-0.0287827110073914
UUP.US Exposure
-0.01120861303753403
TIP.US Exposure
-0.010270874113119695
Idiosyncratic Exposure
0.026761714944913983
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.5%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.31%
Market Cap$7.6B
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
$69
Avg Yield on Cost
0.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.290.69%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 →
+2.4%
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 →
+6.4%
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 →
1.5% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree U.S. MidCap Earnings Fund a high-risk investment?

WisdomTree U.S. MidCap Earnings Fund (EZM.US) has an annualized volatility of 15.5% and experienced a maximum drawdown of 36.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EZM.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. It has had a positive return in 80% 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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