WisdomTree U.S. SmallCap Earnings Fund (EES) Performance
EES total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +16.8% since Dec 31, 2025
- 1 year
- +19.6% total return
- 5 years
- +7.1% a year
- 10 years
- +10.6% a year
- Since first price
- +8.6% a year since 2007
EES trailing returns vs SPY, QQQ, AGG
| Period | EES total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.9% | +0.5% | −1.0% | −5.0% | +0.9% |
| 3 months | −1.4% | −1.7% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.9% | +5.2% | +7.8% | +8.4% | −1.5% |
| YTD | +16.8% | +15.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +19.6% | +18.1% | +14.4% | +15.9% | −1.1% |
| 3 years | +69.5%+19.2%/yr | +62.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +40.8%+7.1%/yr | +31.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +172.8%+10.6%/yr | +137.1% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +406.6%+11.4%/yr | +312.3% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionFeb 23, 2007 | +411.0%+8.6%/yr | +294.0% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: EES vs SPY
From Feb 23, 2007: EES grew to $51,099, SPY to $74,975.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
EES returns by calendar year
13 of 18 full years positive. Best 2009 (+48.7%), worst 2008 (−32.4%). 2026 is year to date.
EES annual returns table
| Year | EES | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +16.8% | −8.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +7.0% | −23.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +9.9% | −10.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +18.5% | −18.0% | +26.2% | +54.9% | +5.7% |
| 2022 | −16.2% | −24.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +34.4% | −10.1% | +28.7% | +27.4% | −1.8% |
| 2020 | +3.1% | −48.6% | +18.3% | +48.6% | +7.5% |
| 2019 | +21.7% | −14.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −10.1% | −25.1% | −4.6% | −0.1% | +0.1% |
| 2017 | +12.4% | −6.5% | +21.7% | +32.7% | +3.6% |
| 2016 | +30.3% | −12.4% | +12.0% | +7.1% | +2.4% |
| 2015 | −7.2% | −16.7% | +1.2% | +9.4% | +0.5% |
| 2014 | +2.4% | −12.4% | +13.5% | +19.2% | +6.0% |
| 2013 | +45.2% | −5.6% | +32.3% | +36.6% | −2.0% |
| 2012 | +15.1% | −14.9% | +16.0% | +18.1% | +3.8% |
| 2011 | −1.9% | −26.1% | +1.9% | +3.4% | +7.7% |
| 2010 | +27.0% | −19.3% | +15.1% | +19.9% | +6.4% |
| 2009 | +48.7% | −40.3% | +26.4% | +54.7% | +3.0% |
| 2008 | −32.4% | −48.8% | −36.8% | −41.7% | +7.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
EES largest drawdowns
Now 5.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 4, 2007 | −63.7% | Mar 9, 2009 | Nov 4, 2010 | 1.8 years | 3.4 years |
| Aug 29, 2018 | −50.5% | Mar 23, 2020 | Jan 5, 2021 | 1.6 years | 2.4 years |
| Nov 25, 2024 | −27.1% | Apr 8, 2025 | Dec 10, 2025 | 4 months | 1.0 years |
| Jul 7, 2011 | −26.1% | Oct 3, 2011 | Feb 1, 2012 | 3 months | 7 months |
| Nov 12, 2021 | −25.8% | Sep 30, 2022 | Jul 16, 2024 | 11 months | 2.7 years |
| Jun 23, 2015 | −24.9% | Feb 11, 2016 | Nov 10, 2016 | 8 months | 1.4 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
EES risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +15.8% | +7.5% | +10.1% | +8.8% |
| Volatility (annualized) | 19.5% | 21.0% | 23.0% | 22.3% |
| Sharpe ratio | 0.63 | 0.28 | 0.44 | 0.43 |
| Sortino ratio | 1.16 | 0.46 | 0.66 | 0.65 |
| Best month | +13.6% | +13.6% | +18.0% | +26.9% |
| Worst month | −6.9% | −9.8% | −28.3% | −28.3% |
| Best 12 months | +38.0% | +38.0% | +114.9% | +114.9% |
| Worst 12 months | −2.4% | −17.6% | −37.0% | −44.8% |
| Positive months | 61% | 53% | 59% | 60% |
| Beta vs S&P 500 | 1.03 | 1.03 | 1.21 | — |
| Correlation with S&P 500 | 0.66 | 0.77 | 0.81 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
EES rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 225 | −44.8% | +8.6% | +114.9% | 69% |
| 3-year (a year) | 201 | −10.2% | +11.2% | +39.3% | 93% |
| 5-year (a year) | 177 | −3.2% | +10.1% | +32.4% | 99% |
| 10-year (a year) | 117 | +5.6% | +10.1% | +19.8% | 100% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
EES performance overview
WisdomTree U.S. SmallCap Earnings Fund (EES) returned +19.6% over the past year and +10.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +8.6% a year, turning $10,000 into about $51,099. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −63.7%, from Jun 4, 2007 to Mar 9, 2009, and it took 1.7 years to get back to the old high. EES finished 13 of its 18 full calendar years with a gain; the best year was 2009 (+48.7%) and the worst 2008 (−32.4%). Volatility has been 22.3% a year.
Related: EES chart, EES holdings, EES dividends, EES valuation. See the EES overview for the latest quote and fund facts.
EES performance FAQ
What is the EES return over the past year?
EES returned +19.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 18.1%.
What is the average annual return of EES?
EES has returned +7.1% a year over 5 years, +10.6% a year over 10 years, +8.6% a year since February 23, 2007 (total return, distributions reinvested).
How much would $10,000 invested in EES be worth?
$10,000 invested in EES at its first recorded close on February 23, 2007 would be worth about $51,099 on October 23, 2026 with distributions reinvested.
What was the worst year for EES?
The worst calendar year was 2008, with a total return of −32.4%. The best was 2009 at +48.7%.
What is the biggest drawdown of EES?
The largest peak-to-trough decline was −63.7% between June 4, 2007 and March 9, 2009. It recovered to the old high on November 4, 2010, 1.7 years after the bottom.
How volatile is EES?
Over the past 3 years EES had an annualized volatility of 19.5% and a Sharpe ratio of 0.63 (excess return over 1–3 month T-bills per unit of risk).