DFE vs MSMR

Comparison between WISDOMTREE EUROPE SMALLCAP DIVIDEND FUND (DFE, ETF) and MCELHENNY SHEFFIELD MANAGED RISK ETF (MSMR, ETF).

5-Year PerformanceMSMR has outperformed DFE, delivering a return of +10.1% compared to +3.8%

DFE vs MSMR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFE(ETF)	MSMR(ETF)
Net Assets	$167M	$166M
Expense Ratio	0.58%	1.06%
Max Drawdown	74.35%	15.12%
Sharpe Ratio	0.59	1.34
5Y Beta	0.66	0.44
5Y Dividends CAGR	19.93%	N/A

Net Assets

Winner

DFE

$167M

MSMR

$166M

Expense Ratio

Winner

DFE

0.58%

MSMR

1.06%

Max Drawdown

DFE

74.35%

Winner

MSMR

15.12%

Sharpe Ratio

DFE

0.59

Winner

MSMR

1.34

5Y Beta

DFE

0.66

Winner

MSMR

0.44

5Y Dividends CAGR

DFE

19.93%

MSMR

N/A

DFE vs MSMR - Historical Returns

Returns include dividend reinvestment.

Period	DFE	MSMR
1 month	-1.72%	+0.54%
3 months	+0.79%	+3.46%
6 months	+7.13%	+5.12%
1 year	+11.88%	+22.00%
5 years(CAGR)	+3.81%	+10.09%
10 years(CAGR)	+6.68%	N/A
Max(CAGR)	+6.30%	+10.09%

DFE

-1.72%

Winner

MSMR

+0.54%

DFE

+0.79%

Winner

MSMR

+3.46%

Winner

DFE

+7.13%

MSMR

+5.12%

DFE

+11.88%

Winner

MSMR

+22.00%

5Y(CAGR)

DFE

+3.81%

Winner

MSMR

+10.09%

10Y(CAGR)

DFE

+6.68%

MSMR

N/A

Max(CAGR)

DFE

+6.30%

Winner

MSMR

+10.09%

DFE vs MSMR - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DFE	MSMR
2026	+3.71%	+6.56%
2025	+33.60%	+16.72%
2024	+1.44%	+22.41%
2023	+13.75%	+18.38%
2022	-22.76%	-12.23%
2021	+17.60%	-1.12%
2020	+1.18%	N/A
2019	+27.70%	N/A
2018	-22.04%	N/A
2017	+32.16%	N/A
2016	+1.93%	N/A
2015	+11.25%	N/A
2014	-7.15%	N/A
2013	+44.88%	N/A
2012	+27.06%	N/A
2011	-19.47%	N/A
2010	+17.02%	N/A
2009	+48.00%	N/A
2008	-53.33%	N/A
2007	-3.41%	N/A
2006	+29.20%	N/A

DFE vs MSMR Drawdown Comparison

The maximum drawdown for DFE was -69.55%, occurring on Mar 9, 2009. Recovery took 1607 trading sessions.

The maximum drawdown for MSMR was -14.86%, occurring on Sep 19, 2022. Recovery took 410 trading sessions.

The current DFE drawdown is -4.21%. The current MSMR drawdown is -3.18%.

Rank	DFE	MSMR
#1	-69.55% Jun 4, 2007 - Oct 18, 2013	-14.86% Nov 19, 2021 - Jul 12, 2023
#2	-49.65% Jan 26, 2018 - Feb 9, 2021	-8.84% Feb 19, 2025 - Jun 30, 2025
#3	-40.36% Sep 2, 2021 - May 13, 2025	-8.66% Jul 19, 2023 - Jan 19, 2024
#4	-22.93% Jun 6, 2014 - Mar 16, 2017	-7.05% Jan 29, 2026 - May 5, 2026
#5	-11.41% Feb 26, 2026 - Mar 27, 2026	-4.92% Aug 30, 2024 - Sep 23, 2024
#6	-10.06% Feb 26, 2007 - Mar 21, 2007	-4.72% Mar 28, 2024 - Jun 12, 2024
#7	-7.73% Aug 22, 2025 - Dec 22, 2025	-4.23% Oct 28, 2025 - Jan 7, 2026
#8	-6.32% Jun 7, 2021 - Aug 3, 2021	-3.47% Oct 18, 2024 - Nov 6, 2024
#9	-5.92% Jan 23, 2014 - Feb 13, 2014	-3.43% Dec 6, 2024 - Jan 30, 2025
#10	-5.47% Apr 1, 2014 - Jun 6, 2014	-3.18% Jun 2, 2026 - Jun 5, 2026
#11	-4.91% Oct 13, 2017 - Dec 27, 2017	-3.04% Oct 8, 2025 - Oct 20, 2025
#12	-4.10% Jul 3, 2006 - Jul 31, 2006	-2.73% Jul 16, 2024 - Jul 31, 2024
#13	-3.83% Jul 23, 2025 - Aug 22, 2025	-2.32% Aug 12, 2025 - Sep 10, 2025
#14	-3.82% Mar 6, 2014 - Apr 1, 2014	-2.26% Jul 28, 2025 - Aug 8, 2025
#15	-3.42% May 7, 2021 - May 21, 2021	-1.96% Nov 8, 2024 - Nov 21, 2024

Correlation

Correlation between DFE and MSMR is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.

0.90

-101

Dividend Comparison (2006 - 2026)

DFE vs MSMR dividend yield comparison.

Year	DFE	MSMR
2026	0.04%	0.72%
2025	4.38%	1.51%
2024	4.93%	2.26%
2023	4.97%	0.81%
2022	5.84%	0.65%
2021	2.56%	0.07%
2020	2.43%	0.00%
2019	3.39%	0.00%
2018	4.97%	0.00%
2017	2.53%	0.00%
2016	4.05%	0.00%
2015	2.78%	0.00%
2014	2.98%	0.00%
2013	2.38%	0.00%
2012	3.58%	0.00%
2011	6.32%	0.00%
2010	2.26%	0.00%
2009	3.56%	0.00%
2008	11.06%	0.00%
2007	7.13%	0.00%
2006	0.72%	0.00%