MSMR vs DFE

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

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

MSMR vs DFE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

MSMR

$166M

Winner

DFE

$167M

Expense Ratio

MSMR

1.06%

Winner

DFE

0.58%

Max Drawdown

Winner

MSMR

15.12%

DFE

74.35%

Sharpe Ratio

Winner

MSMR

1.34

DFE

0.59

5Y Beta

Winner

MSMR

0.44

DFE

0.66

5Y Dividends CAGR

MSMR

N/A

DFE

19.93%

MSMR vs DFE - Historical Returns

Returns include dividend reinvestment.

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

Winner

MSMR

+0.54%

DFE

-1.72%

Winner

MSMR

+3.46%

DFE

+0.79%

MSMR

+5.12%

Winner

DFE

+7.13%

Winner

MSMR

+22.00%

DFE

+11.88%

5Y(CAGR)

Winner

MSMR

+10.09%

DFE

+3.81%

10Y(CAGR)

MSMR

N/A

DFE

+6.68%

Max(CAGR)

Winner

MSMR

+10.09%

DFE

+6.30%

MSMR vs DFE - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

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

MSMR vs DFE Drawdown Comparison

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

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

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

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

Correlation

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

0.90

-101

Dividend Comparison (2006 - 2026)

MSMR vs DFE dividend yield comparison.

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