Summary
QSML
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 21.61% Volatility 22.75% Sharpe 0.45
Official loaded data — not a live quote.

WISDOMTREE U.S. SMALLCAP QUALITY GROWTH FUND

Symbol: QSML

Exchange: NASDAQ

Sector: Technology

Category: Small Blend

Inception date: 23/01/2024

Latest date: 03/06/2026

Current price: $31.10

Expense ratio: 0.38%

Assets under management
$10.7M
0.17% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.05%

Ann. -41.32% (Sharpe / Sortino numerator)

Volatility

20.64%

Sharpe ratio

-2.178

VaR 95%

-2.02%

CVaR 95%: -2.12%
Max drawdown: -7.98%
Sortino ratio: -3.647
Calmar ratio: -5.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.08%

Ann. -9.97% (Sharpe / Sortino numerator)

Volatility

19.11%

Sharpe ratio

-0.712

VaR 95%

-1.95%

CVaR 95%: -2.11%
Max drawdown: -10.72%
Sortino ratio: -1.234
Calmar ratio: -0.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.79%

Ann. -1.08% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

-0.256

VaR 95%

-1.93%

CVaR 95%: -2.21%
Max drawdown: -10.72%
Sortino ratio: -0.427
Calmar ratio: -0.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.61%

Ann. 13.87% (Sharpe / Sortino numerator)

Volatility

22.75%

Sharpe ratio

0.450

VaR 95%

-1.92%

CVaR 95%: -2.98%
Max drawdown: -10.72%
Sortino ratio: 0.669
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.76%

Ann. 5.39% (Sharpe / Sortino numerator)

Volatility

21.31%

Sharpe ratio

0.083

VaR 95%

-1.96%

CVaR 95%: -2.85%
Max drawdown: -28.54%
Sortino ratio: 0.128
Calmar ratio: 0.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

3.768%

22/08/2025
Worst day

-2.882%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.05 $31.10 $31.05 $31.10 200
02/06/2026 $31.31 $31.40 $31.31 $31.40 200
01/06/2026 $31.20 $31.45 $31.20 $31.45 2,400
29/05/2026 $31.11 $31.11 $31.11 $31.11 100
28/05/2026 $31.37 $31.38 $31.28 $31.28 800
27/05/2026 $31.23 $31.23 $31.23 $31.23 100
26/05/2026 $31.46 $31.46 $31.22 $31.30 400
22/05/2026 $30.89 $30.89 $30.83 $30.83 3,200
21/05/2026 $30.64 $30.64 $30.58 $30.58 200
20/05/2026 $30.53 $30.53 $30.53 $30.53 100