Verified factor-similar pair

EES vs FAB

These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.

SMB HML RMW UMD

Similarity score

Verified similar

Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.

EES

WisdomTree U.S. SmallCap Fund

SMB HML RMW UMD

Adj. R2

0.978

Rel. Sharpe

0.881

Mkt beta

0.98

AUM

US$657M

MER

0.38%

Valuation

108

FAB

First Trust Multi Cap Value AlphaDEX Fund

SMB HML RMW UMD

Adj. R2

0.961

Rel. Sharpe

0.758

Mkt beta

0.97

AUM

US$135M

MER

0.66%

Valuation

Factor Exposure Match

Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.

SMB

EES

+0.93

|t|

+33.1

FAB

+0.46

|t|

+13.2

diff +0.47

HML

EES

+0.32

|t|

+11.9

FAB

+0.35

|t|

+10.5

diff -0.03

RMW

EES

+0.27

|t|

+7.7

FAB

+0.32

|t|

+7.4

diff -0.05

CMA

EES

-0.07

|t|

-1.7

FAB

+0.04

|t|

+0.8

diff -0.11

UMD

EES

-0.13

|t|

-8.4

FAB

-0.22

|t|

-11.3

diff +0.09

Why This Pair Matches

Exposure level

Exposure shape

Mkt beta diff

0.01

Rel. Sharpe diff

0.123

This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.

EES fund page FAB fund page US ETF Leaders US Universe

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