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ISIN
US97717W8698
CUSIP
97717W869
Inception Date
Jun 16, 2006
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Europe SmallCap Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Value
Assets Under Management
$166M

Share Price Chart


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Performance

DFE Performance Chart

WisdomTree Europe SmallCap Dividend Fund (DFE) is up 6.3% since the beginning of the year. DFE is currently trading at $76 per share. Investors who bought $1,000 worth of DFE shares 5 years ago would now be looking at an investment worth $1,247.


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S&P 500 Index

Returns By Period

WisdomTree Europe SmallCap Dividend Fund (DFE) has returned 6.34% so far this year and 13.82% over the past 12 months. Over the last ten years, DFE has returned 6.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


WisdomTree Europe SmallCap Dividend Fund

1D
-0.35%
1M
0.63%
YTD
6.34%
6M
10.73%
1Y
13.82%
3Y*
14.86%
5Y*
4.51%
10Y*
6.90%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFE Monthly Returns History

Based on dividend-adjusted daily data since Jun 16, 2006, DFE's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2009 with a return of +20.4%, while the worst month was Oct 2008 at -27.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DFE closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -13.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.07%3.90%-7.61%5.82%1.79%-1.17%6.34%
20252.73%1.49%3.75%6.61%6.15%3.94%-1.43%1.94%0.61%-1.92%1.54%3.71%32.85%
2024-3.00%0.30%3.36%-1.12%8.26%-4.83%4.94%1.80%0.47%-6.89%-1.90%-1.04%-0.61%
20238.30%0.59%-1.26%3.60%-6.89%2.04%3.48%-4.28%-4.17%-4.53%9.57%9.32%14.94%
2022-4.84%-6.23%1.39%-6.26%2.60%-11.51%5.05%-8.93%-13.27%7.85%13.20%-0.19%-22.15%
2021-0.64%5.52%3.11%5.44%4.04%-2.47%4.08%2.46%-7.70%4.16%-6.09%6.37%18.44%

Benchmark Metrics

WisdomTree Europe SmallCap Dividend Fund has an annualized alpha of -0.56%, beta of 0.84, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since June 19, 2006.

  • This ETF participated in 115.62% of S&P 500 Index downside but only 103.20% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.56%
Beta
0.84
0.56
Upside Capture
103.20%
Downside Capture
115.62%

Expense Ratio

DFE has an expense ratio of 0.58%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DFE ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DFE Risk / Return Rank: 2626
Overall Rank
DFE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DFE Sortino Ratio Rank: 2525
Sortino Ratio Rank
DFE Omega Ratio Rank: 2525
Omega Ratio Rank
DFE Calmar Ratio Rank: 2525
Calmar Ratio Rank
DFE Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and compare them to S&P 500 Index.


DFEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.95

2.39

-1.44

Sortino ratio

Return per unit of downside risk

1.41

3.25

-1.84

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.22

3.11

-1.90

Martin ratio

Return relative to average drawdown

4.19

14.38

-10.19

Dividends

Dividend History

WisdomTree Europe SmallCap Dividend Fund provided a 3.85% dividend yield over the last twelve months, with an annual payout of $2.94 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.94$3.15$2.79$2.97$3.20$1.91$1.57$2.22$2.65$1.79$2.21$1.56

Dividend yield

3.85%4.38%4.93%4.97%5.84%2.56%2.43%3.39%4.97%2.53%4.05%2.78%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Europe SmallCap Dividend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.24$0.00$0.00$1.54$0.00$0.00$0.47$0.00$0.00$0.90$3.15
2024$0.00$0.00$0.22$0.00$0.00$1.32$0.00$0.00$0.45$0.00$0.00$0.81$2.79
2023$0.00$0.00$0.53$0.00$0.00$1.53$0.00$0.00$0.54$0.00$0.00$0.37$2.97
2022$0.00$0.00$0.19$0.00$0.00$2.03$0.00$0.00$0.58$0.00$0.00$0.41$3.20
2021$0.00$0.00$0.15$0.00$0.00$1.11$0.00$0.00$0.44$0.00$0.00$0.22$1.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Europe SmallCap Dividend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Europe SmallCap Dividend Fund was 69.38%, occurring on Mar 9, 2009. Recovery took 1162 trading sessions.

The current WisdomTree Europe SmallCap Dividend Fund drawdown is 2.06%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-69.38%Mar 2009
1y 9mo4y 7mo
6y 4moJun 2007 - Oct 2013
COVID crash2020
-49.66%Mar 2020
2y 1mo10mo 23d
3y 12dJan 2018 - Feb 2021
Bear market2022
-40.34%Sep 2022
1y 24d2y 7mo
3y 8moSep 2021 - May 2025
2014 bear market2014
-22.93%Oct 2014
4mo 9d2y 5mo
2y 9moJun 2014 - Mar 2017
2026 correction2026
-11.41%Mar 2026
28d
3mo 6dFeb 2026 - now

Drawdown Indicators


DFEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-56.78%

-12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-9.10%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

-18.90%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-25.43%

-14.91%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

-33.92%

-15.74%

Current Drawdown

Current decline from peak

-2.06%

0.00%

-2.06%

Average Drawdown

Average peak-to-trough decline

-17.74%

-10.72%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.97%

+1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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