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WisdomTree Europe SmallCap Dividend Fund (DFE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W8698

CUSIP

97717W869

Inception Date

Jun 16, 2006

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

WisdomTree Europe SmallCap Dividend Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

WisdomTree Europe SmallCap Dividend Fund (DFE) returned 22.58% year-to-date (YTD) and 15.92% over the past 12 months. Over the past 10 years, DFE returned 5.56% annually, underperforming the S&P 500 benchmark at 10.84%.


DFE

YTD

22.58%

1M

6.82%

6M

22.06%

1Y

15.92%

3Y*

7.82%

5Y*

11.97%

10Y*

5.56%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of DFE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.73%1.49%3.75%6.61%6.31%22.58%
2024-3.00%0.30%3.36%-1.12%8.26%-4.83%4.94%1.80%0.47%-6.89%-1.90%-1.05%-0.61%
20238.30%0.59%-1.26%3.60%-6.89%2.04%3.48%-4.28%-4.17%-4.53%9.57%9.31%14.94%
2022-4.85%-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%
2020-4.25%-9.01%-27.67%11.14%7.01%3.53%4.56%6.80%-3.39%-4.89%16.31%10.33%2.15%
20198.25%2.13%-0.68%4.34%-5.97%4.21%-4.49%-2.26%3.23%5.35%3.01%8.30%27.15%
20184.62%-4.63%-0.56%1.27%-2.42%-2.99%1.38%-2.60%-1.13%-8.59%-1.85%-5.44%-21.23%
20173.97%0.51%3.47%6.99%4.18%-0.32%4.40%-0.21%3.94%-0.23%-0.71%2.97%32.71%
2016-5.61%-1.48%9.50%0.39%1.78%-9.97%6.39%0.53%1.83%-3.54%-2.23%5.56%1.58%
20151.42%8.54%-1.78%6.04%1.59%-2.92%2.47%-4.03%-3.77%4.12%-0.48%0.80%11.76%
20140.22%8.07%-0.19%-0.14%0.08%-1.59%-5.96%-0.40%-6.91%-0.86%0.83%-1.46%-8.69%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFE is 66, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFE is 6666
Overall Rank
The Sharpe Ratio Rank of DFE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DFE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DFE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DFE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DFE is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree Europe SmallCap Dividend Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.87
  • 5-Year: 0.61
  • 10-Year: 0.28
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree Europe SmallCap Dividend Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

WisdomTree Europe SmallCap Dividend Fund provided a 4.07% dividend yield over the last twelve months, with an annual payout of $2.81 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$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.81$2.79$2.97$3.20$1.91$1.57$2.22$2.65$1.79$2.21$1.56$1.54

Dividend yield

4.07%4.93%4.97%5.84%2.56%2.43%3.39%4.97%2.53%4.05%2.78%2.98%

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
2025$0.00$0.00$0.24$0.00$0.00$0.24
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
2020$0.00$0.00$0.44$0.00$0.00$0.56$0.00$0.00$0.25$0.00$0.00$0.33$1.57
2019$0.00$0.00$0.16$0.00$0.00$1.40$0.00$0.00$0.32$0.00$0.00$0.35$2.22
2018$0.00$0.00$0.10$0.00$0.00$1.81$0.00$0.00$0.42$0.00$0.00$0.33$2.65
2017$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.00$0.41$0.00$0.00$0.30$1.79
2016$0.00$0.00$0.00$0.00$0.00$1.51$0.00$0.00$0.26$0.00$0.00$0.45$2.21
2015$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.00$0.25$0.00$0.00$0.23$1.56
2014$0.02$0.00$0.00$1.08$0.00$0.00$0.26$0.00$0.00$0.18$1.54

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 1144 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.38%Jun 5, 2007443Mar 9, 20091144Oct 17, 20131587
-49.66%Jan 29, 2018541Mar 23, 2020223Feb 9, 2021764
-40.34%Sep 3, 2021268Sep 27, 2022658May 13, 2025926
-22.93%Jun 9, 201492Oct 16, 2014606Mar 15, 2017698
-10.06%Feb 27, 20075Mar 5, 200712Mar 21, 200717
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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