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WisdomTree Europe Quality Dividend Growth Fund (EU...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717X6105
CUSIP
97717X610
Inception Date
May 7, 2014
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Europe Quality Dividend Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Europe Quality Dividend Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WisdomTree Europe Quality Dividend Growth Fund (EUDG) has returned -2.65% so far this year and 14.50% over the past 12 months. Over the last ten years, EUDG has returned 7.83% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


WisdomTree Europe Quality Dividend Growth Fund

1D
2.85%
1M
-8.92%
YTD
-2.65%
6M
4.30%
1Y
14.50%
3Y*
8.89%
5Y*
5.52%
10Y*
7.83%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 7, 2014, EUDG's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, your investment would double in approximately 10.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +12.7%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EUDG closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.92%2.85%-8.92%-2.65%
20256.75%2.63%0.06%2.84%4.37%0.87%-4.30%5.02%0.89%0.40%2.73%3.88%28.94%
2024-0.85%1.58%2.18%-3.69%5.93%-2.48%2.04%5.30%-0.85%-5.83%-3.67%-3.28%-4.30%
20237.92%-2.43%5.47%4.55%-5.56%4.16%1.55%-3.08%-5.01%-2.30%8.44%5.52%19.36%
2022-4.89%-4.15%0.50%-6.05%0.88%-10.07%5.84%-8.56%-8.61%6.58%12.74%-1.49%-18.24%
2021-0.41%0.45%3.56%4.14%4.69%-0.17%2.53%1.56%-7.28%3.93%-2.91%6.38%16.87%

Benchmark Metrics

WisdomTree Europe Quality Dividend Growth Fund has an annualized alpha of -2.29%, beta of 0.77, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 08, 2014.

  • This ETF participated in 97.26% of S&P 500 Index downside but only 74.67% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.29% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-2.29%
Beta
0.77
0.61
Upside Capture
74.67%
Downside Capture
97.26%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EUDG ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EUDG Risk / Return Rank: 4444
Overall Rank
EUDG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EUDG Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUDG Omega Ratio Rank: 4242
Omega Ratio Rank
EUDG Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUDG Martin Ratio Rank: 4444
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 Quality Dividend Growth Fund (EUDG) and compare them to a chosen benchmark (S&P 500 Index).


EUDGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.90

-0.01

Sortino ratio

Return per unit of downside risk

1.32

1.39

-0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.11

1.40

-0.29

Martin ratio

Return relative to average drawdown

4.24

6.61

-2.36

Explore EUDG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree Europe Quality Dividend Growth Fund provided a 2.35% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.86$0.82$0.72$0.68$0.84$1.03$0.57$0.64$0.67$0.42$0.53$0.47

Dividend yield

2.35%2.19%2.41%2.14%3.07%2.98%1.87%2.30%3.00%1.55%2.49%2.10%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Europe Quality Dividend Growth 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$0.13$0.13
2025$0.00$0.00$0.09$0.00$0.00$0.47$0.00$0.00$0.07$0.00$0.00$0.20$0.82
2024$0.00$0.00$0.09$0.00$0.00$0.45$0.00$0.00$0.05$0.00$0.00$0.13$0.72
2023$0.00$0.00$0.13$0.00$0.00$0.40$0.00$0.00$0.04$0.00$0.00$0.11$0.68
2022$0.00$0.00$0.25$0.00$0.00$0.39$0.00$0.00$0.15$0.00$0.00$0.05$0.84
2021$0.00$0.00$0.19$0.00$0.00$0.36$0.00$0.00$0.41$0.00$0.00$0.07$1.03

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 Quality Dividend Growth 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 Quality Dividend Growth Fund was 33.76%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current WisdomTree Europe Quality Dividend Growth Fund drawdown is 9.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.76%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-33.3%Aug 16, 2021282Sep 27, 2022409May 14, 2024691
-22.09%Jan 29, 2018229Dec 24, 2018244Dec 12, 2019473
-19.77%Jul 7, 2014405Feb 11, 2016306May 1, 2017711
-13.73%Sep 27, 2024132Apr 8, 202527May 16, 2025159

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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