- ISIN
- US97717X6105
- CUSIP
- 97717X610
- Issuer
- WisdomTree
- Inception Date
- May 7, 2014
- Region
- Developed Europe (Broad)
- Category
- Europe Equities, Dividend
- 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
- Assets Under Management
- $68M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EUDG Performance Chart
WisdomTree Europe Quality Dividend Growth Fund (EUDG) is up 3.7% since the beginning of the year. EUDG is currently trading at $39 per share. Investors who bought $1,000 worth of EUDG shares 5 years ago would now be looking at an investment worth $1,295.
Loading charts...
Returns By Period
WisdomTree Europe Quality Dividend Growth Fund (EUDG) has returned 3.73% so far this year and 16.15% over the past 12 months. Over the last ten years, EUDG has returned 9.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
WisdomTree Europe Quality Dividend Growth Fund
- 1D
- -0.84%
- 1M
- 0.91%
- YTD
- 3.73%
- 6M
- 4.43%
- 1Y
- 16.15%
- 3Y*
- 10.91%
- 5Y*
- 5.30%
- 10Y*
- 9.04%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EUDG Monthly Returns History
Based on dividend-adjusted daily data since May 7, 2014, EUDG's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.92% | 2.85% | -8.92% | 4.47% | 2.38% | -0.38% | 3.73% | ||||||
| 2025 | 6.75% | 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% |
| 2023 | 7.92% | -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 -2.61%, beta of 0.77, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since May 07, 2014.
- This ETF participated in 96.80% of S&P 500 Index downside but only 72.76% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.61% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.61%
- Beta
- 0.77
- R²
- 0.60
- Upside Capture
- 72.76%
- Downside Capture
- 96.80%
Expense Ratio
EUDG has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EUDG ranks 30 for risk / return — below 30% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUDG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.78 | -1.46 |
| Martin ratioReturn relative to average drawdown | 4.28 | 12.44 | -8.16 |
Dividends
Dividend History
WisdomTree Europe Quality Dividend Growth Fund provided a 2.21% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 2.21% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $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.
Loading charts...
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 3.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.76%Mar 2020 | 2mo 2d | 5mo 13d | 7mo 15dJan 2020 - Sep 2020 |
Bear market2022 | -33.30%Sep 2022 | 1y 1mo | 1y 7mo | 2y 9moAug 2021 - May 2024 |
Rate-hike selloffLate 2018 | -22.09%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
2016 correction2016 | -19.77%Feb 2016 | 1y 7mo | 1y 2mo | 2y 9moJul 2014 - May 2017 |
2025 selloff2025 | -13.73%Apr 2025 | 6mo 13d | 1mo 8d | 7mo 21dSep 2024 - May 2025 |
Drawdown Indicators
| EUDG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -56.78% | +23.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -9.10% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -18.90% | +5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -25.43% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -33.92% | +0.16% |
Current DrawdownCurrent decline from peak | -3.32% | -1.80% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -10.71% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.03% | +1.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EUDG
Add WisdomTree Europe Quality Dividend Growth Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EUDG