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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
Assets Under Management
$68M

Share Price Chart


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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.


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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.92%2.85%-8.92%4.47%2.38%-0.38%3.73%
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 -2.61%, 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
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.


EUDG Risk / Return Rank: 3030
Overall Rank
EUDG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EUDG Sortino Ratio Rank: 3030
Sortino Ratio Rank
EUDG Omega Ratio Rank: 2828
Omega Ratio Rank
EUDG Calmar Ratio Rank: 2828
Calmar Ratio Rank
EUDG Martin Ratio Rank: 3131
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 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.


EUDGBenchmarkDifference
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.


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

2.21%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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.


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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 3.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.76%Mar 2020
2mo 2d5mo 13d
7mo 15dJan 2020 - Sep 2020
Bear market2022
-33.30%Sep 2022
1y 1mo1y 7mo
2y 9moAug 2021 - May 2024
Rate-hike selloffLate 2018
-22.09%Dec 2018
10mo 29d11mo 23d
1y 10moJan 2018 - Dec 2019
2016 correction2016
-19.77%Feb 2016
1y 7mo1y 2mo
2y 9moJul 2014 - May 2017
2025 selloff2025
-13.73%Apr 2025
6mo 13d1mo 8d
7mo 21dSep 2024 - May 2025

Drawdown Indicators


EUDGBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.32%

-1.80%

-1.52%

Average Drawdown

Average peak-to-trough decline

-7.71%

-10.71%

+3.00%

Ulcer Index

Depth 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.


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Portfolio Analyzer

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