PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WisdomTree Europe Quality Dividend Growth Fund (EU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717X6105
CUSIP97717X610
IssuerWisdomTree
Inception DateMay 7, 2014
RegionDeveloped Europe (Broad)
CategoryEurope Equities, Dividend
Index TrackedWisdomTree Europe Quality Dividend Growth Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Europe Quality Dividend Growth Fund has a high expense ratio of 0.58%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.58%

Share Price Chart


Loading data...

Compare to other instruments

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


WisdomTree Europe Quality Dividend Growth Fund

Popular comparisons: EUDG vs. VTV, EUDG vs. GSEU, EUDG vs. vbk, EUDG vs. IDV, EUDG vs. schf, EUDG vs. vt, EUDG vs. bil, EUDG vs. vgk, EUDG vs. voo, EUDG vs. SCHD

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
9.08%
15.73%
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Europe Quality Dividend Growth Fund had a return of -2.13% year-to-date (YTD) and 1.95% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.13%6.12%
1 month-4.30%-1.08%
6 months9.08%15.73%
1 year1.95%22.34%
5 years (annualized)6.74%11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.86%1.58%2.17%
2023-5.01%-2.30%8.44%5.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EUDG is 20, indicating that it is in the bottom 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EUDG is 2020
WisdomTree Europe Quality Dividend Growth Fund(EUDG)
The Sharpe Ratio Rank of EUDG is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 2020Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 1919Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 2222Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 2121Martin 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 Quality Dividend Growth Fund (EUDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EUDG
Sharpe ratio
The chart of Sharpe ratio for EUDG, currently valued at 0.12, compared to the broader market0.002.004.000.12
Sortino ratio
The chart of Sortino ratio for EUDG, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.0010.000.27
Omega ratio
The chart of Omega ratio for EUDG, currently valued at 1.03, compared to the broader market1.001.502.002.501.03
Calmar ratio
The chart of Calmar ratio for EUDG, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.000.09
Martin ratio
The chart of Martin ratio for EUDG, currently valued at 0.35, compared to the broader market0.0020.0040.0060.0080.000.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current WisdomTree Europe Quality Dividend Growth Fund Sharpe ratio is 0.12. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.12
1.89
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Europe Quality Dividend Growth Fund granted a 2.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.64 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.64$0.68$0.84$1.03$0.57$0.64$0.67$0.42$0.53$0.47$0.22

Dividend yield

2.06%2.14%3.07%2.98%1.87%2.30%3.00%1.55%2.49%2.10%0.97%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.09
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
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
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
2020$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.11
2019$0.00$0.00$0.14$0.00$0.00$0.27$0.00$0.00$0.15$0.00$0.00$0.10
2018$0.00$0.00$0.07$0.00$0.00$0.38$0.00$0.00$0.08$0.00$0.00$0.15
2017$0.00$0.00$0.08$0.00$0.00$0.26$0.00$0.00$0.05$0.00$0.00$0.03
2016$0.00$0.00$0.09$0.00$0.00$0.33$0.00$0.00$0.06$0.00$0.00$0.04
2015$0.00$0.00$0.12$0.00$0.00$0.28$0.00$0.00$0.03$0.00$0.00$0.05
2014$0.07$0.00$0.00$0.06$0.00$0.00$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.73%
-3.66%
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)

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 5.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.76%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-33.29%Aug 16, 2021282Sep 27, 2022
-22.1%Jan 29, 2018229Dec 24, 2018244Dec 12, 2019473
-19.77%Jul 7, 2014394Feb 11, 2016293May 1, 2017687
-9.73%Oct 13, 202014Oct 30, 20207Nov 10, 202021

Volatility

Volatility Chart

The current WisdomTree Europe Quality Dividend Growth Fund volatility is 3.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.25%
3.44%
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)