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WisdomTree Europe Quality Dividend Growth Fund (EU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X6105

CUSIP

97717X610

Issuer

WisdomTree

Inception Date

May 7, 2014

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

WisdomTree Europe Quality Dividend Growth Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EUDG features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for EUDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

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.


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


-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-7.07%
5.05%
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Europe Quality Dividend Growth Fund had a return of 1.37% year-to-date (YTD) and -1.71% in the last 12 months. Over the past 10 years, WisdomTree Europe Quality Dividend Growth Fund had an annualized return of 5.86%, while the S&P 500 had an annualized return of 11.24%, indicating that WisdomTree Europe Quality Dividend Growth Fund did not perform as well as the benchmark.


EUDG

YTD

1.37%

1M

-4.04%

6M

-7.07%

1Y

-1.71%

5Y*

4.29%

10Y*

5.86%

^GSPC (Benchmark)

YTD

0.62%

1M

-2.22%

6M

5.05%

1Y

24.42%

5Y*

12.67%

10Y*

11.24%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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%
2020-2.13%-8.85%-11.62%6.90%7.38%3.17%3.31%4.50%0.14%-5.97%12.05%4.64%11.29%
20197.04%3.14%2.39%2.57%-4.69%6.89%-3.09%-0.68%1.45%3.71%2.54%4.78%28.52%
20184.30%-6.37%0.67%0.11%-0.60%-1.36%3.74%-1.67%-0.97%-8.39%-0.99%-4.07%-15.19%
20173.50%2.01%4.14%5.38%5.53%-1.54%1.75%1.12%3.01%0.77%-0.55%1.39%29.66%
2016-4.76%-1.98%6.83%0.22%-0.32%-2.22%3.77%-0.76%0.95%-5.92%-2.96%4.15%-3.71%
20152.16%4.91%-1.81%3.69%0.17%-3.88%2.51%-6.23%-3.08%7.58%-0.22%-1.76%3.21%
20141.07%0.45%-5.20%0.82%-4.15%-1.81%1.80%-4.40%-11.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EUDG is 6, meaning it’s performing worse than 94% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EUDG is 66
Overall Rank
The Sharpe Ratio Rank of EUDG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 77
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 77
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 55
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 77
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 Quality Dividend Growth Fund (EUDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EUDG, currently valued at -0.20, compared to the broader market0.002.004.00-0.201.92
The chart of Sortino ratio for EUDG, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.0010.00-0.192.57
The chart of Omega ratio for EUDG, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.35
The chart of Calmar ratio for EUDG, currently valued at -0.19, compared to the broader market0.005.0010.0015.00-0.192.86
The chart of Martin ratio for EUDG, currently valued at -0.49, compared to the broader market0.0020.0040.0060.0080.00100.00-0.4912.10
EUDG
^GSPC

The current WisdomTree Europe Quality Dividend Growth Fund Sharpe ratio is -0.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Europe Quality Dividend Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.20
1.92
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Europe Quality Dividend Growth Fund provided a 2.38% dividend yield over the last twelve months, with an annual payout of $0.72 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.72$0.72$0.68$0.84$1.03$0.57$0.64$0.67$0.42$0.53$0.47$0.22

Dividend yield

2.38%2.41%2.14%3.08%2.98%1.87%2.30%3.00%1.55%2.49%2.11%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
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
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$0.57
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$0.64
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$0.67
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$0.42
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$0.53
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$0.47
2014$0.07$0.00$0.00$0.06$0.00$0.00$0.09$0.22

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.86%
-2.82%
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 11.86%.


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
-22.1%Jan 29, 2018229Dec 24, 2018244Dec 12, 2019473
-19.76%Jul 7, 2014394Feb 11, 2016293May 1, 2017687
-13.22%Sep 27, 202467Jan 2, 2025

Volatility

Volatility Chart

The current WisdomTree Europe Quality Dividend Growth Fund volatility is 3.44%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.44%
4.46%
EUDG (WisdomTree Europe Quality Dividend Growth Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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