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WisdomTree Europe Quality Dividend Growth Fund (EUDG) Sharpe Ratio: 0.83

ETF · Currency in USD · Last updated Jun 5, 2026

EUDG is a passive ETF by WisdomTree tracking the investment results of the WisdomTree Europe Quality Dividend Growth Index. EUDG launched on May 7, 2014 and has a 0.58% expense ratio.

EUDG's Sharpe Ratio of 0.83 indicates that for each unit of volatility, it generates 0.83 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EUDG Sharpe Ratio Rank

EUDG Sharpe Ratio Rank: 23.924
Below Average

EUDG ranks above 23.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

EUDG Sharpe Ratio Market Positioning

The chart shows EUDG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.61+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree Europe Quality Dividend Growth Fund's Sharpe Ratio with other ETFs in the Europe Equities, Dividend category across multiple time periods, showing how EUDG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AMDYYieldMax AMD Option Income Strategy ETF4.30
INCEFranklin Income Equity Focus ETF3.32
LVHIFranklin International Low Volatility High Dividend Index ETF3.28
DVYAiShares Asia/Pacific Dividend ETF2.96
FDRRFidelity Dividend ETF for Rising Rates2.91
UDIVFranklin U.S. Core Dividend Tilt Index ETF2.89
IDViShares International Select Dividend ETF2.88
ALTYGlobal X Alternative Income ETF2.86
DEWWisdomTree Global High Dividend Fund2.81
DIVBiShares U.S. Dividend and Buyback ETF2.78
EUDGWisdomTree Europe Quality Dividend Growth Fund0.83

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EUDG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EUDG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EUDG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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