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WisdomTree Europe Equity UCITS ETF - EUR Acc (HEDF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BYQCZX56

Issuer

WisdomTree

Inception Date

Nov 2, 2015

Leveraged

1x

Index Tracked

MSCI Europe NR EUR

Asset Class

Equity

Expense Ratio

HEDF.L features an expense ratio of 0.32%, falling within the medium range.


Expense ratio chart for HEDF.L: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

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:
HEDF.L vs. VGK HEDF.L vs. VUAG.L
Popular comparisons:
HEDF.L vs. VGK HEDF.L vs. VUAG.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in WisdomTree Europe Equity UCITS ETF - EUR Acc, 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%SeptemberOctoberNovemberDecember2025February
10.18%
16.94%
HEDF.L (WisdomTree Europe Equity UCITS ETF - EUR Acc)
Benchmark (^GSPC)

Returns By Period

WisdomTree Europe Equity UCITS ETF - EUR Acc had a return of 11.51% year-to-date (YTD) and 9.83% in the last 12 months.


HEDF.L

YTD

11.51%

1M

5.45%

6M

10.18%

1Y

9.83%

5Y*

8.20%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.08%11.51%
20241.63%5.77%4.13%-3.10%1.29%-2.13%-1.81%1.11%-0.19%-4.00%0.00%1.37%3.69%
20238.51%4.22%2.17%-0.19%-2.97%4.92%2.57%-3.56%-2.16%-3.76%7.83%3.53%22.07%
2022-4.22%-4.43%0.48%-0.45%0.29%-10.02%7.67%-5.99%-5.41%7.72%7.68%-3.88%-11.80%
2021-0.31%0.51%9.18%1.58%2.76%1.50%2.13%1.84%-3.53%2.86%-2.43%5.32%22.91%
2020-3.25%-9.49%-16.38%8.02%4.03%5.26%-0.61%3.57%0.39%-5.79%12.95%1.11%-3.70%
20196.02%4.14%1.46%5.67%-6.18%5.73%0.11%-2.54%3.64%0.98%2.46%0.74%23.79%
20182.59%-3.56%-1.63%4.05%-0.20%-0.82%3.54%-3.18%-1.16%-5.75%-0.74%-5.15%-11.88%
20170.02%4.03%5.22%3.47%0.69%-3.31%-0.06%-0.82%4.25%2.86%-2.74%-0.82%13.07%
2016-5.53%-2.47%3.61%0.47%2.51%-4.47%5.72%1.83%-0.05%1.19%-1.07%6.64%7.86%
20153.42%-7.34%-4.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HEDF.L is 24, meaning it’s performing worse than 76% 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 HEDF.L is 2424
Overall Rank
The Sharpe Ratio Rank of HEDF.L is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of HEDF.L is 2222
Sortino Ratio Rank
The Omega Ratio Rank of HEDF.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of HEDF.L is 3434
Calmar Ratio Rank
The Martin Ratio Rank of HEDF.L is 1919
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 Equity UCITS ETF - EUR Acc (HEDF.L) 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 HEDF.L, currently valued at 0.67, compared to the broader market0.002.004.000.671.74
The chart of Sortino ratio for HEDF.L, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.0012.001.012.35
The chart of Omega ratio for HEDF.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.32
The chart of Calmar ratio for HEDF.L, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.782.61
The chart of Martin ratio for HEDF.L, currently valued at 1.70, compared to the broader market0.0020.0040.0060.0080.00100.001.7010.66
HEDF.L
^GSPC

The current WisdomTree Europe Equity UCITS ETF - EUR Acc Sharpe ratio is 0.67. 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 Equity UCITS ETF - EUR Acc 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.67
1.96
HEDF.L (WisdomTree Europe Equity UCITS ETF - EUR Acc)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Europe Equity UCITS ETF - EUR Acc doesn't pay dividends

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.84%
0
HEDF.L (WisdomTree Europe Equity UCITS ETF - EUR Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Europe Equity UCITS ETF - EUR Acc. 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 Equity UCITS ETF - EUR Acc was 36.66%, occurring on Mar 18, 2020. Recovery took 240 trading sessions.

The current WisdomTree Europe Equity UCITS ETF - EUR Acc drawdown is 1.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.66%Feb 13, 202025Mar 18, 2020240Mar 16, 2021265
-23.72%Jan 6, 2022184Sep 29, 2022135Apr 13, 2023319
-21.31%Dec 1, 201550Feb 11, 2016218Dec 20, 2016268
-17.91%May 23, 2018153Dec 27, 2018129Jul 3, 2019282
-12.08%May 16, 202458Aug 6, 2024123Jan 30, 2025181

Volatility

Volatility Chart

The current WisdomTree Europe Equity UCITS ETF - EUR Acc volatility is 4.02%, 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%7.00%SeptemberOctoberNovemberDecember2025February
4.02%
3.34%
HEDF.L (WisdomTree Europe Equity UCITS ETF - EUR Acc)
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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