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WisdomTree Europe Hedged Equity Fund (HEDJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717X7012
CUSIP97717X701
IssuerWisdomTree
Inception DateDec 31, 2009
RegionDeveloped Europe (Broad)
CategoryEurope Equities
Index TrackedWisdomTree Europe Hedged Equity Index
Home Pagewww.wisdomtree.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Europe Hedged Equity 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


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with HEDJ

WisdomTree Europe Hedged Equity Fund

Popular comparisons: HEDJ vs. DBEU, HEDJ vs. UPV, HEDJ vs. HEZU, HEDJ vs. TUR, HEDJ vs. QQQ, HEDJ vs. SPY, HEDJ vs. VGK, HEDJ vs. voo, HEDJ vs. EWG, HEDJ vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Europe Hedged Equity 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%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
20.09%
18.38%
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Europe Hedged Equity Fund had a return of 9.43% year-to-date (YTD) and 21.08% in the last 12 months. Over the past 10 years, WisdomTree Europe Hedged Equity Fund had an annualized return of 13.09%, outperforming the S&P 500 benchmark which had an annualized return of 10.79%.


PeriodReturnBenchmark
Year-To-Date9.43%7.41%
1 month-0.95%-0.81%
6 months20.09%18.38%
1 year21.08%23.57%
5 years (annualized)13.06%12.02%
10 years (annualized)13.09%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.28%6.73%4.27%
2023-2.36%-3.06%8.20%3.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HEDJ is 77, placing it in the top 23% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the financial indicators listed below.

77
WisdomTree Europe Hedged Equity Fund(HEDJ)
77Sharpe Ratio Rank
76Sortino Ratio Rank
75Omega Ratio Rank
87Calmar Ratio Rank
72Martin 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 Hedged Equity Fund (HEDJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HEDJ
Sharpe ratio
The Sharpe ratio of HEDJ compared to the broader market0.002.004.001.76
Sortino ratio
The Sortino ratio of HEDJ compared to the broader market-2.000.002.004.006.008.0010.002.55
Omega ratio
The Omega ratio of HEDJ compared to the broader market1.001.502.002.501.31
Calmar ratio
The Calmar ratio of HEDJ compared to the broader market0.002.004.006.008.0010.0012.002.10
Martin ratio
The Martin ratio of HEDJ compared to the broader market0.0020.0040.0060.0080.006.46
^GSPC
Sharpe ratio
The Sharpe ratio of ^GSPC compared to the broader market0.002.004.002.15
Sortino ratio
The Sortino ratio of ^GSPC compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The Omega ratio of ^GSPC compared to the broader market1.001.502.002.501.38
Calmar ratio
The Calmar ratio of ^GSPC compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The Martin ratio of ^GSPC compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current WisdomTree Europe Hedged Equity Fund Sharpe ratio is 1.76. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.76
2.15
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Europe Hedged Equity Fund granted a 3.02% dividend yield in the last twelve months. The annual payout for that period amounted to $1.42 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.42$1.42$0.99$0.83$0.88$0.64$0.77$0.72$0.73$2.54$1.62$0.52

Dividend yield

3.02%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.54%9.44%5.83%1.85%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Europe Hedged Equity 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$0.00
2023$0.00$0.00$0.00$0.00$0.00$1.21$0.00$0.00$0.08$0.00$0.00$0.14
2022$0.00$0.00$0.04$0.00$0.00$0.76$0.00$0.00$0.08$0.00$0.00$0.10
2021$0.00$0.00$0.04$0.00$0.00$0.50$0.00$0.00$0.07$0.00$0.00$0.22
2020$0.00$0.00$0.05$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.04$0.00$0.00$0.07
2018$0.00$0.00$0.04$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.05$0.00$0.00$0.58$0.00$0.00$0.01$0.00$0.00$0.09
2016$0.00$0.00$0.01$0.00$0.00$0.53$0.00$0.00$0.08$0.00$0.00$0.11
2015$0.00$0.00$0.03$0.00$0.00$0.48$0.00$0.00$0.02$0.00$0.00$2.00
2014$0.00$0.00$0.05$0.00$0.00$0.34$0.00$0.00$0.04$0.00$0.00$1.19
2013$0.01$0.00$0.00$0.36$0.00$0.00$0.09$0.00$0.00$0.06

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
-3.30%
-2.49%
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Europe Hedged Equity 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 Hedged Equity Fund was 38.18%, occurring on Mar 16, 2020. Recovery took 207 trading sessions.

The current WisdomTree Europe Hedged Equity Fund drawdown is 3.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.18%Feb 13, 202022Mar 16, 2020207Jan 8, 2021229
-20.17%Jul 8, 201151Sep 22, 2011206Aug 21, 2012257
-20%Jan 5, 2022185Sep 29, 202284Jan 31, 2023269
-19.74%Apr 13, 2015118Sep 28, 2015236Sep 2, 2016354
-16.87%Jul 26, 2018105Dec 24, 201870Apr 5, 2019175

Volatility

Volatility Chart

The current WisdomTree Europe Hedged Equity Fund volatility is 2.90%, 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
2.90%
3.24%
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)