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WisdomTree Europe Hedged Equity Fund (HEDJ)

ETF · Currency in USD · Last updated Aug 6, 2022

HEDJ is a passive ETF by WisdomTree tracking the investment results of the WisdomTree Europe Hedged Equity Index. HEDJ launched on Dec 31, 2009 and has a 0.58% expense ratio.

ETF Info

ISINUS97717X7012
CUSIP97717X701
IssuerWisdomTree
Inception DateDec 31, 2009
RegionDeveloped Europe (Broad)
CategoryEurope Equities
Expense Ratio0.58%
Index TrackedWisdomTree Europe Hedged Equity Index
ETF Home Pagewww.wisdomtree.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$70.54
Year Range$64.64 - $80.01
EMA (50)$68.70
EMA (200)$71.90
Average Volume$114.99K

HEDJShare Price Chart


Chart placeholderClick Calculate to get results

HEDJPerformance

The chart shows the growth of $10,000 invested in WisdomTree Europe Hedged Equity Fund in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,618 for a total return of roughly 126.18%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-5.39%
-7.55%
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)

HEDJReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.64%8.19%
6M-6.03%-7.42%
YTD-9.84%-13.03%
1Y-7.72%-5.85%
5Y4.79%10.86%
10Y8.73%11.53%

HEDJMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.72%-6.33%0.87%-1.25%2.06%-9.57%7.86%-0.21%
2021-0.11%1.04%8.85%1.62%2.69%1.75%2.31%2.03%-4.27%3.85%-3.24%5.47%
2020-3.84%-8.16%-17.63%8.98%5.03%4.58%-1.05%3.00%0.88%-5.30%12.77%1.10%
20196.82%3.98%1.95%5.82%-6.31%6.13%0.11%-1.69%3.46%1.08%2.51%1.42%
20183.50%-4.25%-0.54%3.62%0.42%-1.04%3.88%-2.70%-0.94%-5.57%0.27%-5.71%
20170.05%3.78%5.54%3.23%0.71%-2.84%-0.51%-0.45%4.84%2.64%-2.73%-1.09%
2016-3.38%-3.87%4.15%0.83%2.35%-3.68%4.79%1.49%0.30%1.08%-0.98%7.12%
20158.38%6.74%2.89%-2.84%1.32%-3.93%4.14%-10.15%-5.10%11.22%3.55%-8.12%
2014-4.07%3.75%1.27%1.72%3.34%-0.58%-3.41%2.25%0.26%-2.08%5.28%-2.67%
20131.43%1.86%1.81%0.94%2.06%-5.48%6.10%-1.82%6.50%3.03%1.30%1.55%
20123.52%5.42%0.02%-3.08%-6.68%5.66%0.38%1.11%0.83%2.31%4.65%3.81%
20112.31%1.54%-1.55%2.24%-1.96%-1.08%-3.97%-7.35%-2.23%2.70%0.39%-0.23%
2010-6.38%0.09%7.12%-2.73%-4.63%-3.88%6.27%-2.37%4.23%3.18%-2.60%4.25%

HEDJSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current WisdomTree Europe Hedged Equity Fund Sharpe ratio is -0.41. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.41
-0.31
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)

HEDJDividend History

WisdomTree Europe Hedged Equity Fund granted a 3.11% dividend yield in the last twelve months. The annual payout for that period amounted to $2.19 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$2.19$1.67$1.76$1.28$1.54$1.45$1.57$5.08$3.24$1.04$1.08$1.40$1.65

Dividend yield

3.11%2.13%2.77%1.96%3.00%2.55%3.15%11.19%7.55%2.53%3.17%4.87%5.23%

HEDJDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-11.83%
-13.58%
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)

HEDJWorst Drawdowns

The table below shows the maximum drawdowns of the WisdomTree Europe Hedged Equity Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the WisdomTree Europe Hedged Equity Fund is 38.18%, recorded on Mar 16, 2020. It took 248 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.18%Feb 13, 202022Mar 16, 2020248Mar 10, 2021270
-26.08%Apr 13, 2015212Feb 11, 2016270Mar 9, 2017482
-21.95%Feb 18, 2011142Sep 22, 2011279Dec 6, 2012421
-19.2%Jan 5, 202242Mar 7, 2022
-16.96%May 23, 2018149Dec 24, 201870Apr 5, 2019219
-13.37%Apr 16, 201052Jun 30, 2010135Jan 12, 2011187
-12.05%Jun 20, 201483Oct 16, 201433Dec 3, 2014116
-11.03%May 22, 201323Jun 24, 201335Aug 13, 201358
-10.14%Jan 20, 201012Feb 5, 201033Mar 29, 201045
-8.96%Jan 24, 201842Mar 23, 201837May 16, 201879

HEDJVolatility Chart

Current WisdomTree Europe Hedged Equity Fund volatility is 18.50%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%MarchAprilMayJuneJulyAugust
18.50%
19.67%
HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (^GSPC)