WisdomTree Europe Hedged Equity Fund (HEDJ)
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
| ISIN | US97717X7012 |
|---|---|
| CUSIP | 97717X701 |
| Issuer | WisdomTree |
| Inception Date | Dec 31, 2009 |
| Region | Developed Europe (Broad) |
| Category | Europe Equities |
| Index Tracked | WisdomTree Europe Hedged Equity Index |
| Home Page | www.wisdomtree.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
HEDJ features an expense ratio of 0.58%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
WisdomTree Europe Hedged Equity Fund had a return of 6.12% year-to-date (YTD) and 11.67% in the last 12 months. Over the past 10 years, WisdomTree Europe Hedged Equity Fund had an annualized return of 8.37%, while the S&P 500 had an annualized return of 10.58%, indicating that WisdomTree Europe Hedged Equity Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.12% | 13.20% |
| 1 month | -2.70% | -1.28% |
| 6 months | 5.83% | 10.32% |
| 1 year | 11.67% | 18.23% |
| 5 years (annualized) | 8.65% | 12.31% |
| 10 years (annualized) | 8.37% | 10.58% |
Monthly Returns
The table below presents the monthly returns of HEDJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.28% | 6.73% | 4.27% | -3.62% | 2.13% | -2.54% | 6.12% | ||||||
| 2023 | 10.52% | 3.71% | 2.52% | 0.33% | -2.68% | 5.12% | 2.31% | -3.22% | -2.36% | -3.06% | 8.20% | 3.75% | 26.89% |
| 2022 | -2.72% | -6.34% | 0.87% | -1.25% | 2.06% | -9.57% | 7.86% | -6.38% | -5.77% | 9.15% | 9.43% | -5.56% | -10.09% |
| 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% | 23.54% |
| 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% | -3.35% |
| 2019 | 6.82% | 3.98% | 1.95% | 5.82% | -6.31% | 6.13% | 0.11% | -1.69% | 3.46% | 1.08% | 2.51% | 1.42% | 27.50% |
| 2018 | 3.50% | -4.25% | -0.54% | 3.62% | 0.42% | -1.04% | 3.88% | -2.70% | -0.94% | -5.57% | 0.27% | -5.71% | -9.27% |
| 2017 | 0.05% | 3.78% | 5.54% | 3.23% | 0.71% | -2.84% | -0.51% | -0.45% | 4.84% | 2.64% | -2.73% | -1.09% | 13.51% |
| 2016 | -3.38% | -3.87% | 4.41% | 0.83% | 2.35% | -3.68% | 4.79% | 1.49% | 0.30% | 1.08% | -0.98% | 7.12% | 10.24% |
| 2015 | 8.38% | 6.74% | 2.89% | -2.84% | 1.32% | -3.93% | 4.14% | -10.15% | -5.10% | 11.22% | 3.55% | -8.12% | 5.78% |
| 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% | 4.65% |
| 2013 | 1.43% | 1.86% | 1.81% | 0.94% | 2.06% | -5.48% | 6.10% | -1.82% | 6.50% | 3.03% | 1.30% | 1.55% | 20.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HEDJ is 54, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
WisdomTree Europe Hedged Equity Fund granted a 3.03% dividend yield in the last twelve months. The annual payout for that period amounted to $1.35 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.35 | $1.42 | $0.99 | $0.83 | $0.88 | $0.64 | $0.77 | $0.72 | $0.85 | $2.54 | $1.62 | $0.52 |
Dividend yield | 3.03% | 3.31% | 2.83% | 2.08% | 2.65% | 1.82% | 2.73% | 2.27% | 2.97% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 | $0.00 | $1.14 | |||||
| 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 | $1.42 |
| 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 | $0.99 |
| 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 | $0.83 |
| 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 | $0.88 |
| 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 | $0.64 |
| 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 | $0.77 |
| 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 | $0.72 |
| 2016 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.85 |
| 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 | $2.54 |
| 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 | $1.62 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 248 trading sessions.
The current WisdomTree Europe Hedged Equity Fund drawdown is 6.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.18% | Feb 13, 2020 | 22 | Mar 16, 2020 | 248 | Mar 10, 2021 | 270 |
| -26.08% | Apr 13, 2015 | 212 | Feb 11, 2016 | 264 | Mar 1, 2017 | 476 |
| -22.17% | Jan 5, 2022 | 185 | Sep 29, 2022 | 95 | Feb 15, 2023 | 280 |
| -21.95% | Feb 18, 2011 | 142 | Sep 22, 2011 | 279 | Dec 6, 2012 | 421 |
| -16.96% | Jun 15, 2018 | 133 | Dec 24, 2018 | 70 | Apr 5, 2019 | 203 |
Volatility
Volatility Chart
The current WisdomTree Europe Hedged Equity Fund volatility is 4.33%, 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.