PortfoliosLab logo

WisdomTree Europe Hedged Equity Fund

HEDJ
ETF · Currency in USD
ISIN
US97717X7012
CUSIP
97717X701
Issuer
WisdomTree
Inception Date
Dec 31, 2009
Region
Developed Europe (Broad)
Category
Europe Equities
Expense Ratio
0.58%
Index Tracked
WisdomTree Europe Hedged Equity Index
ETF Home Page
www.wisdomtree.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

HEDJPrice Chart


Chart placeholderClick Calculate to get results
S&P 500

HEDJPerformance

The chart shows the growth of $10,000 invested in WisdomTree Europe Hedged Equity Fund on Jan 19, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,572 for a total return of roughly 145.72%. All prices are adjusted for splits and dividends.


HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (S&P 500)

HEDJReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-2.09%
6M12.82%
YTD20.15%
1Y26.39%
5Y10.82%
10Y10.56%

HEDJMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

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 1.92. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (S&P 500)

HEDJDividends

WisdomTree Europe Hedged Equity Fund granted a 2.69% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $2.11 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$2.11$1.76$1.28$1.54$1.45$1.44$5.08$3.24$1.04$1.08$1.40$1.65

Dividend yield

2.69%2.65%1.82%2.73%2.27%2.50%9.44%5.83%1.85%2.27%3.39%3.53%

HEDJDrawdowns Chart

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


HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (S&P 500)

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, 2011150Sep 22, 2011303Dec 6, 2012453
-16.96%May 23, 2018149Dec 24, 201870Apr 5, 2019219
-13.37%Apr 16, 201053Jun 30, 2010136Jan 12, 2011189
-12.05%Jun 20, 201483Oct 16, 201433Dec 3, 2014116
-11.03%May 22, 201323Jun 24, 201335Aug 13, 201358
-10.14%Jan 20, 201013Feb 5, 201035Mar 29, 201048
-8.96%Jan 24, 201842Mar 23, 201837May 16, 201879
-8.61%Jul 25, 201916Aug 15, 201948Oct 23, 201964

HEDJVolatility Chart

Current WisdomTree Europe Hedged Equity Fund volatility is 9.78%. 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.


HEDJ (WisdomTree Europe Hedged Equity Fund)
Benchmark (S&P 500)

Portfolios with WisdomTree Europe Hedged Equity Fund


Loading data...

More Tools for WisdomTree Europe Hedged Equity Fund