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DFE vs. EUSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DFE vs. EUSC

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Europe SmallCap Dividend Fund (DFE) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC).

DFE and EUSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe SmallCap Dividend Index. It was launched on Jun 16, 2006. EUSC is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Hedged SmallCap Equity Index. It was launched on Mar 4, 2015. Both DFE and EUSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DFE vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe SmallCap Dividend Fund (DFE) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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DFE vs. EUSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DFE
WisdomTree Europe SmallCap Dividend Fund		-0.10%32.85%-0.61%14.94%-22.15%18.44%2.15%27.15%-21.23%32.71%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund		4.74%38.80%10.42%19.80%-11.14%23.52%-2.92%28.60%-13.34%22.25%

Returns By Period

In the year-to-date period, DFE achieves a -0.10% return, which is significantly lower than EUSC's 4.74% return. Over the past 10 years, DFE has underperformed EUSC with an annualized return of 6.62%, while EUSC has yielded a comparatively higher 12.04% annualized return.

DFE

1D
3.45%
1M
-7.61%
YTD
-0.10%
6M
3.19%
1Y
22.70%
3Y*
12.12%
5Y*
4.86%
10Y*
6.62%

EUSC

1D
2.89%
1M
-4.05%
YTD
4.74%
6M
10.31%
1Y
31.19%
3Y*
20.96%
5Y*
13.48%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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WisdomTree Europe SmallCap Dividend Fund

WisdomTree Europe Hedged SmallCap Equity Fund

Often compared with DFE:
DFE vs. FEPDFE vs. GALDFE vs. ALTYDFE vs. HEDJDFE vs. VGKDFE vs. FDDDFE vs. QGRW
Often compared with EUSC:
EUSC vs. VGKEUSC vs. IXUSEUSC vs. AVDVEUSC vs. IEUSEUSC vs. SYLDEUSC vs. IEUREUSC vs. DBEF

DFE vs. EUSC - Expense Ratio Comparison

Both DFE and EUSC have an expense ratio of 0.58%.

DFE
WisdomTree Europe SmallCap Dividend Fund
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund

Return for Risk

DFE vs. EUSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFE
DFE Risk / Return Rank: 7272
Overall Rank
DFE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFE Sortino Ratio Rank: 7474
Sortino Ratio Rank
DFE Omega Ratio Rank: 7474
Omega Ratio Rank
DFE Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFE Martin Ratio Rank: 6565
Martin Ratio Rank
EUSC
EUSC Risk / Return Rank: 8787
Overall Rank
EUSC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EUSC Sortino Ratio Rank: 8787
Sortino Ratio Rank
EUSC Omega Ratio Rank: 8989
Omega Ratio Rank
EUSC Calmar Ratio Rank: 8585
Calmar Ratio Rank
EUSC Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFE vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

DFEEUSCDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.70

-0.36

Sortino ratio

Return per unit of downside risk

1.87

2.38

-0.51

Omega ratio

Gain probability vs. loss probability

1.27

1.37

-0.09

Calmar ratio

Return relative to maximum drawdown

1.85

2.51

-0.66

Martin ratio

Return relative to average drawdown

6.48

11.27

-4.79

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFE vs. EUSC - Sharpe Ratio Comparison

The current DFE Sharpe Ratio is 1.34, which is comparable to the EUSC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DFE and EUSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DFEEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.70

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.88

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.71

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.62

-0.34

Correlation

The correlation between DFE and EUSC is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DFE vs. EUSC - Dividend Comparison

DFE's dividend yield for the trailing twelve months is around 4.10%, more than EUSC's 2.93% yield.

TTM20252024202320222021202020192018201720162015
DFE
WisdomTree Europe SmallCap Dividend Fund		4.10%4.38%4.93%4.97%5.84%2.56%2.43%3.39%4.97%2.53%4.05%2.78%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund		2.93%2.95%3.99%3.53%5.13%2.39%3.42%3.08%2.34%1.46%2.60%4.39%

Drawdowns

DFE vs. EUSC - Drawdown Comparison

The maximum DFE drawdown since its inception was -69.38%, which is greater than EUSC's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for DFE and EUSC.

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Drawdown Indicators

DFEEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-39.28%

-30.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-11.85%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-24.49%

-15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

-39.28%

-10.38%

Current Drawdown

Current decline from peak

-7.99%

-4.58%

-3.41%

Average Drawdown

Average peak-to-trough decline

-17.87%

-5.53%

-12.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.64%

+0.61%

Volatility

DFE vs. EUSC - Volatility Comparison

WisdomTree Europe SmallCap Dividend Fund (DFE) has a higher volatility of 7.34% compared to WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) at 6.96%. This indicates that DFE's price experiences larger fluctuations and is considered to be riskier than EUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DFEEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

6.96%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.05%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

18.46%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

15.33%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

17.10%

+2.60%