DFE vs. EWD
Compare and contrast key facts about WisdomTree Europe SmallCap Dividend Fund (DFE) and iShares MSCI Sweden ETF (EWD).
DFE and EWD 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. EWD is a passively managed fund by iShares that tracks the performance of the MSCI Sweden Index. It was launched on Mar 12, 1996. Both DFE and EWD 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. EWD - Performance Comparison
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DFE vs. EWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EWD iShares MSCI Sweden ETF | -1.04% | 36.55% | -3.90% | 25.07% | -27.84% | 22.84% | 22.27% | 21.74% | -12.78% | 21.86% |
Returns By Period
In the year-to-date period, DFE achieves a -0.10% return, which is significantly higher than EWD's -1.04% return. Over the past 10 years, DFE has underperformed EWD with an annualized return of 6.62%, while EWD has yielded a comparatively higher 8.72% 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%
EWD
- 1D
- 3.59%
- 1M
- -10.96%
- YTD
- -1.04%
- 6M
- 4.50%
- 1Y
- 19.88%
- 3Y*
- 13.89%
- 5Y*
- 4.83%
- 10Y*
- 8.72%
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DFE vs. EWD - Expense Ratio Comparison
DFE has a 0.58% expense ratio, which is higher than EWD's 0.55% expense ratio.
Return for Risk
DFE vs. EWD — Risk / Return Rank
DFE
EWD
DFE vs. EWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and iShares MSCI Sweden ETF (EWD). 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.
| DFE | EWD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.94 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.39 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.21 | +0.64 |
Martin ratioReturn relative to average drawdown | 6.48 | 4.64 | +1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFE | EWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.94 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.20 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.37 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.27 | +0.01 |
Correlation
The correlation between DFE and EWD 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. EWD - Dividend Comparison
DFE's dividend yield for the trailing twelve months is around 4.10%, more than EWD's 3.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EWD iShares MSCI Sweden ETF | 3.31% | 3.27% | 1.77% | 2.41% | 3.68% | 5.46% | 0.98% | 4.15% | 5.17% | 3.23% | 3.91% | 4.08% |
Drawdowns
DFE vs. EWD - Drawdown Comparison
The maximum DFE drawdown since its inception was -69.38%, smaller than the maximum EWD drawdown of -75.40%. Use the drawdown chart below to compare losses from any high point for DFE and EWD.
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Drawdown Indicators
| DFE | EWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -75.40% | +6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -14.49% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.34% | -42.33% | +1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -49.66% | -42.33% | -7.33% |
Current DrawdownCurrent decline from peak | -7.99% | -10.96% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -17.87% | -19.30% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.77% | -0.52% |
Volatility
DFE vs. EWD - Volatility Comparison
The current volatility for WisdomTree Europe SmallCap Dividend Fund (DFE) is 7.34%, while iShares MSCI Sweden ETF (EWD) has a volatility of 8.86%. This indicates that DFE experiences smaller price fluctuations and is considered to be less risky than EWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFE | EWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 8.86% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 13.68% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 21.43% | -4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 23.80% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 23.37% | -3.67% |