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DFE vs. FLGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFE vs. FLGR - Performance Comparison

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

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DFE vs. FLGR - 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%2.18%
FLGR
Franklin FTSE Germany ETF
-6.72%36.67%10.63%24.22%-21.96%5.40%12.11%19.99%-21.50%-0.27%

Returns By Period

In the year-to-date period, DFE achieves a -0.10% return, which is significantly higher than FLGR's -6.72% 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%

FLGR

1D
3.40%
1M
-10.78%
YTD
-6.72%
6M
-4.77%
1Y
8.79%
3Y*
15.06%
5Y*
6.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFE vs. FLGR - Expense Ratio Comparison

DFE has a 0.58% expense ratio, which is higher than FLGR's 0.09% expense ratio.


Return for Risk

DFE vs. FLGR — 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

FLGR
FLGR Risk / Return Rank: 2626
Overall Rank
FLGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2727
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2525
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2525
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. FLGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and Franklin FTSE Germany ETF (FLGR). 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.


DFEFLGRDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.44

+0.90

Sortino ratio

Return per unit of downside risk

1.87

0.77

+1.10

Omega ratio

Gain probability vs. loss probability

1.27

1.10

+0.17

Calmar ratio

Return relative to maximum drawdown

1.85

0.55

+1.30

Martin ratio

Return relative to average drawdown

6.48

1.72

+4.76

DFE vs. FLGR - Sharpe Ratio Comparison

The current DFE Sharpe Ratio is 1.34, which is higher than the FLGR Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DFE and FLGR, 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


DFEFLGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.44

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.31

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.24

+0.04

Correlation

The correlation between DFE and FLGR is 0.80, 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. FLGR - Dividend Comparison

DFE's dividend yield for the trailing twelve months is around 4.10%, more than FLGR's 1.85% 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%
FLGR
Franklin FTSE Germany ETF
1.85%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%

Drawdowns

DFE vs. FLGR - Drawdown Comparison

The maximum DFE drawdown since its inception was -69.38%, which is greater than FLGR's maximum drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for DFE and FLGR.


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Drawdown Indicators


DFEFLGRDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-46.21%

-23.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-14.44%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-43.54%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

Current Drawdown

Current decline from peak

-7.99%

-11.09%

+3.10%

Average Drawdown

Average peak-to-trough decline

-17.87%

-12.52%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

4.58%

-1.33%

Volatility

DFE vs. FLGR - Volatility Comparison

The current volatility for WisdomTree Europe SmallCap Dividend Fund (DFE) is 7.34%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 8.57%. This indicates that DFE experiences smaller price fluctuations and is considered to be less risky than FLGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEFLGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

8.57%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

12.38%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

20.15%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

20.10%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

21.43%

-1.73%