DFE vs. FPXE
Compare and contrast key facts about WisdomTree Europe SmallCap Dividend Fund (DFE) and First Trust IPOX Europe Equity Opportunities ETF (FPXE).
DFE and FPXE 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. FPXE is a passively managed fund by First Trust that tracks the performance of the IPOX 100 Europe Index. It was launched on Oct 4, 2018. Both DFE and FPXE 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. FPXE - Performance Comparison
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DFE vs. FPXE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFE WisdomTree Europe SmallCap Dividend Fund | -0.10% | 32.85% | -0.61% | 14.94% | -22.15% | 18.44% | 2.15% | 27.15% | -13.40% |
FPXE First Trust IPOX Europe Equity Opportunities ETF | -0.65% | 24.46% | 16.31% | 14.45% | -35.13% | 9.00% | 35.00% | 34.55% | -14.93% |
Returns By Period
In the year-to-date period, DFE achieves a -0.10% return, which is significantly higher than FPXE's -0.65% 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%
FPXE
- 1D
- 4.49%
- 1M
- -6.65%
- YTD
- -0.65%
- 6M
- -2.92%
- 1Y
- 23.16%
- 3Y*
- 14.84%
- 5Y*
- 3.29%
- 10Y*
- —
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DFE vs. FPXE - Expense Ratio Comparison
DFE has a 0.58% expense ratio, which is lower than FPXE's 0.70% expense ratio.
Return for Risk
DFE vs. FPXE — Risk / Return Rank
DFE
FPXE
DFE vs. FPXE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and First Trust IPOX Europe Equity Opportunities ETF (FPXE). 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 | FPXE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.09 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.67 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.83 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.48 | 5.81 | +0.67 |
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 | FPXE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.09 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.15 | +0.10 |
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 | 0.37 | -0.09 |
Correlation
The correlation between DFE and FPXE is 0.71, 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. FPXE - Dividend Comparison
DFE's dividend yield for the trailing twelve months is around 4.10%, more than FPXE's 1.16% 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% |
FPXE First Trust IPOX Europe Equity Opportunities ETF | 1.16% | 1.15% | 2.10% | 2.03% | 1.81% | 0.47% | 1.35% | 2.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFE vs. FPXE - Drawdown Comparison
The maximum DFE drawdown since its inception was -69.38%, which is greater than FPXE's maximum drawdown of -49.55%. Use the drawdown chart below to compare losses from any high point for DFE and FPXE.
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Drawdown Indicators
| DFE | FPXE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -49.55% | -19.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -11.85% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -40.34% | -49.55% | +9.21% |
Max Drawdown (10Y)Largest decline over 10 years | -49.66% | — | — |
Current DrawdownCurrent decline from peak | -7.99% | -7.21% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -17.87% | -15.00% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.74% | -0.49% |
Volatility
DFE vs. FPXE - Volatility Comparison
The current volatility for WisdomTree Europe SmallCap Dividend Fund (DFE) is 7.34%, while First Trust IPOX Europe Equity Opportunities ETF (FPXE) has a volatility of 9.58%. This indicates that DFE experiences smaller price fluctuations and is considered to be less risky than FPXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFE | FPXE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 9.58% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 13.40% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 21.34% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 21.59% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 22.11% | -2.41% |