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DFE vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFE vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe SmallCap Dividend Fund (DFE) and Portfolio Building Block European Banks Index ETF (PBEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFE achieves a 2.33% return, which is significantly lower than PBEU's 13.63% return.


DFE

1D
-1.30%
1M
-3.73%
YTD
2.33%
6M
3.37%
1Y
10.63%
3Y*
14.30%
5Y*
4.37%
10Y*
7.89%

PBEU

1D
-1.42%
1M
7.22%
YTD
13.63%
6M
14.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFE vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between DFE and PBEU is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.71

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Return for Risk

DFE vs. PBEU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFE
DFE Risk / Return Rank: 2222
Overall Rank
DFE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DFE Sortino Ratio Rank: 2121
Sortino Ratio Rank
DFE Omega Ratio Rank: 2020
Omega Ratio Rank
DFE Calmar Ratio Rank: 2121
Calmar Ratio Rank
DFE Martin Ratio Rank: 2525
Martin Ratio Rank

PBEU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and Portfolio Building Block European Banks Index ETF (PBEU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFEPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.94

Martin ratioReturn relative to average drawdown

3.14

DFE vs. PBEU - Sharpe Ratio Comparison


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Drawdowns

DFE vs. PBEU - Drawdown Comparison

The maximum DFE drawdown since its inception was -69.38%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for DFE and PBEU.


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Drawdown Indicators


DFEPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-17.26%

-52.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

Current Drawdown

Current decline from peak

-5.74%

-1.42%

-4.32%

Average Drawdown

Average peak-to-trough decline

-17.69%

-3.94%

-13.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

DFE vs. PBEU - Volatility Comparison


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Volatility by Period


DFEPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

27.63%

-12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

27.63%

-8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

27.63%

-8.26%

DFE vs. PBEU - Expense Ratio Comparison

DFE has a 0.58% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

DFE vs. PBEU - Dividend Comparison

DFE's dividend yield for the trailing twelve months is around 4.00%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
DFE
WisdomTree Europe SmallCap Dividend Fund
4.00%4.38%4.93%4.97%5.84%2.56%2.43%3.39%4.97%2.53%4.05%2.78%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DFE and PBEU have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.58% for DFE.

DFE has the higher dividend yield at 4.00%, compared with 0.01% for PBEU.

DFE is categorized as Europe Equities, while PBEU is Financials Equities. DFE tracks WisdomTree Europe SmallCap Dividend Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: WisdomTree and Portfolio Building Block. Their fees differ too: 0.58% for DFE and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for DFE and PBEU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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