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DFE vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFE vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe SmallCap Dividend Fund (DFE) and United States Gasoline Fund LP (UGA). 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 UGA's 64.09% return. Over the past 10 years, DFE has underperformed UGA with an annualized return of 7.89%, while UGA has yielded a comparatively higher 14.31% annualized 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%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFE vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFE
WisdomTree Europe SmallCap Dividend Fund
2.33%32.85%-0.61%14.94%-22.15%18.44%2.15%27.15%-21.23%32.71%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between DFE and UGA is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2008

0.25

The correlation between DFE and UGA shifts across timeframes, from -0.27 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DFE vs. UGA — 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

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and United States Gasoline Fund LP (UGA). 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.


DFEUGADifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.16

Calmar ratioReturn relative to maximum drawdown

0.94

3.17

-2.23

Martin ratioReturn relative to average drawdown

3.14

9.39

-6.25

DFE vs. UGA - Sharpe Ratio Comparison

The current DFE Sharpe Ratio is 0.71, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DFE and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFE vs. UGA - Drawdown Comparison

The maximum DFE drawdown since its inception was -69.38%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DFE and UGA.


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Drawdown Indicators


DFEUGADifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-86.59%

+17.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-18.96%

+7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

-26.68%

+10.27%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-38.11%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

-75.89%

+26.23%

Current Drawdown

Current decline from peak

-5.74%

-18.05%

+12.31%

Average Drawdown

Average peak-to-trough decline

-17.69%

-36.69%

+19.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

6.43%

-3.03%

Volatility

DFE vs. UGA - Volatility Comparison

The current volatility for WisdomTree Europe SmallCap Dividend Fund (DFE) is 4.86%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that DFE experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

9.24%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

30.57%

-17.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

35.22%

-20.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

34.45%

-15.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

37.22%

-17.85%

DFE vs. UGA - Expense Ratio Comparison

DFE has a 0.58% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

DFE vs. UGA - Dividend Comparison

DFE's dividend yield for the trailing twelve months is around 4.00%, while UGA has not paid dividends to shareholders.


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%
UGA
United States Gasoline Fund LP
0.00%0.00%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 UGA have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to DFE (4.86%). In terms of maximum drawdown, DFE dropped -69.38% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 7.89% for DFE. On fees, DFE is cheaper at 0.58% per year. On volatility, DFE has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs 7.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFE is cheaper with a 0.58% expense ratio, compared with 0.75% for UGA.

DFE has the higher dividend yield at 4.00%, compared with 0.00% for UGA.

DFE is categorized as Europe Equities, while UGA is Oil & Gas. DFE tracks WisdomTree Europe SmallCap Dividend Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: WisdomTree and Concierge Technologies. Their fees differ too: 0.58% for DFE and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFE and UGA

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