DFE vs. VGK
Compare and contrast key facts about WisdomTree Europe SmallCap Dividend Fund (DFE) and Vanguard FTSE Europe ETF (VGK).
DFE and VGK 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. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both DFE and VGK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFE or VGK.
Correlation
The correlation between DFE and VGK is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFE vs. VGK - Performance Comparison
Key characteristics
DFE:
0.71
VGK:
0.67
DFE:
1.12
VGK:
1.13
DFE:
1.15
VGK:
1.15
DFE:
0.74
VGK:
0.91
DFE:
2.40
VGK:
2.55
DFE:
5.73%
VGK:
5.08%
DFE:
18.64%
VGK:
17.80%
DFE:
-69.38%
VGK:
-63.61%
DFE:
-1.46%
VGK:
-0.92%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFE having a 16.62% return and VGK slightly lower at 16.43%. Over the past 10 years, DFE has underperformed VGK with an annualized return of 4.93%, while VGK has yielded a comparatively higher 5.88% annualized return.
DFE
16.62%
19.53%
12.18%
13.13%
12.37%
4.93%
VGK
16.43%
17.33%
10.72%
11.82%
13.28%
5.88%
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DFE vs. VGK - Expense Ratio Comparison
DFE has a 0.58% expense ratio, which is higher than VGK's 0.08% expense ratio.
Risk-Adjusted Performance
DFE vs. VGK — Risk-Adjusted Performance Rank
DFE
VGK
DFE vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) and Vanguard FTSE Europe ETF (VGK). 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.
Dividends
DFE vs. VGK - Dividend Comparison
DFE's dividend yield for the trailing twelve months is around 4.28%, more than VGK's 3.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFE WisdomTree Europe SmallCap Dividend Fund | 4.28% | 4.93% | 4.97% | 5.84% | 2.56% | 2.43% | 3.39% | 4.97% | 2.53% | 4.05% | 2.78% | 2.98% |
VGK Vanguard FTSE Europe ETF | 3.01% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
Drawdowns
DFE vs. VGK - Drawdown Comparison
The maximum DFE drawdown since its inception was -69.38%, which is greater than VGK's maximum drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for DFE and VGK. For additional features, visit the drawdowns tool.
Volatility
DFE vs. VGK - Volatility Comparison
The current volatility for WisdomTree Europe SmallCap Dividend Fund (DFE) is 7.19%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 8.12%. This indicates that DFE experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.