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.
Key characteristics
| DFE | VGK | |
|---|---|---|
| YTD Return | -0.13% | 3.37% |
| 1Y Return | 14.82% | 14.80% |
| 3Y Return (Ann) | -3.84% | 1.17% |
| 5Y Return (Ann) | 3.51% | 6.25% |
| 10Y Return (Ann) | 5.14% | 5.23% |
| Sharpe Ratio | 0.90 | 1.12 |
| Sortino Ratio | 1.35 | 1.61 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 0.57 | 1.42 |
| Martin Ratio | 4.54 | 5.81 |
| Ulcer Index | 3.29% | 2.60% |
| Daily Std Dev | 16.58% | 13.50% |
| Max Drawdown | -69.38% | -63.61% |
| Current Drawdown | -15.09% | -9.19% |
Correlation
The correlation between DFE and VGK is 0.86, 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.
Performance
DFE vs. VGK - Performance Comparison
In the year-to-date period, DFE achieves a -0.13% return, which is significantly lower than VGK's 3.37% return. Both investments have delivered pretty close results over the past 10 years, with DFE having a 5.14% annualized return and VGK not far ahead at 5.23%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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 4.07%, more than VGK's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFE WisdomTree Europe SmallCap Dividend Fund | 4.07% | 4.97% | 5.84% | 2.56% | 2.43% | 3.39% | 4.97% | 2.53% | 4.05% | 2.78% | 2.98% | 2.39% |
VGK Vanguard FTSE Europe ETF | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
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
WisdomTree Europe SmallCap Dividend Fund (DFE) has a higher volatility of 4.82% compared to Vanguard FTSE Europe ETF (VGK) at 4.54%. This indicates that DFE's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.