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EGRG.L vs. FLXD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGRG.L vs. FLXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGRG.L is traded in GBp, while FLXD.L is traded in GBP. To make them comparable, the FLXD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGRG.L achieves a 5.43% return, which is significantly lower than FLXD.L's 8.75% return.


EGRG.L

1D
-0.74%
1M
5.47%
YTD
5.43%
6M
7.77%
1Y
13.75%
3Y*
7.04%
5Y*
4.14%
10Y*

FLXD.L

1D
-0.27%
1M
-1.11%
YTD
8.75%
6M
12.23%
1Y
20.28%
3Y*
19.04%
5Y*
13.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGRG.L vs. FLXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGRG.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc
5.43%19.51%-7.58%16.82%-14.36%18.71%10.44%23.27%-12.36%4.08%
FLXD.L
Franklin European Quality Dividend UCITS ETF
8.75%31.50%8.51%9.23%6.26%10.54%1.48%13.79%-11.21%-3.30%

Correlation

The correlation between EGRG.L and FLXD.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.46

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

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2017

0.34

The correlation between EGRG.L and FLXD.L shifts across timeframes, from 0.34 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.

EGRG.L vs. FLXD.L - Sectors Allocation Comparison


Sectors
EGRG.L
FLXD.L

Industrials

24.4%
7.9%

Consumer Cyclical

23.1%
1.0%

Financial Services

17.0%
35.8%

Technology

9.6%
0.7%

Communication Services

9.3%
16.3%

Healthcare

2.9%
10.3%

Basic Materials

2.7%
5.2%

Energy

1.2%
11.6%

Consumer Defensive

0.9%
4.6%

Real Estate

0.3%
3.5%

Utilities

0.2%
3.1%

Industrials

EGRG.L
24.4%
FLXD.L
7.9%

Consumer Cyclical

EGRG.L
23.1%
FLXD.L
1.0%

Financial Services

EGRG.L
17.0%
FLXD.L
35.8%

Technology

EGRG.L
9.6%
FLXD.L
0.7%

Communication Services

EGRG.L
9.3%
FLXD.L
16.3%

Healthcare

EGRG.L
2.9%
FLXD.L
10.3%

Basic Materials

EGRG.L
2.7%
FLXD.L
5.2%

Energy

EGRG.L
1.2%
FLXD.L
11.6%

Consumer Defensive

EGRG.L
0.9%
FLXD.L
4.6%

Real Estate

EGRG.L
0.3%
FLXD.L
3.5%

Utilities

EGRG.L
0.2%
FLXD.L
3.1%

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Return for Risk

EGRG.L vs. FLXD.L — Risk / Return Rank

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

EGRG.L
EGRG.L Risk / Return Rank: 2626
Overall Rank
EGRG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EGRG.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EGRG.L Omega Ratio Rank: 2626
Omega Ratio Rank
EGRG.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
EGRG.L Martin Ratio Rank: 2727
Martin Ratio Rank

FLXD.L
FLXD.L Risk / Return Rank: 7878
Overall Rank
FLXD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 7171
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 8080
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.

EGRG.L vs. FLXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L). 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.


EGRG.LFLXD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratioReturn relative to maximum drawdown

1.12

5.58

-4.45

Martin ratioReturn relative to average drawdown

3.62

15.69

-12.07

EGRG.L vs. FLXD.L - Sharpe Ratio Comparison

The current EGRG.L Sharpe Ratio is 0.88, which is lower than the FLXD.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EGRG.L and FLXD.L, 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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Sharpe Ratios by Period


EGRG.LFLXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.37

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

1.20

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.63

+0.13

Drawdowns

EGRG.L vs. FLXD.L - Drawdown Comparison

The maximum EGRG.L drawdown since its inception was -29.27%, roughly equal to the maximum FLXD.L drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for EGRG.L and FLXD.L.


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Drawdown Indicators


EGRG.LFLXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

-29.71%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-3.62%

-8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-7.78%

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-11.76%

-16.30%

Current Drawdown

Current decline from peak

-0.74%

-3.24%

+2.50%

Average Drawdown

Average peak-to-trough decline

-7.21%

-4.13%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

1.29%

+2.49%

Volatility

EGRG.L vs. FLXD.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) has a higher volatility of 5.20% compared to Franklin European Quality Dividend UCITS ETF (FLXD.L) at 2.68%. This indicates that EGRG.L's price experiences larger fluctuations and is considered to be riskier than FLXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGRG.LFLXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

2.68%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

6.94%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

8.54%

+6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

10.85%

+8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

12.92%

+11.67%

EGRG.L vs. FLXD.L - Expense Ratio Comparison

EGRG.L has a 0.29% expense ratio, which is higher than FLXD.L's 0.25% expense ratio.


Dividends

EGRG.L vs. FLXD.L - Dividend Comparison

EGRG.L has not paid dividends to shareholders, while FLXD.L's dividend yield for the trailing twelve months is around 4.39%.


PositionTTM20252024202320222021202020192018
EGRG.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLXD.L
Franklin European Quality Dividend UCITS ETF
4.39%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%

Frequently Asked Questions


EGRG.L and FLXD.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXD.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EGRG.L.

EGRG.L tracks MSCI EMU NR EUR, while FLXD.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.29% for EGRG.L and 0.25% for FLXD.L.

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