EUDG vs. DGRS

Last updated Aug 5, 2026

EUDG (WisdomTree Europe Quality Dividend Growth Fund) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds from WisdomTree - EUDG tracks the WisdomTree Europe Quality Dividend Growth Index while DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, EUDG returned 8.74%/yr vs 9.94%/yr for DGRS. Their 0.57 correlation means they have sometimes moved together and sometimes differently. EUDG charges 0.58%/yr vs 0.38%/yr for DGRS.

Performance

EUDG vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Quality Dividend Growth Fund (EUDG) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EUDG achieves a 8.49% return, which is significantly lower than DGRS's 25.37% return. Over the past 10 years, EUDG has underperformed DGRS with an annualized return of 8.74%, while DGRS has yielded a comparatively higher 9.94% annualized return.

EUDG

• 1D: 0.63%
• 1M: 1.06%
• 6M: 3.83%
• YTD: 8.49%
• 1Y: 22.29%
• 3Y*: 12.35%
• 5Y*: 5.46%
• 10Y*: 8.74%
• ALL TIME*: 6.35%

DGRS

• 1D: 1.17%
• 1M: 5.00%
• 6M: 14.42%
• YTD: 25.37%
• 1Y: 33.29%
• 3Y*: 14.34%
• 5Y*: 9.02%
• 10Y*: 9.94%
• ALL TIME*: 9.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$2.80M	$2.44M	$1.90M
EUDG WisdomTree Europe Quality Dividend Growth Fund	$257.59K	$184.23K	$164.35K

EUDG vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUDG WisdomTree Europe Quality Dividend Growth Fund	8.49%	28.94%	-4.30%	19.36%	-18.24%	16.87%	11.29%	28.52%	-15.19%	29.66%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	25.37%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-10.75%	7.25%

Correlation

The correlation between EUDG and DGRS is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (3Y) Balances recent behavior with more history.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (10Y) Provides a long-term view across more market conditions.	0.58
Correlation (All Time) Calculated using the full available price history since May 7, 2014	0.57

The correlation between EUDG and DGRS has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

EUDG vs. DGRS - Sectors Allocation Comparison

Sectors	EUDG	DGRS
Industrials	18.1%	19.5%
Healthcare	17.6%	1.2%
Financial Services	15.0%	25.5%
Consumer Cyclical	12.6%	16.3%
Consumer Defensive	11.7%	6.5%
Communication Services	4.3%	2.0%
Energy	3.9%	10.0%
Basic Materials	3.3%	8.0%
Technology	2.7%	9.1%
Utilities	1.6%	0.2%
Real Estate	0.1%	1.9%

Return for Risk

EUDG vs. DGRS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EUDG

EUDG Risk / Return Rank: 50
EUDG Sharpe Ratio Rank: 52
EUDG Sortino Ratio Rank: 55
EUDG Omega Ratio Rank: 50
EUDG Calmar Ratio Rank: 46
EUDG Martin Ratio Rank: 48

DGRS

DGRS Risk / Return Rank: 79
DGRS Sharpe Ratio Rank: 77
DGRS Sortino Ratio Rank: 83
DGRS Omega Ratio Rank: 75
DGRS Calmar Ratio Rank: 83
DGRS Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EUDG vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	EUDG	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.97	-0.51
Sortino ratio: Return per unit of downside risk	2.16	3.02	-0.86
Omega ratio: Gain probability vs. loss probability	1.26	1.35	-0.09
Calmar ratio: Return relative to maximum drawdown	1.84	3.45	-1.62
Martin ratio: Return relative to average drawdown	6.11	11.04	-4.93

EUDG vs. DGRS - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 1.46, which is comparable to the DGRS Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of EUDG and DGRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EUDG vs. DGRS - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for EUDG and DGRS.

Drawdown Indicators

	EUDG	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-44.83%	+11.07%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-9.68%	-2.52%
Max Drawdown (3Y) Largest decline over 3 years	-13.73%	-27.57%	+13.84%
Max Drawdown (5Y) Largest decline over 5 years	-33.30%	-27.57%	-5.73%
Max Drawdown (10Y) Largest decline over 10 years	-33.76%	-44.83%	+11.07%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.65%	-6.65%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	3.02%	+0.64%

Volatility

EUDG vs. DGRS - Volatility Comparison

The current volatility for WisdomTree Europe Quality Dividend Growth Fund (EUDG) is 3.70%, while WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) has a volatility of 4.14%. This indicates that EUDG experiences smaller price fluctuations and is considered to be less risky than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUDG	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	4.14%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	10.64%	+2.34%
Volatility (1Y) Calculated over the trailing 1-year period	15.36%	17.07%	-1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	20.23%	-3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	23.59%	-6.25%

EUDG vs. DGRS - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than DGRS's 0.38% expense ratio.

Dividends

EUDG vs. DGRS - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.31%, more than DGRS's 1.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	1.98%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
EUDG WisdomTree Europe Quality Dividend Growth Fund	2.31%	2.19%	2.41%	2.14%	3.07%	2.98%	1.87%	2.30%	3.00%	1.55%	2.49%	2.10%

Frequently Asked Questions

Can I hold both EUDG and DGRS in my portfolio?

EUDG and DGRS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EUDG or DGRS?

DGRS has higher volatility (4.14%) compared to EUDG (3.70%). In terms of maximum drawdown, EUDG dropped -33.76% vs DGRS's -44.83%.

Which ETF is better, EUDG or DGRS?

On 10-year performance, DGRS leads with 9.94% vs 8.74% for EUDG. On fees, DGRS is cheaper at 0.38% per year. On volatility, EUDG has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EUDG or DGRS?

Over the 10-year period, DGRS has performed better with a 9.94% return vs 8.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EUDG or DGRS?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.58% for EUDG.

Which ETF pays a higher dividend yield, EUDG or DGRS?

EUDG has the higher dividend yield at 2.31%, compared with 1.98% for DGRS.

What is the main difference between EUDG and DGRS?

EUDG tracks WisdomTree Europe Quality Dividend Growth Index, while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. Their fees differ too: 0.58% for EUDG and 0.38% for DGRS.

Which has better risk-adjusted returns?

DGRS currently has the higher Sharpe Ratio (1.97 vs 1.46), 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.