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EUDG vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDG vs. EUSC - Performance Comparison

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

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Returns By Period


EUDG

1D
-1.04%
1M
2.52%
YTD
1.93%
6M
4.90%
1Y
11.85%
3Y*
10.48%
5Y*
4.73%
10Y*
7.97%

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDG vs. EUSC - Yearly Performance Comparison


EUDG vs. EUSC - Sectors Allocation Comparison


Sectors
EUDG
EUSC

Industrials

23.8%
20.1%

Healthcare

17.7%
2.9%

Financial Services

15.2%
28.4%

Consumer Defensive

12.2%
4.1%

Consumer Cyclical

12.2%
9.1%

Technology

5.1%
4.4%

Energy

4.4%
3.7%

Communication Services

4.3%
5.0%

Basic Materials

3.3%
6.5%

Utilities

1.8%
6.5%

Real Estate

0.1%
9.3%

Industrials

EUDG
23.8%
EUSC
20.1%

Healthcare

EUDG
17.7%
EUSC
2.9%

Financial Services

EUDG
15.2%
EUSC
28.4%

Consumer Defensive

EUDG
12.2%
EUSC
4.1%

Consumer Cyclical

EUDG
12.2%
EUSC
9.1%

Technology

EUDG
5.1%
EUSC
4.4%

Energy

EUDG
4.4%
EUSC
3.7%

Communication Services

EUDG
4.3%
EUSC
5.0%

Basic Materials

EUDG
3.3%
EUSC
6.5%

Utilities

EUDG
1.8%
EUSC
6.5%

Real Estate

EUDG
0.1%
EUSC
9.3%

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Return for Risk

EUDG vs. EUSC — Risk / Return Rank

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

EUDG
EUDG Risk / Return Rank: 2222
Overall Rank
EUDG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EUDG Sortino Ratio Rank: 2222
Sortino Ratio Rank
EUDG Omega Ratio Rank: 2222
Omega Ratio Rank
EUDG Calmar Ratio Rank: 2222
Calmar Ratio Rank
EUDG Martin Ratio Rank: 2424
Martin Ratio Rank

EUSC
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.

EUDG vs. EUSC - Risk-Adjusted Trends Comparison

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


EUDGEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.98

Martin ratioReturn relative to average drawdown

3.19

EUDG vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUDGEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

Drawdowns

EUDG vs. EUSC - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EUDG and EUSC.


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Drawdown Indicators


EUDGEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

0.00%

-33.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-33.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

Current Drawdown

Current decline from peak

-5.00%

0.00%

-5.00%

Average Drawdown

Average peak-to-trough decline

-7.73%

0.00%

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

Volatility

EUDG vs. EUSC - Volatility Comparison


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Volatility by Period


EUDGEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

0.00%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

0.00%

+16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

0.00%

+17.70%

EUDG vs. EUSC - Expense Ratio Comparison

Both EUDG and EUSC have an expense ratio of 0.58%.


Dividends

EUDG vs. EUSC - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.25%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUDG
WisdomTree Europe Quality Dividend Growth Fund
2.25%2.19%2.41%2.14%3.07%2.98%1.87%2.30%3.00%1.55%2.49%2.10%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
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


Both ETFs have the same 0.58% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUDG and EUSC have the same expense ratio: 0.58% per year.

EUDG has the higher dividend yield at 2.25%, compared with 0.00% for EUSC.

EUDG tracks WisdomTree Europe Quality Dividend Growth Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index.

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