EUDG vs. EUSC

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Europe Quality Dividend Growth Fund (EUDG) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC).

EUDG and EUSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Quality Dividend Growth Index. It was launched on May 7, 2014. EUSC is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Hedged SmallCap Equity Index. It was launched on Mar 4, 2015. Both EUDG and EUSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

EUDG vs. EUSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUDG WisdomTree Europe Quality Dividend Growth Fund	-1.26%	28.94%	-4.30%	19.36%	-18.24%	16.87%	11.29%	28.52%	-15.19%	29.66%
EUSC WisdomTree Europe Hedged SmallCap Equity Fund	6.05%	38.80%	10.42%	19.80%	-11.14%	23.52%	-2.92%	28.60%	-13.34%	22.25%

Returns By Period

In the year-to-date period, EUDG achieves a -1.26% return, which is significantly lower than EUSC's 6.05% return. Over the past 10 years, EUDG has underperformed EUSC with an annualized return of 7.98%, while EUSC has yielded a comparatively higher 12.18% annualized return.

EUDG

• 1D: 1.43%
• 1M: -5.62%
• YTD: -1.26%
• 6M: 4.39%
• 1Y: 16.08%
• 3Y*: 9.41%
• 5Y*: 5.82%
• 10Y*: 7.98%

EUSC

• 1D: 1.25%
• 1M: -2.00%
• YTD: 6.05%
• 6M: 10.83%
• 1Y: 32.59%
• 3Y*: 21.46%
• 5Y*: 13.76%
• 10Y*: 12.18%

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

EUDG vs. EUSC - Expense Ratio Comparison

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

EUDG

WisdomTree Europe Quality Dividend Growth Fund

EUSC

WisdomTree Europe Hedged SmallCap Equity Fund

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: 49
EUDG Sharpe Ratio Rank: 52
EUDG Sortino Ratio Rank: 52
EUDG Omega Ratio Rank: 47
EUDG Calmar Ratio Rank: 47
EUDG Martin Ratio Rank: 49

EUSC

EUSC Risk / Return Rank: 87
EUSC Sharpe Ratio Rank: 85
EUSC Sortino Ratio Rank: 87
EUSC Omega Ratio Rank: 89
EUSC Calmar Ratio Rank: 86
EUSC Martin Ratio Rank: 90

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.

	EUDG	EUSC	Difference
Sharpe ratio Return per unit of total volatility	0.98	1.77	-0.80
Sortino ratio Return per unit of downside risk	1.45	2.47	-1.02
Omega ratio Gain probability vs. loss probability	1.19	1.38	-0.19
Calmar ratio Return relative to maximum drawdown	1.32	2.77	-1.45
Martin ratio Return relative to average drawdown	4.99	12.39	-7.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUDG vs. EUSC - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 0.98, which is lower than the EUSC Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EUDG and EUSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EUDG	EUSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	1.77	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.90	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.71	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.62	-0.29

Correlation

The correlation between EUDG and EUSC is 0.76, 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.

Dividends

EUDG vs. EUSC - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.32%, less than EUSC's 2.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUDG WisdomTree Europe Quality Dividend Growth Fund	2.32%	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	2.89%	2.95%	3.99%	3.53%	5.13%	2.39%	3.42%	3.08%	2.34%	1.46%	2.60%	4.39%

Drawdowns

EUDG vs. EUSC - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, smaller than the maximum EUSC drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for EUDG and EUSC.

Drawdown Indicators

	EUDG	EUSC	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-39.28%	+5.52%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-11.80%	-0.40%
Max Drawdown (5Y) Largest decline over 5 years	-33.30%	-24.49%	-8.81%
Max Drawdown (10Y) Largest decline over 10 years	-33.76%	-39.28%	+5.52%
Current Drawdown Current decline from peak	-7.97%	-3.39%	-4.58%
Average Drawdown Average peak-to-trough decline	-7.77%	-5.53%	-2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	2.65%	+0.58%

Volatility

EUDG vs. EUSC - Volatility Comparison

WisdomTree Europe Quality Dividend Growth Fund (EUDG) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) have volatilities of 6.76% and 6.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUDG	EUSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	6.44%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	10.69%	10.11%	+0.58%
Volatility (1Y) Calculated over the trailing 1-year period	16.55%	18.46%	-1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.46%	15.32%	+1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.57%	17.10%	+0.47%