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EUDG vs. FLSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUDG vs. FLSW - Performance Comparison

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

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EUDG vs. FLSW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUDG
WisdomTree Europe Quality Dividend Growth Fund
-1.26%28.94%-4.30%19.36%-18.24%16.87%11.29%28.52%-11.55%
FLSW
Franklin FTSE Switzerland ETF
-0.89%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%

Returns By Period

In the year-to-date period, EUDG achieves a -1.26% return, which is significantly lower than FLSW's -0.89% 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%

FLSW

1D
1.35%
1M
-6.63%
YTD
-0.89%
6M
6.21%
1Y
17.80%
3Y*
12.06%
5Y*
8.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUDG vs. FLSW - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than FLSW's 0.09% expense ratio.


Return for Risk

EUDG vs. FLSW — Risk / Return Rank

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

EUDG
EUDG Risk / Return Rank: 4949
Overall Rank
EUDG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EUDG Sortino Ratio Rank: 5252
Sortino Ratio Rank
EUDG Omega Ratio Rank: 4747
Omega Ratio Rank
EUDG Calmar Ratio Rank: 4747
Calmar Ratio Rank
EUDG Martin Ratio Rank: 4949
Martin Ratio Rank

FLSW
FLSW Risk / Return Rank: 5454
Overall Rank
FLSW Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4848
Calmar Ratio Rank
FLSW Martin Ratio Rank: 5151
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.

EUDG vs. FLSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Franklin FTSE Switzerland ETF (FLSW). 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.


EUDGFLSWDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.08

-0.11

Sortino ratio

Return per unit of downside risk

1.45

1.58

-0.14

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.32

1.33

-0.01

Martin ratio

Return relative to average drawdown

4.99

5.12

-0.13

EUDG vs. FLSW - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 0.98, which is comparable to the FLSW Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EUDG and FLSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUDGFLSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.08

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.54

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.55

-0.22

Correlation

The correlation between EUDG and FLSW is 0.83, 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. FLSW - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.32%, more than FLSW's 2.14% yield.


TTM20252024202320222021202020192018201720162015
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%
FLSW
Franklin FTSE Switzerland ETF
2.14%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%0.00%0.00%

Drawdowns

EUDG vs. FLSW - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for EUDG and FLSW.


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Drawdown Indicators


EUDGFLSWDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-28.16%

-5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-13.38%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.30%

-28.16%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

Current Drawdown

Current decline from peak

-7.97%

-8.79%

+0.82%

Average Drawdown

Average peak-to-trough decline

-7.77%

-5.97%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.47%

-0.24%

Volatility

EUDG vs. FLSW - Volatility Comparison

WisdomTree Europe Quality Dividend Growth Fund (EUDG) has a higher volatility of 6.76% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.32%. This indicates that EUDG's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDGFLSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

6.32%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.69%

10.63%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

16.50%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

15.49%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

16.84%

+0.73%