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EUDG vs. GSEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EUDG vs. GSEU

Last updated May 12, 2025

Compare and contrast key facts about WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Goldman Sachs ActiveBeta Europe Equity ETF (GSEU).

EUDG and GSEU 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. GSEU is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Europe Equity Index. It was launched on Mar 2, 2016. Both EUDG and GSEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUDG or GSEU.

Correlation

The correlation between EUDG and GSEU is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

EUDG vs. GSEU - Performance Comparison

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

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Key characteristics

Daily Std Dev

EUDG:

8.99%

GSEU:

4.83%

Max Drawdown

EUDG:

-1.58%

GSEU:

-0.69%

Current Drawdown

EUDG:

-1.19%

GSEU:

-0.35%

Returns By Period

EUDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GSEU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EUDG vs. GSEU - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than GSEU's 0.25% expense ratio.

EUDG
WisdomTree Europe Quality Dividend Growth Fund
GSEU
Goldman Sachs ActiveBeta Europe Equity ETF

Risk-Adjusted Performance

EUDG vs. GSEU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUDG
The Risk-Adjusted Performance Rank of EUDG is 4848
Overall Rank
The Sharpe Ratio Rank of EUDG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 4343
Martin Ratio Rank
GSEU
The Risk-Adjusted Performance Rank of GSEU is 7979
Overall Rank
The Sharpe Ratio Rank of GSEU is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of GSEU is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GSEU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GSEU is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GSEU is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EUDG vs. GSEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Goldman Sachs ActiveBeta Europe Equity ETF (GSEU). 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.

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Dividends

EUDG vs. GSEU - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.13%, more than GSEU's 1.99% yield.

TTM20242023202220212020201920182017201620152014
EUDG
WisdomTree Europe Quality Dividend Growth Fund		2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSEU
Goldman Sachs ActiveBeta Europe Equity ETF		1.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EUDG vs. GSEU - Drawdown Comparison

The maximum EUDG drawdown since its inception was -1.58%, which is greater than GSEU's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for EUDG and GSEU. For additional features, visit the drawdowns tool.

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Volatility

EUDG vs. GSEU - Volatility Comparison

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