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EUDG vs. OPPE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUDG vs. OPPE - Performance Comparison

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

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EUDG vs. OPPE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OPPE
WisdomTree European Opportunities 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 OPPE's 6.05% return. Over the past 10 years, EUDG has underperformed OPPE with an annualized return of 7.98%, while OPPE 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%

OPPE

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)

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EUDG vs. OPPE - Expense Ratio Comparison

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


Return for Risk

EUDG vs. OPPE — 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

OPPE
OPPE Risk / Return Rank: 8787
Overall Rank
OPPE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
OPPE Sortino Ratio Rank: 8787
Sortino Ratio Rank
OPPE Omega Ratio Rank: 8989
Omega Ratio Rank
OPPE Calmar Ratio Rank: 8585
Calmar Ratio Rank
OPPE Martin Ratio Rank: 9090
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. OPPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and WisdomTree European Opportunities Fund (OPPE). 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.


EUDGOPPEDifference

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

EUDG vs. OPPE - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 0.98, which is lower than the OPPE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EUDG and OPPE, 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


EUDGOPPEDifference

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 OPPE 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. OPPE - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.32%, less than OPPE's 2.89% 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%
OPPE
WisdomTree European Opportunities 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. OPPE - Drawdown Comparison

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


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Drawdown Indicators


EUDGOPPEDifference

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. OPPE - Volatility Comparison

WisdomTree Europe Quality Dividend Growth Fund (EUDG) and WisdomTree European Opportunities Fund (OPPE) 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.


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Volatility by Period


EUDGOPPEDifference

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%