EUDG vs. OUSA

Last updated Aug 5, 2026

EUDG (WisdomTree Europe Quality Dividend Growth Fund) and OUSA (OShares U.S. Quality Dividend ETF) are both Quality Factor funds - EUDG tracks the WisdomTree Europe Quality Dividend Growth Index while OUSA tracks the O'Shares US Quality Dividend Index. Both are passively managed. Over the past 10 years, EUDG returned 8.74%/yr vs 10.54%/yr for OUSA. Their 0.67 correlation means they have sometimes moved together and sometimes differently. EUDG charges 0.58%/yr vs 0.48%/yr for OUSA.

Performance

EUDG vs. OUSA - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with EUDG having a 8.49% return and OUSA slightly lower at 8.45%. Over the past 10 years, EUDG has underperformed OUSA with an annualized return of 8.74%, while OUSA has yielded a comparatively higher 10.54% annualized return.

EUDG

• 1D: 0.63%
• 1M: 1.06%
• 6M: 3.83%
• YTD: 8.49%
• 1Y: 22.29%
• 3Y*: 12.35%
• 5Y*: 5.46%
• 10Y*: 8.74%
• ALL TIME*: 6.35%

OUSA

• 1D: 1.27%
• 1M: 3.71%
• 6M: 5.67%
• YTD: 8.45%
• 1Y: 16.10%
• 3Y*: 14.04%
• 5Y*: 9.18%
• 10Y*: 10.54%
• ALL TIME*: 10.85%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EUDG WisdomTree Europe Quality Dividend Growth Fund	$257.59K	$184.23K	$164.35K
OUSA OShares U.S. Quality Dividend ETF	$880.04K	$1.30M	$1.44M

EUDG vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUDG WisdomTree Europe Quality Dividend Growth Fund	8.49%	28.94%	-4.30%	19.36%	-18.24%	16.87%	11.29%	28.52%	-15.19%	29.66%
OUSA OShares U.S. Quality Dividend ETF	8.45%	10.23%	17.09%	13.44%	-9.33%	23.75%	6.96%	25.03%	-3.11%	18.81%

Correlation

The correlation between EUDG and OUSA is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.62
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (10Y) Provides a long-term view across more market conditions.	0.68
Correlation (All Time) Calculated using the full available price history since Jul 14, 2015	0.67

The correlation between EUDG and OUSA has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

EUDG vs. OUSA - Sectors Allocation Comparison

Sectors	EUDG	OUSA
Industrials	18.1%	11.9%
Healthcare	17.6%	15.1%
Financial Services	15.0%	18.6%
Consumer Cyclical	12.6%	13.1%
Consumer Defensive	11.7%	7.4%
Communication Services	4.3%	10.3%
Energy	3.9%	-
Basic Materials	3.3%	-
Technology	2.7%	23.7%
Utilities	1.6%	-
Real Estate	0.1%	-

Return for Risk

EUDG vs. OUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EUDG

EUDG Risk / Return Rank: 50
EUDG Sharpe Ratio Rank: 52
EUDG Sortino Ratio Rank: 55
EUDG Omega Ratio Rank: 50
EUDG Calmar Ratio Rank: 46
EUDG Martin Ratio Rank: 48

OUSA

OUSA Risk / Return Rank: 56
OUSA Sharpe Ratio Rank: 59
OUSA Sortino Ratio Rank: 64
OUSA Omega Ratio Rank: 57
OUSA Calmar Ratio Rank: 48
OUSA Martin Ratio Rank: 52

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EUDG vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and OShares U.S. Quality Dividend ETF (OUSA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EUDG	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.58	-0.12
Sortino ratio: Return per unit of downside risk	2.16	2.40	-0.24
Omega ratio: Gain probability vs. loss probability	1.26	1.28	-0.02
Calmar ratio: Return relative to maximum drawdown	1.84	1.93	-0.10
Martin ratio: Return relative to average drawdown	6.11	6.75	-0.64

EUDG vs. OUSA - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 1.46, which is comparable to the OUSA Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of EUDG and OUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EUDG vs. OUSA - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, roughly equal to the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for EUDG and OUSA.

Drawdown Indicators

	EUDG	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-33.12%	-0.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-8.36%	-3.84%
Max Drawdown (3Y) Largest decline over 3 years	-13.73%	-13.14%	-0.59%
Max Drawdown (5Y) Largest decline over 5 years	-33.30%	-19.54%	-13.76%
Max Drawdown (10Y) Largest decline over 10 years	-33.76%	-33.12%	-0.64%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.65%	-3.50%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	2.39%	+1.27%

Volatility

EUDG vs. OUSA - Volatility Comparison

WisdomTree Europe Quality Dividend Growth Fund (EUDG) and OShares U.S. Quality Dividend ETF (OUSA) have volatilities of 3.70% and 3.81%, 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	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	3.81%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	8.12%	+4.86%
Volatility (1Y) Calculated over the trailing 1-year period	15.36%	10.31%	+5.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	13.39%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	15.20%	+2.14%

EUDG vs. OUSA - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

EUDG vs. OUSA - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.31%, more than OUSA's 1.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUDG WisdomTree Europe Quality Dividend Growth Fund	2.31%	2.19%	2.41%	2.14%	3.07%	2.98%	1.87%	2.30%	3.00%	1.55%	2.49%	2.10%
OUSA OShares U.S. Quality Dividend ETF	1.33%	1.39%	1.50%	1.81%	1.92%	1.56%	2.03%	2.31%	3.06%	2.15%	2.32%	1.17%

Frequently Asked Questions

Can I hold both EUDG and OUSA in my portfolio?

EUDG and OUSA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EUDG or OUSA?

OUSA has higher volatility (3.81%) compared to EUDG (3.70%). In terms of maximum drawdown, EUDG dropped -33.76% vs OUSA's -33.12%.

Which ETF is better, EUDG or OUSA?

On 10-year performance, OUSA leads with 10.54% vs 8.74% for EUDG. On fees, OUSA is cheaper at 0.48% per year. On volatility, EUDG has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EUDG or OUSA?

Over the 10-year period, OUSA has performed better with a 10.54% return vs 8.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EUDG or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.58% for EUDG.

Which ETF pays a higher dividend yield, EUDG or OUSA?

EUDG has the higher dividend yield at 2.31%, compared with 1.33% for OUSA.

What is the main difference between EUDG and OUSA?

EUDG tracks WisdomTree Europe Quality Dividend Growth Index, while OUSA tracks O'Shares US Quality Dividend Index. They also come from different issuers: WisdomTree and O'Shares Investments. Their fees differ too: 0.58% for EUDG and 0.48% for OUSA.

Which has better risk-adjusted returns?

OUSA currently has the higher Sharpe Ratio (1.58 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.