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EUDG vs. QIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDG vs. QIDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, EUDG achieves a 8.49% return, which is significantly lower than QIDX's 12.48% 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%

QIDX

1D
0.67%
1M
2.19%
6M
8.52%
YTD
12.48%
1Y
14.81%
3Y*
5Y*
10Y*
ALL TIME*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$257.59K$184.23K$164.35K
$63.64K$64.65K$42.83K

EUDG vs. QIDX - Yearly Performance Comparison


Correlation

The correlation between EUDG and QIDX is 0.66, 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.

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.63

The correlation between EUDG and QIDX has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

EUDG vs. QIDX — Risk / Return Rank

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

EUDG
EUDG Risk / Return Rank: 5050
Overall Rank
EUDG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EUDG Sortino Ratio Rank: 5555
Sortino Ratio Rank
EUDG Omega Ratio Rank: 5050
Omega Ratio Rank
EUDG Calmar Ratio Rank: 4646
Calmar Ratio Rank
EUDG Martin Ratio Rank: 4848
Martin Ratio Rank

QIDX
QIDX Risk / Return Rank: 4949
Overall Rank
QIDX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 4848
Sortino Ratio Rank
QIDX Omega Ratio Rank: 4444
Omega Ratio Rank
QIDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
QIDX Martin Ratio Rank: 5454
Martin Ratio Rank
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. QIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Indexperts Quality Earnings Focused ETF (QIDX). 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.


EUDGQIDXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.84

2.15

-0.31

Martin ratioReturn relative to average drawdown

6.11

7.21

-1.10

EUDG vs. QIDX - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 1.46, which is comparable to the QIDX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of EUDG and QIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EUDG vs. QIDX - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for EUDG and QIDX.


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Drawdown Indicators


EUDGQIDXDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-14.99%

-18.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-6.92%

-5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-33.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.65%

-2.12%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.06%

+1.60%

Volatility

EUDG vs. QIDX - Volatility Comparison

WisdomTree Europe Quality Dividend Growth Fund (EUDG) has a higher volatility of 3.70% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.85%. This indicates that EUDG's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDGQIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

2.85%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

8.25%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

11.01%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

14.20%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

14.20%

+3.14%

EUDG vs. QIDX - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than QIDX's 0.50% expense ratio.


Dividends

EUDG vs. QIDX - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.31%, more than QIDX's 0.84% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QIDX
Indexperts Quality Earnings Focused ETF
0.84%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUDG and QIDX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUDG has higher volatility (3.70%) compared to QIDX (2.85%). In terms of maximum drawdown, EUDG dropped -33.76% vs QIDX's -14.99%.

On 1-year performance, EUDG leads with 22.29% vs 14.81% for QIDX. On fees, QIDX is cheaper at 0.50% per year. On volatility, QIDX has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EUDG has performed better with a 22.29% return vs 14.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QIDX is cheaper with a 0.50% expense ratio, compared with 0.58% for EUDG.

EUDG has the higher dividend yield at 2.31%, compared with 0.84% for QIDX.

They also come from different issuers: WisdomTree and Indexperts. Their fees differ too: 0.58% for EUDG and 0.50% for QIDX.

EUDG currently has the higher Sharpe Ratio (1.46 vs 1.36), 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.

Portfolio Optimizer

Find the right allocation for EUDG and QIDX

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