EUDG vs. SEIQ

Last updated Aug 5, 2026

EUDG (WisdomTree Europe Quality Dividend Growth Fund) and SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) are both Quality Factor funds. EUDG is passively managed, while SEIQ is actively managed. Over the past 3 years, EUDG returned 12.35%/yr vs 14.85%/yr for SEIQ. Their 0.64 correlation means they have sometimes moved together and sometimes differently. EUDG charges 0.58%/yr vs 0.15%/yr for SEIQ.

Performance

EUDG vs. SEIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Quality Dividend Growth Fund (EUDG) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EUDG having a 8.49% return and SEIQ slightly higher at 8.57%.

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%

SEIQ

• 1D: 1.37%
• 1M: 4.62%
• 6M: 8.85%
• YTD: 8.57%
• 1Y: 13.82%
• 3Y*: 14.85%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.46%

*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
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$2.00M	$2.99M	$2.14M

EUDG vs. SEIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EUDG WisdomTree Europe Quality Dividend Growth Fund	8.49%	28.94%	-4.30%	19.36%	-2.90%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	8.57%	12.51%	16.15%	22.66%	1.51%

Correlation

The correlation between EUDG and SEIQ is 0.60, 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.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.59
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.64

The correlation between EUDG and SEIQ has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.

EUDG vs. SEIQ - Sectors Allocation Comparison

Sectors	EUDG	SEIQ
Industrials	18.1%	6.7%
Healthcare	17.6%	19.4%
Financial Services	15.0%	10.3%
Consumer Cyclical	12.6%	10.0%
Consumer Defensive	11.7%	13.1%
Communication Services	4.3%	5.3%
Energy	3.9%	-
Basic Materials	3.3%	0.9%
Technology	2.7%	34.1%
Utilities	1.6%	-
Real Estate	0.1%	-

Return for Risk

EUDG vs. SEIQ — 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

SEIQ

SEIQ Risk / Return Rank: 41
SEIQ Sharpe Ratio Rank: 42
SEIQ Sortino Ratio Rank: 41
SEIQ Omega Ratio Rank: 39
SEIQ Calmar Ratio Rank: 36
SEIQ Martin Ratio Rank: 43

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. SEIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). 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	SEIQ	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.21	+0.25
Sortino ratio: Return per unit of downside risk	2.16	1.74	+0.42
Omega ratio: Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio: Return relative to maximum drawdown	1.84	1.44	+0.40
Martin ratio: Return relative to average drawdown	6.11	5.44	+0.67

EUDG vs. SEIQ - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 1.46, which is comparable to the SEIQ Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of EUDG and SEIQ, 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. SEIQ - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for EUDG and SEIQ.

Drawdown Indicators

	EUDG	SEIQ	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-14.87%	-18.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-9.66%	-2.54%
Max Drawdown (3Y) Largest decline over 3 years	-13.73%	-14.27%	+0.54%
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%	-2.68%	-4.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	2.55%	+1.11%

Volatility

EUDG vs. SEIQ - Volatility Comparison

The current volatility for WisdomTree Europe Quality Dividend Growth Fund (EUDG) is 3.70%, while SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a volatility of 4.19%. This indicates that EUDG experiences smaller price fluctuations and is considered to be less risky than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUDG	SEIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	4.19%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	9.35%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	15.36%	11.58%	+3.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	14.58%	+2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	14.58%	+2.76%

EUDG vs. SEIQ - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than SEIQ's 0.15% expense ratio.

Dividends

EUDG vs. SEIQ - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.31%, more than SEIQ's 0.88% 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%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.88%	0.94%	0.97%	1.08%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EUDG and SEIQ in my portfolio?

EUDG and SEIQ have a correlation of 0.60, 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 SEIQ?

SEIQ has higher volatility (4.19%) compared to EUDG (3.70%). In terms of maximum drawdown, EUDG dropped -33.76% vs SEIQ's -14.87%.

Which ETF is better, EUDG or SEIQ?

On 3-year performance, SEIQ leads with 14.85% vs 12.35% for EUDG. On fees, SEIQ is cheaper at 0.15% 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 SEIQ?

Over the 3-year period, SEIQ has performed better with a 14.85% return vs 12.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EUDG or SEIQ?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.58% for EUDG.

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

EUDG has the higher dividend yield at 2.31%, compared with 0.88% for SEIQ.

What is the main difference between EUDG and SEIQ?

They also come from different issuers: WisdomTree and SEI. Their fees differ too: 0.58% for EUDG and 0.15% for SEIQ.

Which has better risk-adjusted returns?

EUDG currently has the higher Sharpe Ratio (1.46 vs 1.21), 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.