EUDG vs. VBK

Last updated Aug 5, 2026

EUDG (WisdomTree Europe Quality Dividend Growth Fund) and VBK (Vanguard Small-Cap Growth ETF) are both exchange-traded funds - EUDG is a Quality Factor fund tracking the WisdomTree Europe Quality Dividend Growth Index, while VBK is a Small Cap Growth Equities fund tracking the CRSP US Small Cap Growth Index. Both are passively managed. Over the past 10 years, EUDG returned 8.74%/yr vs 11.22%/yr for VBK. Their 0.62 correlation means they have sometimes moved together and sometimes differently. EUDG charges 0.58%/yr vs 0.05%/yr for VBK.

Performance

EUDG vs. VBK - Performance Comparison

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

Returns By Period

In the year-to-date period, EUDG achieves a 8.49% return, which is significantly lower than VBK's 18.05% return. Over the past 10 years, EUDG has underperformed VBK with an annualized return of 8.74%, while VBK has yielded a comparatively higher 11.22% 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%

VBK

• 1D: 2.67%
• 1M: -0.56%
• 6M: 13.39%
• YTD: 18.05%
• 1Y: 26.63%
• 3Y*: 16.05%
• 5Y*: 4.90%
• 10Y*: 11.22%
• ALL TIME*: 9.96%

*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
VBK Vanguard Small-Cap Growth ETF	$71.40M	$71.58M	$83.37M

EUDG vs. VBK - 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%
VBK Vanguard Small-Cap Growth ETF	18.05%	8.50%	16.50%	21.45%	-28.44%	5.66%	35.44%	32.75%	-5.70%	21.87%

Correlation

The correlation between EUDG and VBK 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.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (10Y) Provides a long-term view across more market conditions.	0.63
Correlation (All Time) Calculated using the full available price history since May 7, 2014	0.62

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

EUDG vs. VBK - Sectors Allocation Comparison

Sectors	EUDG	VBK
Industrials	18.1%	23.4%
Healthcare	17.6%	17.9%
Financial Services	15.0%	5.7%
Consumer Cyclical	12.6%	8.9%
Consumer Defensive	11.7%	2.0%
Communication Services	4.3%	3.6%
Energy	3.9%	3.4%
Basic Materials	3.3%	3.1%
Technology	2.7%	27.1%
Utilities	1.6%	1.1%
Real Estate	0.1%	3.7%

Return for Risk

EUDG vs. VBK — 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

VBK

VBK Risk / Return Rank: 51
VBK Sharpe Ratio Rank: 46
VBK Sortino Ratio Rank: 46
VBK Omega Ratio Rank: 42
VBK Calmar Ratio Rank: 59
VBK Martin Ratio Rank: 59

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. VBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Vanguard Small-Cap Growth ETF (VBK). 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	VBK	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.31	+0.15
Sortino ratio: Return per unit of downside risk	2.16	1.88	+0.28
Omega ratio: Gain probability vs. loss probability	1.26	1.23	+0.03
Calmar ratio: Return relative to maximum drawdown	1.84	2.34	-0.50
Martin ratio: Return relative to average drawdown	6.11	7.88	-1.77

EUDG vs. VBK - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 1.46, which is comparable to the VBK Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EUDG and VBK, 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. VBK - Drawdown Comparison

The maximum EUDG drawdown since its inception was -33.76%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for EUDG and VBK.

Drawdown Indicators

	EUDG	VBK	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-58.68%	+24.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-11.44%	-0.76%
Max Drawdown (3Y) Largest decline over 3 years	-13.73%	-27.54%	+13.81%
Max Drawdown (5Y) Largest decline over 5 years	-33.30%	-38.39%	+5.09%
Max Drawdown (10Y) Largest decline over 10 years	-33.76%	-38.70%	+4.94%
Current Drawdown Current decline from peak	0.00%	-2.69%	+2.69%
Average Drawdown Average peak-to-trough decline	-7.65%	-10.10%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	3.39%	+0.27%

Volatility

EUDG vs. VBK - Volatility Comparison

The current volatility for WisdomTree Europe Quality Dividend Growth Fund (EUDG) is 3.70%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 6.07%. This indicates that EUDG experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUDG	VBK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	6.07%	-2.37%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	16.09%	-3.11%
Volatility (1Y) Calculated over the trailing 1-year period	15.36%	20.51%	-5.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	23.70%	-6.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	22.93%	-5.59%

EUDG vs. VBK - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than VBK's 0.05% expense ratio.

Dividends

EUDG vs. VBK - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.31%, more than VBK's 0.43% 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%
VBK Vanguard Small-Cap Growth ETF	0.43%	0.54%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%

Frequently Asked Questions

Can I hold both EUDG and VBK in my portfolio?

EUDG and VBK 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 VBK?

VBK has higher volatility (6.07%) compared to EUDG (3.70%). In terms of maximum drawdown, EUDG dropped -33.76% vs VBK's -58.68%.

Which ETF is better, EUDG or VBK?

On 10-year performance, VBK leads with 11.22% vs 8.74% for EUDG. On fees, VBK is cheaper at 0.05% 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 VBK?

Over the 10-year period, VBK has performed better with a 11.22% 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 VBK?

VBK is cheaper with a 0.05% expense ratio, compared with 0.58% for EUDG.

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

EUDG has the higher dividend yield at 2.31%, compared with 0.43% for VBK.

What is the main difference between EUDG and VBK?

EUDG is categorized as Quality Factor, while VBK is Small Cap Growth Equities. EUDG tracks WisdomTree Europe Quality Dividend Growth Index, while VBK tracks CRSP US Small Cap Growth Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.58% for EUDG and 0.05% for VBK.

Which has better risk-adjusted returns?

EUDG currently has the higher Sharpe Ratio (1.46 vs 1.31), 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.