EUDG vs. VTV
Compare and contrast key facts about WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Vanguard Value ETF (VTV).
EUDG and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Quality Dividend Growth Index. It was launched on May 7, 2014. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both EUDG and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUDG or VTV.
Key characteristics
| EUDG | VTV | |
|---|---|---|
| YTD Return | 0.20% | 6.29% |
| 1Y Return | 2.95% | 16.34% |
| 3Y Return (Ann) | 1.48% | 7.96% |
| 5Y Return (Ann) | 7.29% | 10.27% |
| Sharpe Ratio | 0.33 | 1.75 |
| Daily Std Dev | 12.31% | 10.30% |
| Max Drawdown | -33.76% | -59.27% |
| Current Drawdown | -3.48% | -3.04% |
Correlation
The correlation between EUDG and VTV is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EUDG vs. VTV - Performance Comparison
In the year-to-date period, EUDG achieves a 0.20% return, which is significantly lower than VTV's 6.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUDG vs. VTV - Expense Ratio Comparison
EUDG has a 0.58% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
EUDG vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Vanguard Value ETF (VTV). 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.
Dividends
EUDG vs. VTV - Dividend Comparison
EUDG's dividend yield for the trailing twelve months is around 2.01%, less than VTV's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.01% | 2.14% | 3.07% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.10% | 0.97% | 0.00% |
VTV Vanguard Value ETF | 2.44% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
EUDG vs. VTV - Drawdown Comparison
The maximum EUDG drawdown since its inception was -33.76%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EUDG and VTV. For additional features, visit the drawdowns tool.
Volatility
EUDG vs. VTV - Volatility Comparison
WisdomTree Europe Quality Dividend Growth Fund (EUDG) has a higher volatility of 3.40% compared to Vanguard Value ETF (VTV) at 2.83%. This indicates that EUDG's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.