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.
Performance
EUDG vs. VTV - Performance Comparison
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EUDG vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUDG WisdomTree Europe Quality Dividend Growth Fund | -1.26% | 28.94% | -4.30% | 19.36% | -18.24% | 16.87% | 11.29% | 28.52% | -15.19% | 29.66% |
VTV Vanguard Value ETF | 3.54% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, EUDG achieves a -1.26% return, which is significantly lower than VTV's 3.54% return. Over the past 10 years, EUDG has underperformed VTV with an annualized return of 7.98%, while VTV has yielded a comparatively higher 11.83% annualized return.
EUDG
- 1D
- 1.43%
- 1M
- -5.62%
- YTD
- -1.26%
- 6M
- 4.39%
- 1Y
- 16.08%
- 3Y*
- 9.41%
- 5Y*
- 5.82%
- 10Y*
- 7.98%
VTV
- 1D
- 0.24%
- 1M
- -4.38%
- YTD
- 3.54%
- 6M
- 6.37%
- 1Y
- 16.56%
- 3Y*
- 15.18%
- 5Y*
- 10.91%
- 10Y*
- 11.83%
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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.
Return for Risk
EUDG vs. VTV — Risk / Return Rank
EUDG
VTV
EUDG vs. VTV - Risk-Adjusted Trends 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.
| EUDG | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.12 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.61 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.44 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.99 | 6.48 | -1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUDG | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.12 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.79 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.71 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.16 |
Correlation
The correlation between EUDG and VTV is 0.66, 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.
Dividends
EUDG vs. VTV - Dividend Comparison
EUDG's dividend yield for the trailing twelve months is around 2.32%, more than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.32% | 2.19% | 2.41% | 2.14% | 3.07% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.10% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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.
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Drawdown Indicators
| EUDG | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -59.27% | +25.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -11.32% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -17.04% | -16.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -36.78% | +3.02% |
Current DrawdownCurrent decline from peak | -7.97% | -4.58% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -7.92% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.51% | +0.72% |
Volatility
EUDG vs. VTV - Volatility Comparison
WisdomTree Europe Quality Dividend Growth Fund (EUDG) has a higher volatility of 6.76% compared to Vanguard Value ETF (VTV) at 3.65%. 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.
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Volatility by Period
| EUDG | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 3.65% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 7.71% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 14.89% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 13.88% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 16.67% | +0.90% |