EUDG vs. VBK

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Europe Quality Dividend Growth Fund (EUDG) and Vanguard Small-Cap Growth ETF (VBK).

EUDG and VBK 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. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004. Both EUDG and VBK 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. 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.

EUDG vs. VBK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUDG WisdomTree Europe Quality Dividend Growth Fund	-2.65%	28.94%	-4.30%	19.36%	-18.24%	16.87%	11.29%	28.52%	-15.19%	29.66%
VBK Vanguard Small-Cap Growth ETF	0.16%	8.50%	16.50%	21.45%	-28.44%	5.66%	35.44%	32.75%	-5.70%	21.87%

Returns By Period

In the year-to-date period, EUDG achieves a -2.65% return, which is significantly lower than VBK's 0.16% return. Over the past 10 years, EUDG has underperformed VBK with an annualized return of 7.83%, while VBK has yielded a comparatively higher 10.46% annualized return.

EUDG

• 1D: 2.85%
• 1M: -8.92%
• YTD: -2.65%
• 6M: 4.30%
• 1Y: 14.50%
• 3Y*: 8.89%
• 5Y*: 5.52%
• 10Y*: 7.83%

VBK

• 1D: 4.37%
• 1M: -5.52%
• YTD: 0.16%
• 6M: 1.80%
• 1Y: 20.70%
• 3Y*: 12.47%
• 5Y*: 2.16%
• 10Y*: 10.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDG vs. VBK - Expense Ratio Comparison

EUDG has a 0.58% expense ratio, which is higher than VBK's 0.07% expense ratio.

EUDG

WisdomTree Europe Quality Dividend Growth Fund

VBK

Vanguard Small-Cap Growth ETF

Return for Risk

EUDG vs. VBK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUDG

EUDG Risk / Return Rank: 47
EUDG Sharpe Ratio Rank: 50
EUDG Sortino Ratio Rank: 50
EUDG Omega Ratio Rank: 46
EUDG Calmar Ratio Rank: 44
EUDG Martin Ratio Rank: 45

VBK

VBK Risk / Return Rank: 55
VBK Sharpe Ratio Rank: 51
VBK Sortino Ratio Rank: 54
VBK Omega Ratio Rank: 49
VBK Calmar Ratio Rank: 60
VBK Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	EUDG	VBK	Difference
Sharpe ratio Return per unit of total volatility	0.88	0.85	+0.03
Sortino ratio Return per unit of downside risk	1.32	1.34	-0.02
Omega ratio Gain probability vs. loss probability	1.17	1.18	0.00
Calmar ratio Return relative to maximum drawdown	1.11	1.38	-0.27
Martin ratio Return relative to average drawdown	4.24	5.52	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUDG vs. VBK - Sharpe Ratio Comparison

The current EUDG Sharpe Ratio is 0.88, which is comparable to the VBK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EUDG and VBK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EUDG	VBK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	0.85	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.09	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.46	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.40	-0.08

Correlation

The correlation between EUDG and VBK is 0.63, 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. VBK - Dividend Comparison

EUDG's dividend yield for the trailing twelve months is around 2.35%, more than VBK's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUDG WisdomTree Europe Quality Dividend Growth Fund	2.35%	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	0.52%	0.54%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%

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%	-14.56%	+2.36%
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	-9.27%	-7.57%	-1.70%
Average Drawdown Average peak-to-trough decline	-7.77%	-10.22%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	3.65%	-0.45%

Volatility

EUDG vs. VBK - Volatility Comparison

The current volatility for WisdomTree Europe Quality Dividend Growth Fund (EUDG) is 6.98%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. 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	6.98%	8.73%	-1.75%
Volatility (6M) Calculated over the trailing 6-month period	10.65%	15.41%	-4.76%
Volatility (1Y) Calculated over the trailing 1-year period	16.52%	24.44%	-7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.45%	23.49%	-7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.57%	22.80%	-5.23%