VBK vs. EUDG
Compare and contrast key facts about Vanguard Small-Cap Growth ETF (VBK) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
VBK and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. 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. Both VBK and EUDG 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: VBK or EUDG.
Key characteristics
| VBK | EUDG | |
|---|---|---|
| YTD Return | 1.62% | 0.20% |
| 1Y Return | 16.63% | 2.95% |
| 3Y Return (Ann) | -5.04% | 1.48% |
| 5Y Return (Ann) | 6.28% | 7.29% |
| Sharpe Ratio | 0.97 | 0.33 |
| Daily Std Dev | 18.49% | 12.31% |
| Max Drawdown | -58.69% | -33.76% |
| Current Drawdown | -18.51% | -3.48% |
Correlation
The correlation between VBK and EUDG 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.
Performance
VBK vs. EUDG - Performance Comparison
In the year-to-date period, VBK achieves a 1.62% return, which is significantly higher than EUDG's 0.20% 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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VBK vs. EUDG - Expense Ratio Comparison
VBK has a 0.07% expense ratio, which is lower than EUDG's 0.58% expense ratio.
Risk-Adjusted Performance
VBK vs. EUDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). 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
VBK vs. EUDG - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.70%, less than EUDG's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBK Vanguard Small-Cap Growth ETF | 0.70% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
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% |
Drawdowns
VBK vs. EUDG - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.69%, which is greater than EUDG's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for VBK and EUDG. For additional features, visit the drawdowns tool.
Volatility
VBK vs. EUDG - Volatility Comparison
Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 4.90% compared to WisdomTree Europe Quality Dividend Growth Fund (EUDG) at 3.40%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than EUDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.