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VGK vs. EUDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGK and EUDG is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VGK vs. EUDG - Performance Comparison

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

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Key characteristics

Daily Std Dev

VGK:

17.81%

EUDG:

8.99%

Max Drawdown

VGK:

-63.61%

EUDG:

-1.58%

Current Drawdown

VGK:

-0.26%

EUDG:

-1.19%

Returns By Period


VGK

YTD

17.21%

1M

8.49%

6M

13.20%

1Y

11.08%

5Y*

13.86%

10Y*

5.75%

EUDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VGK vs. EUDG - Expense Ratio Comparison

VGK has a 0.08% expense ratio, which is lower than EUDG's 0.58% expense ratio.


Risk-Adjusted Performance

VGK vs. EUDG — Risk-Adjusted Performance Rank

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

VGK
The Risk-Adjusted Performance Rank of VGK is 7777
Overall Rank
The Sharpe Ratio Rank of VGK is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VGK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VGK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VGK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VGK is 7474
Martin Ratio Rank

EUDG
The Risk-Adjusted Performance Rank of EUDG is 4848
Overall Rank
The Sharpe Ratio Rank of EUDG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGK vs. EUDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) 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.



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Dividends

VGK vs. EUDG - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.99%, more than EUDG's 2.13% yield.


TTM20242023202220212020201920182017201620152014
VGK
Vanguard FTSE Europe ETF
2.99%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%
EUDG
WisdomTree Europe Quality Dividend Growth Fund
2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGK vs. EUDG - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than EUDG's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for VGK and EUDG. For additional features, visit the drawdowns tool.


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Volatility

VGK vs. EUDG - Volatility Comparison


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