Correlation
The correlation between VT and EUDG is 0.69, 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.
VT vs. EUDG
Compare and contrast key facts about Vanguard Total World Stock ETF (VT) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
VT and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. 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 VT 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: VT or EUDG.
Performance
VT vs. EUDG - Performance Comparison
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Key characteristics
VT:
0.77
EUDG:
0.49
VT:
1.24
EUDG:
1.00
VT:
1.18
EUDG:
1.13
VT:
0.87
EUDG:
0.74
VT:
3.82
EUDG:
1.68
VT:
3.77%
EUDG:
6.10%
VT:
17.84%
EUDG:
16.36%
VT:
-50.27%
EUDG:
-33.76%
VT:
0.00%
EUDG:
0.00%
Returns By Period
In the year-to-date period, VT achieves a 6.06% return, which is significantly lower than EUDG's 18.34% return. Over the past 10 years, VT has outperformed EUDG with an annualized return of 9.45%, while EUDG has yielded a comparatively lower 6.54% annualized return.
VT
6.06%
4.31%
2.72%
13.62%
12.43%
12.59%
9.45%
EUDG
18.34%
3.19%
14.09%
7.88%
8.61%
8.79%
6.54%
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VT vs. EUDG - Expense Ratio Comparison
VT has a 0.07% expense ratio, which is lower than EUDG's 0.58% expense ratio.
Risk-Adjusted Performance
VT vs. EUDG — Risk-Adjusted Performance Rank
VT
EUDG
VT vs. EUDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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
VT vs. EUDG - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.82%, less than EUDG's 2.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.04% | 2.41% | 2.14% | 3.08% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.11% | 0.97% |
Drawdowns
VT vs. EUDG - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than EUDG's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for VT and EUDG.
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Volatility
VT vs. EUDG - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 3.84% compared to WisdomTree Europe Quality Dividend Growth Fund (EUDG) at 3.27%. This indicates that VT'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.
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