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

Correlation

The correlation between VT 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

VT vs. EUDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) 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

VT:

17.61%

EUDG:

8.99%

Max Drawdown

VT:

-50.27%

EUDG:

-1.58%

Current Drawdown

VT:

-3.87%

EUDG:

-1.19%

Returns By Period


VT

YTD

1.45%

1M

6.91%

6M

-1.10%

1Y

9.52%

5Y*

13.93%

10Y*

8.72%

EUDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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

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

VT
The Risk-Adjusted Performance Rank of VT is 7171
Overall Rank
The Sharpe Ratio Rank of VT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7575
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.

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 1.90%, less than EUDG's 2.13% yield.


TTM20242023202220212020201920182017201620152014
VT
Vanguard Total World Stock ETF
1.90%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
2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 -1.58%. Use the drawdown chart below to compare losses from any high point for VT and EUDG. For additional features, visit the drawdowns tool.


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Volatility

VT vs. EUDG - Volatility Comparison


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