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EUSC vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. DBE - Yearly Performance Comparison


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Return for Risk

EUSC vs. DBE — Risk / Return Rank

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

EUSC

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank
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.

EUSC vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Invesco DB Energy Fund (DBE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EUSC vs. DBE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Drawdowns

EUSC vs. DBE - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for EUSC and DBE.


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Drawdown Indicators


EUSCDBEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-86.69%

+86.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

0.00%

-30.27%

+30.27%

Average Drawdown

Average peak-to-trough decline

0.00%

-57.31%

+57.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

Volatility

EUSC vs. DBE - Volatility Comparison


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Volatility by Period


EUSCDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

34.97%

-34.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

29.39%

-29.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

28.33%

-28.33%

EUSC vs. DBE - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

EUSC vs. DBE - Dividend Comparison

EUSC has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.10%.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, EUSC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUSC is cheaper with a 0.58% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while DBE is Oil & Gas. EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.58% for EUSC and 0.78% for DBE.

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