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EUSC vs. DBEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. DBEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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*

DBEF

1D
0.60%
1M
4.10%
YTD
10.77%
6M
13.17%
1Y
24.98%
3Y*
17.91%
5Y*
13.32%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. DBEF - Yearly Performance Comparison


EUSC vs. DBEF - Sectors Allocation Comparison


Sectors
EUSC
DBEF

Financial Services

28.4%
24.6%

Industrials

20.1%
19.9%

Real Estate

9.3%
1.9%

Consumer Cyclical

9.1%
7.5%

Basic Materials

6.5%
5.9%

Utilities

6.5%
3.9%

Communication Services

5.0%
4.5%

Technology

4.4%
10.3%

Consumer Defensive

4.1%
6.8%

Energy

3.7%
4.1%

Healthcare

2.9%
10.5%

Financial Services

EUSC
28.4%
DBEF
24.6%

Industrials

EUSC
20.1%
DBEF
19.9%

Real Estate

EUSC
9.3%
DBEF
1.9%

Consumer Cyclical

EUSC
9.1%
DBEF
7.5%

Basic Materials

EUSC
6.5%
DBEF
5.9%

Utilities

EUSC
6.5%
DBEF
3.9%

Communication Services

EUSC
5.0%
DBEF
4.5%

Technology

EUSC
4.4%
DBEF
10.3%

Consumer Defensive

EUSC
4.1%
DBEF
6.8%

Energy

EUSC
3.7%
DBEF
4.1%

Healthcare

EUSC
2.9%
DBEF
10.5%

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Return for Risk

EUSC vs. DBEF — Risk / Return Rank

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

EUSC

DBEF
DBEF Risk / Return Rank: 5959
Overall Rank
DBEF Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DBEF Sortino Ratio Rank: 6060
Sortino Ratio Rank
DBEF Omega Ratio Rank: 6161
Omega Ratio Rank
DBEF Calmar Ratio Rank: 5454
Calmar Ratio Rank
DBEF 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. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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. DBEF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCDBEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Drawdowns

EUSC vs. DBEF - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum DBEF drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for EUSC and DBEF.


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Drawdown Indicators


EUSCDBEFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-32.46%

+32.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.62%

Max Drawdown (5Y)

Largest decline over 5 years

-14.95%

Max Drawdown (10Y)

Largest decline over 10 years

-32.46%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.74%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

Volatility

EUSC vs. DBEF - Volatility Comparison


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Volatility by Period


EUSCDBEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.36%

-12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.74%

-13.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

15.79%

-15.79%

EUSC vs. DBEF - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than DBEF's 0.36% expense ratio.


Dividends

EUSC vs. DBEF - Dividend Comparison

EUSC has not paid dividends to shareholders, while DBEF's dividend yield for the trailing twelve months is around 5.01%.


PositionTTM20252024202320222021202020192018201720162015
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
5.01%5.55%1.29%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%
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%0.00%0.00%0.00%

Frequently Asked Questions


On fees, DBEF is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBEF is cheaper with a 0.36% expense ratio, compared with 0.58% for EUSC.

DBEF has the higher dividend yield at 5.01%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while DBEF is Hedge Fund. EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while DBEF tracks MSCI EAFE US Dollar Hedged Index. They also come from different issuers: WisdomTree and DWS. Their fees differ too: 0.58% for EUSC and 0.36% for DBEF.

Portfolio Optimizer

Find the right allocation for EUSC and DBEF

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