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EUSC vs. DBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. DBEU - 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 Europe Hedged Equity Fund (DBEU). 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*

DBEU

1D
0.37%
1M
2.85%
YTD
8.50%
6M
10.77%
1Y
18.58%
3Y*
14.90%
5Y*
11.46%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. DBEU - Yearly Performance Comparison


EUSC vs. DBEU - Sectors Allocation Comparison


Sectors
EUSC
DBEU

Financial Services

28.4%
23.2%

Industrials

20.1%
19.8%

Real Estate

9.3%
0.8%

Consumer Cyclical

9.1%
6.3%

Basic Materials

6.5%
5.6%

Utilities

6.5%
5.1%

Communication Services

5.0%
3.7%

Technology

4.4%
8.5%

Consumer Defensive

4.1%
8.7%

Energy

3.7%
5.4%

Healthcare

2.9%
13.0%

Financial Services

EUSC
28.4%
DBEU
23.2%

Industrials

EUSC
20.1%
DBEU
19.8%

Real Estate

EUSC
9.3%
DBEU
0.8%

Consumer Cyclical

EUSC
9.1%
DBEU
6.3%

Basic Materials

EUSC
6.5%
DBEU
5.6%

Utilities

EUSC
6.5%
DBEU
5.1%

Communication Services

EUSC
5.0%
DBEU
3.7%

Technology

EUSC
4.4%
DBEU
8.5%

Consumer Defensive

EUSC
4.1%
DBEU
8.7%

Energy

EUSC
3.7%
DBEU
5.4%

Healthcare

EUSC
2.9%
DBEU
13.0%

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Return for Risk

EUSC vs. DBEU — Risk / Return Rank

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

EUSC

DBEU
DBEU Risk / Return Rank: 4141
Overall Rank
DBEU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DBEU Sortino Ratio Rank: 4141
Sortino Ratio Rank
DBEU Omega Ratio Rank: 4141
Omega Ratio Rank
DBEU Calmar Ratio Rank: 3838
Calmar Ratio Rank
DBEU Martin Ratio Rank: 4646
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. DBEU - 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 Europe Hedged Equity Fund (DBEU). 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. DBEU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCDBEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Drawdowns

EUSC vs. DBEU - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum DBEU drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for EUSC and DBEU.


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Drawdown Indicators


EUSCDBEUDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-34.50%

+34.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

0.00%

-0.59%

+0.59%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.45%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

EUSC vs. DBEU - Volatility Comparison


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Volatility by Period


EUSCDBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.66%

-12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.31%

-14.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.46%

-16.46%

EUSC vs. DBEU - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than DBEU's 0.45% expense ratio.


Dividends

EUSC vs. DBEU - Dividend Comparison

EUSC has not paid dividends to shareholders, while DBEU's dividend yield for the trailing twelve months is around 4.20%.


PositionTTM20252024202320222021202020192018201720162015
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
4.20%4.55%0.07%3.64%1.96%1.87%2.44%2.77%3.55%2.28%9.92%5.50%
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, DBEU is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBEU is cheaper with a 0.45% expense ratio, compared with 0.58% for EUSC.

DBEU has the higher dividend yield at 4.20%, compared with 0.00% for EUSC.

EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while DBEU tracks MSCI Europe US Dollar Hedged Index. They also come from different issuers: WisdomTree and DWS. Their fees differ too: 0.58% for EUSC and 0.45% for DBEU.

Portfolio Optimizer

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