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EUSC vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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*

DGRW

1D
-0.92%
1M
-1.62%
YTD
6.36%
6M
5.72%
1Y
16.86%
3Y*
15.10%
5Y*
11.78%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. DGRW - Yearly Performance Comparison


Correlation

The correlation between EUSC and DGRW is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.12

EUSC vs. DGRW - Sectors Allocation Comparison


Sectors
EUSC
DGRW

Financial Services

28.4%
11.3%

Industrials

20.1%
9.9%

Real Estate

9.3%

-

Consumer Cyclical

9.1%
7.1%

Basic Materials

6.5%
3.3%

Utilities

6.5%
0.2%

Communication Services

5.0%
10.1%

Technology

4.4%
32.1%

Consumer Defensive

4.1%
6.7%

Energy

3.7%
5.0%

Healthcare

2.9%
12.8%

Financial Services

EUSC
28.4%
DGRW
11.3%

Industrials

EUSC
20.1%
DGRW
9.9%

Real Estate

EUSC
9.3%
DGRW

-

Consumer Cyclical

EUSC
9.1%
DGRW
7.1%

Basic Materials

EUSC
6.5%
DGRW
3.3%

Utilities

EUSC
6.5%
DGRW
0.2%

Communication Services

EUSC
5.0%
DGRW
10.1%

Technology

EUSC
4.4%
DGRW
32.1%

Consumer Defensive

EUSC
4.1%
DGRW
6.7%

Energy

EUSC
3.7%
DGRW
5.0%

Healthcare

EUSC
2.9%
DGRW
12.8%

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Return for Risk

EUSC vs. DGRW — Risk / Return Rank

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

EUSC

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


DGRW
DGRW Risk / Return Rank: 4848
Overall Rank
DGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 5050
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4949
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4242
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5252
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. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUSCDGRWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.04

Martin ratioReturn relative to average drawdown

8.67

EUSC vs. DGRW - Sharpe Ratio Comparison


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Drawdowns

EUSC vs. DGRW - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for EUSC and DGRW.


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Drawdown Indicators


EUSCDGRWDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-32.04%

+32.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

0.00%

-3.32%

+3.32%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.01%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

Volatility

EUSC vs. DGRW - Volatility Comparison


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Volatility by Period


EUSCDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

10.30%

-9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.10%

14.01%

-12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.10%

16.21%

-15.11%

EUSC vs. DGRW - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

EUSC vs. DGRW - Dividend Comparison

EUSC has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.30%.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.30%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
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


EUSC and DGRW have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for EUSC.

DGRW has the higher dividend yield at 1.30%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while DGRW is Dividend. EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.58% for EUSC and 0.28% for DGRW.

Portfolio Optimizer

Find the right allocation for EUSC and DGRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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