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EUSC vs. EWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. EWN - Performance Comparison

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

EWN

1D
-1.30%
1M
8.53%
YTD
18.09%
6M
18.14%
1Y
33.81%
3Y*
19.93%
5Y*
8.69%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. EWN - Yearly Performance Comparison


EUSC vs. EWN - Sectors Allocation Comparison


Sectors
EUSC
EWN

Financial Services

28.4%
18.1%

Industrials

20.1%
10.2%

Real Estate

9.3%
0.7%

Consumer Cyclical

9.1%
1.5%

Basic Materials

6.5%
3.1%

Utilities

6.5%

-

Communication Services

5.0%
14.7%

Technology

4.4%
34.8%

Consumer Defensive

4.1%
11.5%

Energy

3.7%
2.1%

Healthcare

2.9%
2.6%

Financial Services

EUSC
28.4%
EWN
18.1%

Industrials

EUSC
20.1%
EWN
10.2%

Real Estate

EUSC
9.3%
EWN
0.7%

Consumer Cyclical

EUSC
9.1%
EWN
1.5%

Basic Materials

EUSC
6.5%
EWN
3.1%

Utilities

EUSC
6.5%
EWN

-

Communication Services

EUSC
5.0%
EWN
14.7%

Technology

EUSC
4.4%
EWN
34.8%

Consumer Defensive

EUSC
4.1%
EWN
11.5%

Energy

EUSC
3.7%
EWN
2.1%

Healthcare

EUSC
2.9%
EWN
2.6%

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Return for Risk

EUSC vs. EWN — Risk / Return Rank

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

EUSC

EWN
EWN Risk / Return Rank: 5151
Overall Rank
EWN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EWN Sortino Ratio Rank: 5050
Sortino Ratio Rank
EWN Omega Ratio Rank: 4747
Omega Ratio Rank
EWN Calmar Ratio Rank: 5252
Calmar Ratio Rank
EWN Martin Ratio Rank: 5656
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. EWN - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


EUSCEWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

Drawdowns

EUSC vs. EWN - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum EWN drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for EUSC and EWN.


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Drawdown Indicators


EUSCEWNDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.22%

+65.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-43.57%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

Current Drawdown

Current decline from peak

0.00%

-1.30%

+1.30%

Average Drawdown

Average peak-to-trough decline

0.00%

-16.35%

+16.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

EUSC vs. EWN - Volatility Comparison


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Volatility by Period


EUSCEWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

19.68%

-19.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.88%

-22.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.36%

-21.36%

EUSC vs. EWN - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than EWN's 0.50% expense ratio.


Dividends

EUSC vs. EWN - Dividend Comparison

EUSC has not paid dividends to shareholders, while EWN's dividend yield for the trailing twelve months is around 4.26%.


PositionTTM20252024202320222021202020192018201720162015
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%
EWN
iShares MSCI Netherlands ETF
4.26%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%

Frequently Asked Questions


On fees, EWN is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EWN is cheaper with a 0.50% expense ratio, compared with 0.58% for EUSC.

EWN has the higher dividend yield at 4.26%, compared with 0.00% for EUSC.

EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while EWN tracks MSCI Netherlands Investable Market Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for EUSC and 0.50% for EWN.

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