Correlation
The correlation between EUSC and FEZ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
EUSC vs. FEZ
Compare and contrast key facts about WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and SPDR EURO STOXX 50 ETF (FEZ).
EUSC and FEZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUSC is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Hedged SmallCap Equity Index. It was launched on Mar 4, 2015. FEZ is a passively managed fund by State Street that tracks the performance of the EURO STOXX 50 Index. It was launched on Oct 21, 2002. Both EUSC and FEZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSC or FEZ.
Performance
EUSC vs. FEZ - Performance Comparison
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Key characteristics
EUSC:
1.03
FEZ:
0.76
EUSC:
1.51
FEZ:
1.13
EUSC:
1.22
FEZ:
1.14
EUSC:
1.25
FEZ:
0.91
EUSC:
5.09
FEZ:
2.62
EUSC:
3.71%
FEZ:
5.50%
EUSC:
18.64%
FEZ:
20.81%
EUSC:
-39.28%
FEZ:
-64.21%
EUSC:
-0.13%
FEZ:
-0.97%
Returns By Period
In the year-to-date period, EUSC achieves a 21.34% return, which is significantly lower than FEZ's 23.25% return. Over the past 10 years, EUSC has outperformed FEZ with an annualized return of 9.27%, while FEZ has yielded a comparatively lower 7.20% annualized return.
EUSC
21.34%
6.67%
22.92%
18.95%
14.36%
15.97%
9.27%
FEZ
23.25%
5.23%
22.58%
15.68%
17.61%
15.35%
7.20%
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EUSC vs. FEZ - Expense Ratio Comparison
EUSC has a 0.58% expense ratio, which is higher than FEZ's 0.29% expense ratio.
Risk-Adjusted Performance
EUSC vs. FEZ — Risk-Adjusted Performance Rank
EUSC
FEZ
EUSC vs. FEZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and SPDR EURO STOXX 50 ETF (FEZ). 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.
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Dividends
EUSC vs. FEZ - Dividend Comparison
EUSC's dividend yield for the trailing twelve months is around 3.27%, more than FEZ's 2.47% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSC WisdomTree Europe Hedged SmallCap Equity Fund | 3.27% | 3.99% | 3.53% | 5.13% | 2.39% | 3.42% | 3.08% | 2.34% | 1.46% | 2.60% | 4.39% | 0.00% |
FEZ SPDR EURO STOXX 50 ETF | 2.47% | 2.94% | 2.75% | 3.05% | 2.61% | 2.12% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% |
Drawdowns
EUSC vs. FEZ - Drawdown Comparison
The maximum EUSC drawdown since its inception was -39.28%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for EUSC and FEZ.
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Volatility
EUSC vs. FEZ - Volatility Comparison
The current volatility for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) is 2.35%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 3.57%. This indicates that EUSC experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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