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EUSC vs. FLEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. FLEE - Performance Comparison

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

FLEE

1D
-1.22%
1M
2.47%
YTD
5.58%
6M
8.37%
1Y
17.27%
3Y*
16.30%
5Y*
8.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. FLEE - Yearly Performance Comparison


EUSC vs. FLEE - Sectors Allocation Comparison


Sectors
EUSC
FLEE

Financial Services

28.4%
23.8%

Industrials

20.1%
19.6%

Real Estate

9.3%
1.1%

Consumer Cyclical

9.1%
6.6%

Basic Materials

6.5%
5.8%

Utilities

6.5%
5.1%

Communication Services

5.0%
3.0%

Technology

4.4%
8.5%

Consumer Defensive

4.1%
8.5%

Energy

3.7%
5.3%

Healthcare

2.9%
12.8%

Financial Services

EUSC
28.4%
FLEE
23.8%

Industrials

EUSC
20.1%
FLEE
19.6%

Real Estate

EUSC
9.3%
FLEE
1.1%

Consumer Cyclical

EUSC
9.1%
FLEE
6.6%

Basic Materials

EUSC
6.5%
FLEE
5.8%

Utilities

EUSC
6.5%
FLEE
5.1%

Communication Services

EUSC
5.0%
FLEE
3.0%

Technology

EUSC
4.4%
FLEE
8.5%

Consumer Defensive

EUSC
4.1%
FLEE
8.5%

Energy

EUSC
3.7%
FLEE
5.3%

Healthcare

EUSC
2.9%
FLEE
12.8%

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Return for Risk

EUSC vs. FLEE — Risk / Return Rank

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

EUSC

FLEE
FLEE Risk / Return Rank: 3030
Overall Rank
FLEE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FLEE Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLEE Omega Ratio Rank: 2929
Omega Ratio Rank
FLEE Calmar Ratio Rank: 2828
Calmar Ratio Rank
FLEE Martin Ratio Rank: 3333
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. FLEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Franklin FTSE Europe ETF (FLEE). 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. FLEE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCFLEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Drawdowns

EUSC vs. FLEE - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum FLEE drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for EUSC and FLEE.


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Drawdown Indicators


EUSCFLEEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-37.27%

+37.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

Current Drawdown

Current decline from peak

0.00%

-3.03%

+3.03%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.11%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

EUSC vs. FLEE - Volatility Comparison


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Volatility by Period


EUSCFLEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.59%

-15.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.37%

-17.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.95%

-18.95%

EUSC vs. FLEE - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than FLEE's 0.09% expense ratio.


Dividends

EUSC vs. FLEE - Dividend Comparison

EUSC has not paid dividends to shareholders, while FLEE's dividend yield for the trailing twelve months is around 2.61%.


PositionTTM202520242023202220212020201920182017
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%
FLEE
Franklin FTSE Europe ETF
2.61%2.76%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%

Frequently Asked Questions


On fees, FLEE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLEE is cheaper with a 0.09% expense ratio, compared with 0.58% for EUSC.

FLEE has the higher dividend yield at 2.61%, compared with 0.00% for EUSC.

EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while FLEE tracks FTSE Developed Europe RIC Capped Index. They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.58% for EUSC and 0.09% for FLEE.

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