PortfoliosLab logoPortfoliosLab logo
EUSC vs. FLEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUSC vs. FLEU - 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 Eurozone ETF (FLEU). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EUSC vs. FLEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
4.74%38.80%10.42%19.80%-11.14%23.52%-2.92%28.60%-13.34%-0.86%
FLEU
Franklin FTSE Eurozone ETF
-2.81%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-8.54%-1.24%

Returns By Period

In the year-to-date period, EUSC achieves a 4.74% return, which is significantly higher than FLEU's -2.81% return.


EUSC

1D
2.89%
1M
-4.05%
YTD
4.74%
6M
10.31%
1Y
31.19%
3Y*
20.96%
5Y*
13.48%
10Y*
12.04%

FLEU

1D
3.62%
1M
-9.14%
YTD
-2.81%
6M
1.86%
1Y
21.11%
3Y*
14.33%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EUSC vs. FLEU - Expense Ratio Comparison

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


Return for Risk

EUSC vs. FLEU — Risk / Return Rank

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

EUSC
EUSC Risk / Return Rank: 8787
Overall Rank
EUSC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EUSC Sortino Ratio Rank: 8787
Sortino Ratio Rank
EUSC Omega Ratio Rank: 8989
Omega Ratio Rank
EUSC Calmar Ratio Rank: 8585
Calmar Ratio Rank
EUSC Martin Ratio Rank: 8989
Martin Ratio Rank

FLEU
FLEU Risk / Return Rank: 6464
Overall Rank
FLEU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLEU Omega Ratio Rank: 6464
Omega Ratio Rank
FLEU Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLEU Martin Ratio Rank: 6060
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. FLEU - 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 Eurozone ETF (FLEU). 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.


EUSCFLEUDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.10

+0.60

Sortino ratio

Return per unit of downside risk

2.38

1.66

+0.72

Omega ratio

Gain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

2.51

1.48

+1.03

Martin ratio

Return relative to average drawdown

11.27

5.76

+5.51

EUSC vs. FLEU - Sharpe Ratio Comparison

The current EUSC Sharpe Ratio is 1.70, which is higher than the FLEU Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of EUSC and FLEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EUSCFLEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.10

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.69

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.52

+0.10

Correlation

The correlation between EUSC and FLEU is 0.78, 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.


Dividends

EUSC vs. FLEU - Dividend Comparison

EUSC's dividend yield for the trailing twelve months is around 2.93%, more than FLEU's 2.29% yield.


TTM20252024202320222021202020192018201720162015
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
2.93%2.95%3.99%3.53%5.13%2.39%3.42%3.08%2.34%1.46%2.60%4.39%
FLEU
Franklin FTSE Eurozone ETF
2.29%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%0.00%0.00%

Drawdowns

EUSC vs. FLEU - Drawdown Comparison

The maximum EUSC drawdown since its inception was -39.28%, which is greater than FLEU's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for EUSC and FLEU.


Loading graphics...

Drawdown Indicators


EUSCFLEUDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-33.94%

-5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-13.41%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-18.67%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-4.58%

-9.92%

+5.34%

Average Drawdown

Average peak-to-trough decline

-5.53%

-4.73%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.45%

-0.81%

Volatility

EUSC vs. FLEU - Volatility Comparison

The current volatility for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) is 6.96%, while Franklin FTSE Eurozone ETF (FLEU) has a volatility of 8.86%. This indicates that EUSC experiences smaller price fluctuations and is considered to be less risky than FLEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EUSCFLEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

8.86%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

12.19%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

19.25%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

15.91%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

18.16%

-1.06%