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EUSC vs. FLEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FLEU

1D
-0.88%
1M
4.88%
YTD
6.27%
6M
9.17%
1Y
18.35%
3Y*
16.47%
5Y*
11.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. FLEU - Yearly Performance Comparison


EUSC vs. FLEU - Sectors Allocation Comparison


Sectors
EUSC
FLEU

Financial Services

28.4%
24.8%

Industrials

20.1%
21.0%

Real Estate

9.3%
1.2%

Consumer Cyclical

9.1%
8.4%

Basic Materials

6.5%
4.3%

Utilities

6.5%
7.1%

Communication Services

5.0%
3.6%

Technology

4.4%
14.7%

Consumer Defensive

4.1%
5.2%

Energy

3.7%
4.0%

Healthcare

2.9%
5.8%

Financial Services

EUSC
28.4%
FLEU
24.8%

Industrials

EUSC
20.1%
FLEU
21.0%

Real Estate

EUSC
9.3%
FLEU
1.2%

Consumer Cyclical

EUSC
9.1%
FLEU
8.4%

Basic Materials

EUSC
6.5%
FLEU
4.3%

Utilities

EUSC
6.5%
FLEU
7.1%

Communication Services

EUSC
5.0%
FLEU
3.6%

Technology

EUSC
4.4%
FLEU
14.7%

Consumer Defensive

EUSC
4.1%
FLEU
5.2%

Energy

EUSC
3.7%
FLEU
4.0%

Healthcare

EUSC
2.9%
FLEU
5.8%

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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

FLEU
FLEU Risk / Return Rank: 3030
Overall Rank
FLEU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLEU Omega Ratio Rank: 3030
Omega Ratio Rank
FLEU Calmar Ratio Rank: 2828
Calmar Ratio Rank
FLEU 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. 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.


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

EUSC vs. FLEU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCFLEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

EUSC vs. FLEU - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum FLEU drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for EUSC and FLEU.


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Drawdown Indicators


EUSCFLEUDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.94%

+33.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.71%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

Volatility

EUSC vs. FLEU - Volatility Comparison


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Volatility by Period


EUSCFLEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.02%

-17.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.34%

-16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.25%

-18.25%

EUSC vs. FLEU - Expense Ratio Comparison

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


Dividends

EUSC vs. FLEU - Dividend Comparison

EUSC has not paid dividends to shareholders, while FLEU's dividend yield for the trailing twelve months is around 2.09%.


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%
FLEU
Franklin FTSE Eurozone ETF
2.09%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%

Frequently Asked Questions


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

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

FLEU has the higher dividend yield at 2.09%, compared with 0.00% for EUSC.

EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while FLEU tracks FTSE Developed Eurozone Index - Benchmark TR Net. They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.58% for EUSC and 0.09% for FLEU.

Portfolio Optimizer

Find the right allocation for EUSC and FLEU

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