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EUSC vs. GUMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. GUMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Goldman Sachs Ultra Short Municipal Income ETF (GUMI). 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*

GUMI

1D
-0.04%
1M
0.23%
YTD
1.06%
6M
1.20%
1Y
3.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. GUMI - Yearly Performance Comparison


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Return for Risk

EUSC vs. GUMI — Risk / Return Rank

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

EUSC

GUMI
GUMI Risk / Return Rank: 9393
Overall Rank
GUMI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GUMI Sortino Ratio Rank: 9393
Sortino Ratio Rank
GUMI Omega Ratio Rank: 9393
Omega Ratio Rank
GUMI Calmar Ratio Rank: 9696
Calmar Ratio Rank
GUMI Martin Ratio Rank: 9696
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. GUMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Goldman Sachs Ultra Short Municipal Income ETF (GUMI). 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. GUMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCGUMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

Sharpe Ratio (All Time)

Calculated using the full available price history

3.29

Drawdowns

EUSC vs. GUMI - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum GUMI drawdown of -0.48%. Use the drawdown chart below to compare losses from any high point for EUSC and GUMI.


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Drawdown Indicators


EUSCGUMIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-0.48%

+0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.05%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

Volatility

EUSC vs. GUMI - Volatility Comparison


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Volatility by Period


EUSCGUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

1.09%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

0.99%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

0.99%

-0.99%

EUSC vs. GUMI - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than GUMI's 0.16% expense ratio.


Dividends

EUSC vs. GUMI - Dividend Comparison

EUSC has not paid dividends to shareholders, while GUMI's dividend yield for the trailing twelve months is around 2.77%.


Frequently Asked Questions


On fees, GUMI is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GUMI is cheaper with a 0.16% expense ratio, compared with 0.58% for EUSC.

GUMI has the higher dividend yield at 2.77%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while GUMI is Municipal Bonds. They also come from different issuers: WisdomTree and Goldman Sachs. Their fees differ too: 0.58% for EUSC and 0.16% for GUMI.

Portfolio Optimizer

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