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EUSC vs. HEDJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. HEDJ - Performance Comparison

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

HEDJ

1D
0.62%
1M
4.52%
YTD
7.31%
6M
9.08%
1Y
16.42%
3Y*
14.75%
5Y*
11.26%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. HEDJ - Yearly Performance Comparison


EUSC vs. HEDJ - Sectors Allocation Comparison


Sectors
EUSC
HEDJ

Financial Services

28.4%
15.0%

Industrials

20.1%
22.9%

Real Estate

9.3%

-

Consumer Cyclical

9.1%
13.4%

Basic Materials

6.5%
7.0%

Utilities

6.5%

-

Communication Services

5.0%
5.5%

Technology

4.4%
11.0%

Consumer Defensive

4.1%
12.7%

Energy

3.7%
4.0%

Healthcare

2.9%
8.4%

Financial Services

EUSC
28.4%
HEDJ
15.0%

Industrials

EUSC
20.1%
HEDJ
22.9%

Real Estate

EUSC
9.3%
HEDJ

-

Consumer Cyclical

EUSC
9.1%
HEDJ
13.4%

Basic Materials

EUSC
6.5%
HEDJ
7.0%

Utilities

EUSC
6.5%
HEDJ

-

Communication Services

EUSC
5.0%
HEDJ
5.5%

Technology

EUSC
4.4%
HEDJ
11.0%

Consumer Defensive

EUSC
4.1%
HEDJ
12.7%

Energy

EUSC
3.7%
HEDJ
4.0%

Healthcare

EUSC
2.9%
HEDJ
8.4%

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Return for Risk

EUSC vs. HEDJ — Risk / Return Rank

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

EUSC

HEDJ
HEDJ Risk / Return Rank: 3131
Overall Rank
HEDJ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HEDJ Sortino Ratio Rank: 3030
Sortino Ratio Rank
HEDJ Omega Ratio Rank: 2929
Omega Ratio Rank
HEDJ Calmar Ratio Rank: 2929
Calmar Ratio Rank
HEDJ Martin Ratio Rank: 3737
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. HEDJ - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


EUSCHEDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Drawdowns

EUSC vs. HEDJ - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum HEDJ drawdown of -38.18%. Use the drawdown chart below to compare losses from any high point for EUSC and HEDJ.


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Drawdown Indicators


EUSCHEDJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-38.18%

+38.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

Max Drawdown (10Y)

Largest decline over 10 years

-38.18%

Current Drawdown

Current decline from peak

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.92%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

Volatility

EUSC vs. HEDJ - Volatility Comparison


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Volatility by Period


EUSCHEDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.41%

-15.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.75%

-16.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.41%

-18.41%

EUSC vs. HEDJ - Expense Ratio Comparison

Both EUSC and HEDJ have an expense ratio of 0.58%.


Dividends

EUSC vs. HEDJ - Dividend Comparison

EUSC has not paid dividends to shareholders, while HEDJ's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
HEDJ
WisdomTree Europe Hedged Equity Fund
1.52%1.63%3.28%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.74%9.43%

Frequently Asked Questions


Both ETFs have the same 0.58% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUSC and HEDJ have the same expense ratio: 0.58% per year.

HEDJ has the higher dividend yield at 1.52%, compared with 0.00% for EUSC.

EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while HEDJ tracks WisdomTree Europe Hedged Equity Index.

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