Correlation
The correlation between EUSC and HEDJ is 0.72, 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.
EUSC vs. HEDJ
Compare and contrast key facts about WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and WisdomTree Europe Hedged Equity Fund (HEDJ).
EUSC and HEDJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUSC is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Hedged SmallCap Equity Index. It was launched on Mar 4, 2015. HEDJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Hedged Equity Index. It was launched on Dec 31, 2009. Both EUSC and HEDJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSC or HEDJ.
Performance
EUSC vs. HEDJ - Performance Comparison
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Key characteristics
EUSC:
1.03
HEDJ:
0.41
EUSC:
1.51
HEDJ:
0.67
EUSC:
1.22
HEDJ:
1.09
EUSC:
1.25
HEDJ:
0.45
EUSC:
5.09
HEDJ:
1.35
EUSC:
3.71%
HEDJ:
5.31%
EUSC:
18.64%
HEDJ:
19.22%
EUSC:
-39.28%
HEDJ:
-38.18%
EUSC:
-0.13%
HEDJ:
-1.57%
Returns By Period
In the year-to-date period, EUSC achieves a 21.34% return, which is significantly higher than HEDJ's 13.27% return. Over the past 10 years, EUSC has outperformed HEDJ with an annualized return of 9.27%, while HEDJ has yielded a comparatively lower 7.88% annualized return.
EUSC
21.34%
6.67%
22.92%
18.95%
14.36%
15.97%
9.27%
HEDJ
13.27%
4.80%
14.79%
7.78%
13.67%
14.30%
7.88%
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EUSC vs. HEDJ - Expense Ratio Comparison
Both EUSC and HEDJ have an expense ratio of 0.58%.
Risk-Adjusted Performance
EUSC vs. HEDJ — Risk-Adjusted Performance Rank
EUSC
HEDJ
EUSC vs. HEDJ - Risk-Adjusted Performance 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.
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Dividends
EUSC vs. HEDJ - Dividend Comparison
EUSC's dividend yield for the trailing twelve months is around 3.27%, more than HEDJ's 2.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSC WisdomTree Europe Hedged SmallCap Equity Fund | 3.27% | 3.99% | 3.53% | 5.13% | 2.39% | 3.42% | 3.08% | 2.34% | 1.46% | 2.60% | 4.39% | 0.00% |
HEDJ WisdomTree Europe Hedged Equity Fund | 2.90% | 3.28% | 3.31% | 2.83% | 2.08% | 2.65% | 1.82% | 2.73% | 2.27% | 2.97% | 9.44% | 5.83% |
Drawdowns
EUSC vs. HEDJ - Drawdown Comparison
The maximum EUSC drawdown since its inception was -39.28%, roughly equal to 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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Volatility
EUSC vs. HEDJ - Volatility Comparison
The current volatility for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) is 2.35%, while WisdomTree Europe Hedged Equity Fund (HEDJ) has a volatility of 3.77%. This indicates that EUSC experiences smaller price fluctuations and is considered to be less risky than HEDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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