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EUSC vs. RFEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUSC vs. RFEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and First Trust RiverFront Dynamic Europe ETF (RFEU). The values are adjusted to include any dividend payments, if applicable.

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EUSC vs. RFEU - 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%22.25%
RFEU
First Trust RiverFront Dynamic Europe ETF
1.50%30.78%-1.78%16.19%-24.17%22.83%6.25%23.21%-17.57%26.58%

Returns By Period

In the year-to-date period, EUSC achieves a 4.74% return, which is significantly higher than RFEU's 1.50% 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%

RFEU

1D
0.00%
1M
0.00%
YTD
1.50%
6M
8.37%
1Y
22.55%
3Y*
12.42%
5Y*
6.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUSC vs. RFEU - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is lower than RFEU's 0.83% expense ratio.


Return for Risk

EUSC vs. RFEU — 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

RFEU
RFEU Risk / Return Rank: 8484
Overall Rank
RFEU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RFEU Sortino Ratio Rank: 8585
Sortino Ratio Rank
RFEU Omega Ratio Rank: 9292
Omega Ratio Rank
RFEU Calmar Ratio Rank: 7272
Calmar Ratio Rank
RFEU Martin Ratio Rank: 8989
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. RFEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and First Trust RiverFront Dynamic Europe ETF (RFEU). 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.


EUSCRFEUDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.68

+0.03

Sortino ratio

Return per unit of downside risk

2.38

2.28

+0.09

Omega ratio

Gain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratio

Return relative to maximum drawdown

2.51

1.88

+0.63

Martin ratio

Return relative to average drawdown

11.27

11.36

-0.09

EUSC vs. RFEU - Sharpe Ratio Comparison

The current EUSC Sharpe Ratio is 1.70, which is comparable to the RFEU Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EUSC and RFEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUSCRFEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.68

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.37

+0.52

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

0.42

+0.20

Correlation

The correlation between EUSC and RFEU 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.


Dividends

EUSC vs. RFEU - Dividend Comparison

EUSC's dividend yield for the trailing twelve months is around 2.93%, more than RFEU's 2.83% 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%
RFEU
First Trust RiverFront Dynamic Europe ETF
2.83%2.87%5.45%3.37%4.98%1.82%2.32%3.08%2.84%1.35%3.16%0.00%

Drawdowns

EUSC vs. RFEU - Drawdown Comparison

The maximum EUSC drawdown since its inception was -39.28%, roughly equal to the maximum RFEU drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for EUSC and RFEU.


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Drawdown Indicators


EUSCRFEUDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-39.74%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-11.26%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-35.92%

+11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-4.58%

-0.11%

-4.47%

Average Drawdown

Average peak-to-trough decline

-5.53%

-9.79%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.21%

+0.43%

Volatility

EUSC vs. RFEU - Volatility Comparison

WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) has a higher volatility of 6.96% compared to First Trust RiverFront Dynamic Europe ETF (RFEU) at 0.00%. This indicates that EUSC's price experiences larger fluctuations and is considered to be riskier than RFEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUSCRFEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

0.00%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

5.97%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

14.96%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

17.01%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

17.97%

-0.87%