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EUSC vs. SYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. SYLD - Performance Comparison

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

SYLD

1D
0.68%
1M
-0.11%
YTD
14.24%
6M
14.43%
1Y
27.88%
3Y*
13.67%
5Y*
5.90%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. SYLD - Yearly Performance Comparison


EUSC vs. SYLD - Sectors Allocation Comparison


Sectors
EUSC
SYLD

Financial Services

28.4%
22.7%

Industrials

20.1%
8.1%

Real Estate

9.3%

-

Consumer Cyclical

9.1%
22.9%

Basic Materials

6.5%
7.9%

Utilities

6.5%

-

Communication Services

5.0%
6.0%

Technology

4.4%
2.3%

Consumer Defensive

4.1%
6.8%

Energy

3.7%
17.7%

Healthcare

2.9%
5.6%

Financial Services

EUSC
28.4%
SYLD
22.7%

Industrials

EUSC
20.1%
SYLD
8.1%

Real Estate

EUSC
9.3%
SYLD

-

Consumer Cyclical

EUSC
9.1%
SYLD
22.9%

Basic Materials

EUSC
6.5%
SYLD
7.9%

Utilities

EUSC
6.5%
SYLD

-

Communication Services

EUSC
5.0%
SYLD
6.0%

Technology

EUSC
4.4%
SYLD
2.3%

Consumer Defensive

EUSC
4.1%
SYLD
6.8%

Energy

EUSC
3.7%
SYLD
17.7%

Healthcare

EUSC
2.9%
SYLD
5.6%

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Return for Risk

EUSC vs. SYLD — Risk / Return Rank

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

EUSC

SYLD
SYLD Risk / Return Rank: 5959
Overall Rank
SYLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5050
Omega Ratio Rank
SYLD Calmar Ratio Rank: 7777
Calmar Ratio Rank
SYLD Martin Ratio Rank: 6060
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. SYLD - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


EUSCSYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

EUSC vs. SYLD - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for EUSC and SYLD.


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Drawdown Indicators


EUSCSYLDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-45.36%

+45.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

Current Drawdown

Current decline from peak

0.00%

-0.78%

+0.78%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.66%

+5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

Volatility

EUSC vs. SYLD - Volatility Comparison


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Volatility by Period


EUSCSYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.54%

-15.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.62%

-20.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.96%

-22.96%

EUSC vs. SYLD - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is lower than SYLD's 0.59% expense ratio.


Dividends

EUSC vs. SYLD - Dividend Comparison

EUSC has not paid dividends to shareholders, while SYLD's dividend yield for the trailing twelve months is around 1.86%.


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%
SYLD
Cambria Shareholder Yield ETF
1.86%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%

Frequently Asked Questions


On fees, EUSC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUSC is cheaper with a 0.58% expense ratio, compared with 0.59% for SYLD.

SYLD has the higher dividend yield at 1.86%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while SYLD is Mid Cap Value Equities. They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.58% for EUSC and 0.59% for SYLD.

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