EUSC vs. SYLD
Compare and contrast key facts about WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and Cambria Shareholder Yield ETF (SYLD).
EUSC and SYLD 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. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
EUSC vs. SYLD - Performance Comparison
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EUSC vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, EUSC achieves a 4.74% return, which is significantly lower than SYLD's 9.10% return. Both investments have delivered pretty close results over the past 10 years, with EUSC having a 12.04% annualized return and SYLD not far ahead at 12.45%.
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%
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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EUSC vs. SYLD - Expense Ratio Comparison
EUSC has a 0.58% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Return for Risk
EUSC vs. SYLD — Risk / Return Rank
EUSC
SYLD
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.
| EUSC | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.97 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.51 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.42 | +1.09 |
Martin ratioReturn relative to average drawdown | 11.27 | 5.52 | +5.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUSC | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.97 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.33 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.54 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.56 | +0.06 |
Correlation
The correlation between EUSC and SYLD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EUSC vs. SYLD - Dividend Comparison
EUSC's dividend yield for the trailing twelve months is around 2.93%, more than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
EUSC vs. SYLD - Drawdown Comparison
The maximum EUSC drawdown since its inception was -39.28%, 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
| EUSC | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.28% | -45.36% | +6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -14.90% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -26.62% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.28% | -45.36% | +6.08% |
Current DrawdownCurrent decline from peak | -4.58% | -3.17% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -5.72% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 3.83% | -1.19% |
Volatility
EUSC vs. SYLD - Volatility Comparison
WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) has a higher volatility of 6.96% compared to Cambria Shareholder Yield ETF (SYLD) at 4.04%. This indicates that EUSC's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUSC | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 4.04% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 11.47% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 21.53% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 20.91% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 22.97% | -5.87% |