Correlation
The correlation between EUSC and SYLD 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. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSC or SYLD.
Performance
EUSC vs. SYLD - Performance Comparison
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Key characteristics
EUSC:
1.03
SYLD:
-0.35
EUSC:
1.51
SYLD:
-0.39
EUSC:
1.22
SYLD:
0.95
EUSC:
1.25
SYLD:
-0.30
EUSC:
5.09
SYLD:
-0.80
EUSC:
3.71%
SYLD:
10.05%
EUSC:
18.64%
SYLD:
21.84%
EUSC:
-39.28%
SYLD:
-45.36%
EUSC:
-0.13%
SYLD:
-16.27%
Returns By Period
In the year-to-date period, EUSC achieves a 21.34% return, which is significantly higher than SYLD's -7.03% return. Over the past 10 years, EUSC has underperformed SYLD with an annualized return of 9.27%, while SYLD has yielded a comparatively higher 9.94% annualized return.
EUSC
21.34%
6.67%
22.92%
18.95%
14.36%
15.97%
9.27%
SYLD
-7.03%
4.62%
-15.63%
-7.62%
2.22%
17.59%
9.94%
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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.
Risk-Adjusted Performance
EUSC vs. SYLD — Risk-Adjusted Performance Rank
EUSC
SYLD
EUSC vs. SYLD - Risk-Adjusted Performance 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.
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Dividends
EUSC vs. SYLD - Dividend Comparison
EUSC's dividend yield for the trailing twelve months is around 3.27%, more than SYLD's 2.23% 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% |
SYLD Cambria Shareholder Yield ETF | 2.23% | 2.04% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% |
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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Volatility
EUSC vs. SYLD - Volatility Comparison
The current volatility for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) is 2.35%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 6.39%. This indicates that EUSC experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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