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EUSC vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and WisdomTree Floating Rate Treasury Fund (USFR). 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*

USFR

1D
0.00%
1M
0.29%
YTD
1.58%
6M
1.96%
1Y
3.99%
3Y*
4.75%
5Y*
3.67%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. USFR - Yearly Performance Comparison


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Return for Risk

EUSC vs. USFR — Risk / Return Rank

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

EUSC

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and WisdomTree Floating Rate Treasury Fund (USFR). 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. USFR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

Drawdowns

EUSC vs. USFR - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum USFR drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for EUSC and USFR.


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Drawdown Indicators


EUSCUSFRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-1.36%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.16%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

Volatility

EUSC vs. USFR - Volatility Comparison


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Volatility by Period


EUSCUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

0.27%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

0.40%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

0.81%

-0.81%

EUSC vs. USFR - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

EUSC vs. USFR - Dividend Comparison

EUSC has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.91%.


PositionTTM2025202420232022202120202019201820172016
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%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


On fees, USFR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR is cheaper with a 0.15% expense ratio, compared with 0.58% for EUSC.

USFR has the higher dividend yield at 3.91%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while USFR is Government Bonds. EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.58% for EUSC and 0.15% for USFR.

Portfolio Optimizer

Find the right allocation for EUSC and USFR

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