EWUS vs. EUDG

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).

EWUS and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWUS is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Small Cap Index. It was launched on Jan 25, 2012. EUDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Quality Dividend Growth Index. It was launched on May 7, 2014. Both EWUS and EUDG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EWUS vs. EUDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom Small-Cap ETF (EWUS) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). The values are adjusted to include any dividend payments, if applicable.

EWUS vs. EUDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EWUS iShares MSCI United Kingdom Small-Cap ETF	-5.72%	25.13%	3.55%	15.41%	-31.19%	12.55%	-2.58%	35.16%	-20.16%	32.17%
EUDG WisdomTree Europe Quality Dividend Growth Fund	-2.65%	28.94%	-4.30%	19.36%	-18.24%	16.87%	11.29%	28.52%	-15.19%	29.66%

Returns By Period

In the year-to-date period, EWUS achieves a -5.72% return, which is significantly lower than EUDG's -2.65% return. Over the past 10 years, EWUS has underperformed EUDG with an annualized return of 3.52%, while EUDG has yielded a comparatively higher 7.83% annualized return.

EWUS

• 1D: 3.35%
• 1M: -11.10%
• YTD: -5.72%
• 6M: -2.16%
• 1Y: 17.68%
• 3Y*: 10.68%
• 5Y*: -0.08%
• 10Y*: 3.52%

EUDG

• 1D: 2.85%
• 1M: -8.92%
• YTD: -2.65%
• 6M: 4.30%
• 1Y: 14.50%
• 3Y*: 8.89%
• 5Y*: 5.52%
• 10Y*: 7.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EWUS vs. EUDG - Expense Ratio Comparison

EWUS has a 0.59% expense ratio, which is higher than EUDG's 0.58% expense ratio.

EWUS

iShares MSCI United Kingdom Small-Cap ETF

EUDG

WisdomTree Europe Quality Dividend Growth Fund

Return for Risk

EWUS vs. EUDG — Risk / Return Rank

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

EWUS

EWUS Risk / Return Rank: 47
EWUS Sharpe Ratio Rank: 54
EWUS Sortino Ratio Rank: 52
EWUS Omega Ratio Rank: 49
EWUS Calmar Ratio Rank: 40
EWUS Martin Ratio Rank: 42

EUDG

EUDG Risk / Return Rank: 47
EUDG Sharpe Ratio Rank: 50
EUDG Sortino Ratio Rank: 50
EUDG Omega Ratio Rank: 46
EUDG Calmar Ratio Rank: 44
EUDG Martin Ratio Rank: 45

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.

EWUS vs. EUDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom Small-Cap ETF (EWUS) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). 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.

	EWUS	EUDG	Difference
Sharpe ratio Return per unit of total volatility	0.96	0.88	+0.07
Sortino ratio Return per unit of downside risk	1.37	1.32	+0.05
Omega ratio Gain probability vs. loss probability	1.19	1.17	+0.01
Calmar ratio Return relative to maximum drawdown	1.03	1.11	-0.08
Martin ratio Return relative to average drawdown	3.99	4.24	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWUS vs. EUDG - Sharpe Ratio Comparison

The current EWUS Sharpe Ratio is 0.96, which is comparable to the EUDG Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EWUS and EUDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EWUS	EUDG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.88	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	0.34	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.45	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.32	-0.04

Correlation

The correlation between EWUS and EUDG is 0.73, 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

EWUS vs. EUDG - Dividend Comparison

EWUS's dividend yield for the trailing twelve months is around 3.81%, more than EUDG's 2.35% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EWUS iShares MSCI United Kingdom Small-Cap ETF	3.81%	3.59%	3.67%	2.88%	2.03%	3.54%	1.97%	2.59%	3.53%	2.61%	3.18%	2.85%
EUDG WisdomTree Europe Quality Dividend Growth Fund	2.35%	2.19%	2.41%	2.14%	3.07%	2.98%	1.87%	2.30%	3.00%	1.55%	2.49%	2.10%

Drawdowns

EWUS vs. EUDG - Drawdown Comparison

The maximum EWUS drawdown since its inception was -49.33%, which is greater than EUDG's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for EWUS and EUDG.

Drawdown Indicators

	EWUS	EUDG	Difference
Max Drawdown Largest peak-to-trough decline	-49.33%	-33.76%	-15.57%
Max Drawdown (1Y) Largest decline over 1 year	-15.21%	-12.20%	-3.01%
Max Drawdown (5Y) Largest decline over 5 years	-48.14%	-33.30%	-14.84%
Max Drawdown (10Y) Largest decline over 10 years	-49.33%	-33.76%	-15.57%
Current Drawdown Current decline from peak	-12.37%	-9.27%	-3.10%
Average Drawdown Average peak-to-trough decline	-13.17%	-7.77%	-5.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	3.20%	+0.75%

Volatility

EWUS vs. EUDG - Volatility Comparison

iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a higher volatility of 7.54% compared to WisdomTree Europe Quality Dividend Growth Fund (EUDG) at 6.98%. This indicates that EWUS's price experiences larger fluctuations and is considered to be riskier than EUDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EWUS	EUDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.54%	6.98%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	10.65%	+1.45%
Volatility (1Y) Calculated over the trailing 1-year period	18.62%	16.52%	+2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.83%	16.45%	+4.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.44%	17.57%	+4.87%