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EWUS vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWUS vs. EUSC - 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 Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EWUS

1D
-1.03%
1M
2.10%
YTD
1.21%
6M
5.28%
1Y
8.92%
3Y*
12.21%
5Y*
-0.15%
10Y*
3.77%

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWUS vs. EUSC - Yearly Performance Comparison


EWUS vs. EUSC - Sectors Allocation Comparison


Sectors
EWUS
EUSC

Financial Services

22.9%
28.4%

Industrials

20.7%
20.1%

Consumer Cyclical

14.6%
9.1%

Real Estate

10.1%
9.3%

Basic Materials

6.7%
6.5%

Communication Services

5.7%
5.0%

Consumer Defensive

4.6%
4.1%

Technology

4.3%
4.4%

Energy

3.3%
3.7%

Healthcare

3.2%
2.9%

Utilities

3.0%
6.5%

Financial Services

EWUS
22.9%
EUSC
28.4%

Industrials

EWUS
20.7%
EUSC
20.1%

Consumer Cyclical

EWUS
14.6%
EUSC
9.1%

Real Estate

EWUS
10.1%
EUSC
9.3%

Basic Materials

EWUS
6.7%
EUSC
6.5%

Communication Services

EWUS
5.7%
EUSC
5.0%

Consumer Defensive

EWUS
4.6%
EUSC
4.1%

Technology

EWUS
4.3%
EUSC
4.4%

Energy

EWUS
3.3%
EUSC
3.7%

Healthcare

EWUS
3.2%
EUSC
2.9%

Utilities

EWUS
3.0%
EUSC
6.5%

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Return for Risk

EWUS vs. EUSC — Risk / Return Rank

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

EWUS
EWUS Risk / Return Rank: 1717
Overall Rank
EWUS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EWUS Sortino Ratio Rank: 1717
Sortino Ratio Rank
EWUS Omega Ratio Rank: 1616
Omega Ratio Rank
EWUS Calmar Ratio Rank: 1717
Calmar Ratio Rank
EWUS Martin Ratio Rank: 1818
Martin Ratio Rank

EUSC
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. EUSC - 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 Hedged SmallCap Equity Fund (EUSC). 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.


EWUSEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.59

Martin ratioReturn relative to average drawdown

1.92

EWUS vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EWUSEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

EWUS vs. EUSC - Drawdown Comparison

The maximum EWUS drawdown since its inception was -49.33%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EWUS and EUSC.


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Drawdown Indicators


EWUSEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

0.00%

-49.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.84%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

Max Drawdown (10Y)

Largest decline over 10 years

-49.33%

Current Drawdown

Current decline from peak

-5.93%

0.00%

-5.93%

Average Drawdown

Average peak-to-trough decline

-13.08%

0.00%

-13.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

Volatility

EWUS vs. EUSC - Volatility Comparison


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Volatility by Period


EWUSEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

0.00%

+17.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

0.00%

+21.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

0.00%

+22.59%

EWUS vs. EUSC - Expense Ratio Comparison

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


Dividends

EWUS vs. EUSC - Dividend Comparison

EWUS's dividend yield for the trailing twelve months is around 3.55%, while EUSC has not paid dividends to shareholders.


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%
EWUS
iShares MSCI United Kingdom Small-Cap ETF
3.55%3.59%3.67%2.88%2.03%3.54%1.97%2.59%3.53%2.61%3.18%2.85%

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 EWUS.

EWUS has the higher dividend yield at 3.55%, compared with 0.00% for EUSC.

EWUS tracks MSCI United Kingdom Small Cap Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.59% for EWUS and 0.58% for EUSC.

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