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FDD vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDD vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust STOXX European Select Dividend Index Fund (FDD) 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


FDD

1D
-1.17%
1M
3.51%
YTD
11.53%
6M
17.78%
1Y
33.02%
3Y*
25.85%
5Y*
11.03%
10Y*
9.96%

EUSC

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

FDD vs. EUSC - Yearly Performance Comparison


FDD vs. EUSC - Sectors Allocation Comparison


Sectors
FDD
EUSC

Financial Services

52.2%
28.4%

Industrials

12.5%
20.1%

Consumer Cyclical

12.3%
9.1%

Energy

10.8%
3.7%

Utilities

6.0%
6.5%

Consumer Defensive

3.7%
4.1%

Real Estate

3.5%
9.3%

Basic Materials

2.9%
6.5%

Communication Services

2.1%
5.0%

Healthcare

-

2.9%

Technology

-

4.4%

Financial Services

FDD
52.2%
EUSC
28.4%

Industrials

FDD
12.5%
EUSC
20.1%

Consumer Cyclical

FDD
12.3%
EUSC
9.1%

Energy

FDD
10.8%
EUSC
3.7%

Utilities

FDD
6.0%
EUSC
6.5%

Consumer Defensive

FDD
3.7%
EUSC
4.1%

Real Estate

FDD
3.5%
EUSC
9.3%

Basic Materials

FDD
2.9%
EUSC
6.5%

Communication Services

FDD
2.1%
EUSC
5.0%

Healthcare

FDD

-

EUSC
2.9%

Technology

FDD

-

EUSC
4.4%

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Return for Risk

FDD vs. EUSC — Risk / Return Rank

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

FDD
FDD Risk / Return Rank: 6464
Overall Rank
FDD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 6262
Sortino Ratio Rank
FDD Omega Ratio Rank: 6060
Omega Ratio Rank
FDD Calmar Ratio Rank: 7070
Calmar Ratio Rank
FDD Martin Ratio Rank: 6464
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.

FDD vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) 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.


FDDEUSCDifference

Sharpe ratio

Return per unit of total volatility

2.16

Sortino ratio

Return per unit of downside risk

2.98

Omega ratio

Gain probability vs. loss probability

1.37

Calmar ratio

Return relative to maximum drawdown

3.53

Martin ratio

Return relative to average drawdown

11.86

FDD vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FDDEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

Drawdowns

FDD vs. EUSC - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FDD and EUSC.


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Drawdown Indicators


FDDEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

0.00%

-74.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-13.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

Current Drawdown

Current decline from peak

-2.26%

0.00%

-2.26%

Average Drawdown

Average peak-to-trough decline

-35.47%

0.00%

-35.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

Volatility

FDD vs. EUSC - Volatility Comparison


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Volatility by Period


FDDEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

0.00%

+15.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

0.00%

+18.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

0.00%

+20.16%

FDD vs. EUSC - Expense Ratio Comparison

Both FDD and EUSC have an expense ratio of 0.58%.


Dividends

FDD vs. EUSC - Dividend Comparison

FDD'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%
FDD
First Trust STOXX European Select Dividend Index Fund
3.55%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Frequently Asked Questions


Both ETFs have the same 0.58% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FDD and EUSC have the same expense ratio: 0.58% per year.

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

FDD tracks STOXX Europe Select Dividend 30, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: First Trust and WisdomTree.

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