FLEE vs. EUDG
Compare and contrast key facts about Franklin FTSE Europe ETF (FLEE) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
FLEE and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLEE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Developed Europe RIC Capped Index. It was launched on Nov 2, 2017. 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 FLEE 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
FLEE vs. EUDG - Performance Comparison
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FLEE vs. EUDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | -0.49% | 35.76% | 2.03% | 20.46% | -15.22% | 16.84% | 5.33% | 24.41% | -14.97% | 1.47% |
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% | 0.98% |
Returns By Period
In the year-to-date period, FLEE achieves a -0.49% return, which is significantly higher than EUDG's -2.65% return.
FLEE
- 1D
- 3.33%
- 1M
- -7.60%
- YTD
- -0.49%
- 6M
- 5.81%
- 1Y
- 21.11%
- 3Y*
- 14.51%
- 5Y*
- 9.16%
- 10Y*
- —
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%
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FLEE vs. EUDG - Expense Ratio Comparison
FLEE has a 0.09% expense ratio, which is lower than EUDG's 0.58% expense ratio.
Return for Risk
FLEE vs. EUDG — Risk / Return Rank
FLEE
EUDG
FLEE vs. EUDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) 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.
| FLEE | EUDG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.88 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.32 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.11 | +0.50 |
Martin ratioReturn relative to average drawdown | 6.22 | 4.24 | +1.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLEE | EUDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.88 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.34 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.32 | +0.08 |
Correlation
The correlation between FLEE and EUDG is 0.92, 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
FLEE vs. EUDG - Dividend Comparison
FLEE's dividend yield for the trailing twelve months is around 2.77%, more than EUDG's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | 2.77% | 2.76% | 3.93% | 2.57% | 3.48% | 3.61% | 1.88% | 3.02% | 3.85% | 0.02% | 0.00% | 0.00% |
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
FLEE vs. EUDG - Drawdown Comparison
The maximum FLEE drawdown since its inception was -37.27%, which is greater than EUDG's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FLEE and EUDG.
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Drawdown Indicators
| FLEE | EUDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.27% | -33.76% | -3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.20% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -33.30% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.76% | — |
Current DrawdownCurrent decline from peak | -8.60% | -9.27% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -7.77% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.20% | +0.01% |
Volatility
FLEE vs. EUDG - Volatility Comparison
Franklin FTSE Europe ETF (FLEE) has a higher volatility of 7.57% compared to WisdomTree Europe Quality Dividend Growth Fund (EUDG) at 6.98%. This indicates that FLEE'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.
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Volatility by Period
| FLEE | EUDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 6.98% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.65% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.61% | 16.52% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 16.45% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 17.57% | +1.35% |