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FLEE vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLEE vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe ETF (FLEE) 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


FLEE

1D
-1.22%
1M
2.47%
YTD
5.58%
6M
8.37%
1Y
17.27%
3Y*
16.30%
5Y*
8.65%
10Y*

EUSC

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

FLEE vs. EUSC - Yearly Performance Comparison


FLEE vs. EUSC - Sectors Allocation Comparison


Sectors
FLEE
EUSC

Financial Services

23.8%
28.4%

Industrials

19.6%
20.1%

Healthcare

12.8%
2.9%

Consumer Defensive

8.5%
4.1%

Technology

8.5%
4.4%

Consumer Cyclical

6.6%
9.1%

Basic Materials

5.8%
6.5%

Energy

5.3%
3.7%

Utilities

5.1%
6.5%

Communication Services

3.0%
5.0%

Real Estate

1.1%
9.3%

Financial Services

FLEE
23.8%
EUSC
28.4%

Industrials

FLEE
19.6%
EUSC
20.1%

Healthcare

FLEE
12.8%
EUSC
2.9%

Consumer Defensive

FLEE
8.5%
EUSC
4.1%

Technology

FLEE
8.5%
EUSC
4.4%

Consumer Cyclical

FLEE
6.6%
EUSC
9.1%

Basic Materials

FLEE
5.8%
EUSC
6.5%

Energy

FLEE
5.3%
EUSC
3.7%

Utilities

FLEE
5.1%
EUSC
6.5%

Communication Services

FLEE
3.0%
EUSC
5.0%

Real Estate

FLEE
1.1%
EUSC
9.3%

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Return for Risk

FLEE vs. EUSC — Risk / Return Rank

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

FLEE
FLEE Risk / Return Rank: 3030
Overall Rank
FLEE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FLEE Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLEE Omega Ratio Rank: 2929
Omega Ratio Rank
FLEE Calmar Ratio Rank: 2828
Calmar Ratio Rank
FLEE Martin Ratio Rank: 3333
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.

FLEE vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) 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.


FLEEEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.40

Martin ratioReturn relative to average drawdown

5.13

FLEE vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLEEEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Drawdowns

FLEE vs. EUSC - Drawdown Comparison

The maximum FLEE drawdown since its inception was -37.27%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLEE and EUSC.


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Drawdown Indicators


FLEEEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

0.00%

-37.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

Current Drawdown

Current decline from peak

-3.03%

0.00%

-3.03%

Average Drawdown

Average peak-to-trough decline

-7.11%

0.00%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

FLEE vs. EUSC - Volatility Comparison


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Volatility by Period


FLEEEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

0.00%

+15.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

0.00%

+17.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

0.00%

+18.95%

FLEE vs. EUSC - Expense Ratio Comparison

FLEE has a 0.09% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

FLEE vs. EUSC - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 2.61%, while EUSC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
FLEE
Franklin FTSE Europe ETF
2.61%2.76%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%

Frequently Asked Questions


On fees, FLEE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLEE is cheaper with a 0.09% expense ratio, compared with 0.58% for EUSC.

FLEE has the higher dividend yield at 2.61%, compared with 0.00% for EUSC.

FLEE tracks FTSE Developed Europe RIC Capped Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.09% for FLEE and 0.58% for EUSC.

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