FLEH vs. EUSC
Compare and contrast key facts about Franklin FTSE Europe Hedged ETF (FLEH) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC).
FLEH and EUSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLEH 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. EUSC is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Hedged SmallCap Equity Index. It was launched on Mar 4, 2015. Both FLEH and EUSC 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
FLEH vs. EUSC - Performance Comparison
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FLEH vs. EUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLEH Franklin FTSE Europe Hedged ETF | -2.81% | 41.56% | 2.26% | 16.21% | -9.14% | 23.27% | 0.95% | 26.94% | -8.54% | -1.24% |
EUSC WisdomTree Europe Hedged SmallCap Equity Fund | 4.74% | 38.80% | 10.42% | 19.80% | -11.14% | 23.52% | -2.92% | 28.60% | -13.34% | -0.86% |
Returns By Period
In the year-to-date period, FLEH achieves a -2.81% return, which is significantly lower than EUSC's 4.74% return.
FLEH
- 1D
- 3.62%
- 1M
- -9.14%
- YTD
- -2.81%
- 6M
- 1.86%
- 1Y
- 21.11%
- 3Y*
- 14.33%
- 5Y*
- 10.90%
- 10Y*
- —
EUSC
- 1D
- 2.89%
- 1M
- -4.05%
- YTD
- 4.74%
- 6M
- 10.31%
- 1Y
- 31.19%
- 3Y*
- 20.96%
- 5Y*
- 13.48%
- 10Y*
- 12.04%
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FLEH vs. EUSC - Expense Ratio Comparison
FLEH has a 0.09% expense ratio, which is lower than EUSC's 0.58% expense ratio.
Return for Risk
FLEH vs. EUSC — Risk / Return Rank
FLEH
EUSC
FLEH vs. EUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) 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.
| FLEH | EUSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.70 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.38 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 2.51 | -1.03 |
Martin ratioReturn relative to average drawdown | 5.76 | 11.27 | -5.51 |
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
| FLEH | EUSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.70 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.88 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.62 | -0.10 |
Correlation
The correlation between FLEH and EUSC is 0.78, 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
FLEH vs. EUSC - Dividend Comparison
FLEH's dividend yield for the trailing twelve months is around 2.29%, less than EUSC's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEH Franklin FTSE Europe Hedged ETF | 2.29% | 2.22% | 3.18% | 3.25% | 21.45% | 3.03% | 1.94% | 6.06% | 12.17% | 0.07% | 0.00% | 0.00% |
EUSC WisdomTree Europe Hedged SmallCap Equity Fund | 2.93% | 2.95% | 3.99% | 3.53% | 5.13% | 2.39% | 3.42% | 3.08% | 2.34% | 1.46% | 2.60% | 4.39% |
Drawdowns
FLEH vs. EUSC - Drawdown Comparison
The maximum FLEH drawdown since its inception was -33.94%, smaller than the maximum EUSC drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for FLEH and EUSC.
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Drawdown Indicators
| FLEH | EUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.94% | -39.28% | +5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -11.85% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -24.49% | +5.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.28% | — |
Current DrawdownCurrent decline from peak | -9.92% | -4.58% | -5.34% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -5.53% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.64% | +0.81% |
Volatility
FLEH vs. EUSC - Volatility Comparison
Franklin FTSE Europe Hedged ETF (FLEH) has a higher volatility of 8.86% compared to WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) at 6.96%. This indicates that FLEH's price experiences larger fluctuations and is considered to be riskier than EUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLEH | EUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.86% | 6.96% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 10.05% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 18.46% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 15.33% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 17.10% | +1.06% |