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FLEU vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLEU vs. EUSC - Performance Comparison

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


FLEU

1D
0.52%
1M
3.45%
YTD
7.22%
6M
10.70%
1Y
19.04%
3Y*
16.81%
5Y*
12.08%
10Y*

EUSC

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

FLEU vs. EUSC - Yearly Performance Comparison


FLEU vs. EUSC - Sectors Allocation Comparison


Sectors
FLEU
EUSC

Financial Services

24.8%
28.4%

Industrials

21.0%
20.1%

Technology

14.7%
4.4%

Consumer Cyclical

8.4%
9.1%

Utilities

7.1%
6.5%

Healthcare

5.8%
2.9%

Consumer Defensive

5.2%
4.1%

Basic Materials

4.3%
6.5%

Energy

4.0%
3.7%

Communication Services

3.6%
5.0%

Real Estate

1.2%
9.3%

Financial Services

FLEU
24.8%
EUSC
28.4%

Industrials

FLEU
21.0%
EUSC
20.1%

Technology

FLEU
14.7%
EUSC
4.4%

Consumer Cyclical

FLEU
8.4%
EUSC
9.1%

Utilities

FLEU
7.1%
EUSC
6.5%

Healthcare

FLEU
5.8%
EUSC
2.9%

Consumer Defensive

FLEU
5.2%
EUSC
4.1%

Basic Materials

FLEU
4.3%
EUSC
6.5%

Energy

FLEU
4.0%
EUSC
3.7%

Communication Services

FLEU
3.6%
EUSC
5.0%

Real Estate

FLEU
1.2%
EUSC
9.3%

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Return for Risk

FLEU vs. EUSC — Risk / Return Rank

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

FLEU
FLEU Risk / Return Rank: 3232
Overall Rank
FLEU Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 3131
Sortino Ratio Rank
FLEU Omega Ratio Rank: 3131
Omega Ratio Rank
FLEU Calmar Ratio Rank: 3030
Calmar Ratio Rank
FLEU Martin Ratio Rank: 3636
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.

FLEU vs. EUSC - Risk-Adjusted Trends Comparison

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


FLEUEUSCDifference

Sharpe ratio

Return per unit of total volatility

1.13

Sortino ratio

Return per unit of downside risk

1.67

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.50

Martin ratio

Return relative to average drawdown

5.48

FLEU vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLEUEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

FLEU vs. EUSC - Drawdown Comparison

The maximum FLEU drawdown since its inception was -33.94%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLEU and EUSC.


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Drawdown Indicators


FLEUEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

0.00%

-33.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

Current Drawdown

Current decline from peak

-0.63%

0.00%

-0.63%

Average Drawdown

Average peak-to-trough decline

-4.71%

0.00%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

Volatility

FLEU vs. EUSC - Volatility Comparison


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Volatility by Period


FLEUEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

0.00%

+17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

0.00%

+16.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

0.00%

+18.26%

FLEU vs. EUSC - Expense Ratio Comparison

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


Dividends

FLEU vs. EUSC - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 2.07%, 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%
FLEU
Franklin FTSE Eurozone ETF
2.07%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%

Frequently Asked Questions


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

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

FLEU has the higher dividend yield at 2.07%, compared with 0.00% for EUSC.

FLEU tracks FTSE Developed Eurozone Index - Benchmark TR Net, 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 FLEU and 0.58% for EUSC.

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