GSEU vs. DFE
Compare and contrast key facts about Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and WisdomTree Europe SmallCap Dividend Fund (DFE).
GSEU and DFE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEU is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Europe Equity Index. It was launched on Mar 2, 2016. DFE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe SmallCap Dividend Index. It was launched on Jun 16, 2006. Both GSEU and DFE 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
GSEU vs. DFE - Performance Comparison
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GSEU vs. DFE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | -1.07% | 35.70% | 2.00% | 20.74% | -17.90% | 17.33% | 6.64% | 24.57% | -14.29% | 26.97% |
DFE WisdomTree Europe SmallCap Dividend Fund | -0.10% | 32.85% | -0.61% | 14.94% | -22.15% | 18.44% | 2.15% | 27.15% | -21.23% | 32.71% |
Returns By Period
In the year-to-date period, GSEU achieves a -1.07% return, which is significantly lower than DFE's -0.10% return. Over the past 10 years, GSEU has outperformed DFE with an annualized return of 8.82%, while DFE has yielded a comparatively lower 6.62% annualized return.
GSEU
- 1D
- 2.96%
- 1M
- -7.92%
- YTD
- -1.07%
- 6M
- 4.48%
- 1Y
- 20.81%
- 3Y*
- 14.25%
- 5Y*
- 8.55%
- 10Y*
- 8.82%
DFE
- 1D
- 3.45%
- 1M
- -7.61%
- YTD
- -0.10%
- 6M
- 3.19%
- 1Y
- 22.70%
- 3Y*
- 12.12%
- 5Y*
- 4.86%
- 10Y*
- 6.62%
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GSEU vs. DFE - Expense Ratio Comparison
GSEU has a 0.25% expense ratio, which is lower than DFE's 0.58% expense ratio.
Return for Risk
GSEU vs. DFE — Risk / Return Rank
GSEU
DFE
GSEU vs. DFE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and WisdomTree Europe SmallCap Dividend Fund (DFE). 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.
| GSEU | DFE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.34 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.87 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.85 | -0.20 |
Martin ratioReturn relative to average drawdown | 6.35 | 6.48 | -0.13 |
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
| GSEU | DFE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.34 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.26 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.34 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.28 | +0.21 |
Correlation
The correlation between GSEU and DFE is 0.87, 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
GSEU vs. DFE - Dividend Comparison
GSEU's dividend yield for the trailing twelve months is around 2.75%, less than DFE's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 2.75% | 2.72% | 2.35% | 3.41% | 3.34% | 2.71% | 1.84% | 3.69% | 3.40% | 2.51% | 2.74% | 0.00% |
DFE WisdomTree Europe SmallCap Dividend Fund | 4.10% | 4.38% | 4.93% | 4.97% | 5.84% | 2.56% | 2.43% | 3.39% | 4.97% | 2.53% | 4.05% | 2.78% |
Drawdowns
GSEU vs. DFE - Drawdown Comparison
The maximum GSEU drawdown since its inception was -35.71%, smaller than the maximum DFE drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for GSEU and DFE.
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Drawdown Indicators
| GSEU | DFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -69.38% | +33.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -11.41% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -33.98% | -40.34% | +6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -35.71% | -49.66% | +13.95% |
Current DrawdownCurrent decline from peak | -8.35% | -7.99% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -17.87% | +11.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.25% | -0.17% |
Volatility
GSEU vs. DFE - Volatility Comparison
Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and WisdomTree Europe SmallCap Dividend Fund (DFE) have volatilities of 7.68% and 7.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSEU | DFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 7.34% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 10.80% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 17.03% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 18.95% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 19.70% | -1.67% |