IEV vs. EUDG
Compare and contrast key facts about iShares Europe ETF (IEV) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
IEV and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEV is a passively managed fund by iShares that tracks the performance of the S&P Europe 350 Index. It was launched on Jul 25, 2000. 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 IEV 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
IEV vs. EUDG - Performance Comparison
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IEV vs. EUDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEV iShares Europe ETF | 0.48% | 35.63% | 1.36% | 20.14% | -14.24% | 16.73% | 4.07% | 24.03% | -14.68% | 24.84% |
EUDG WisdomTree Europe Quality Dividend Growth Fund | -1.26% | 28.94% | -4.30% | 19.36% | -18.24% | 16.87% | 11.29% | 28.52% | -15.19% | 29.66% |
Returns By Period
In the year-to-date period, IEV achieves a 0.48% return, which is significantly higher than EUDG's -1.26% return. Over the past 10 years, IEV has outperformed EUDG with an annualized return of 8.96%, while EUDG has yielded a comparatively lower 7.98% annualized return.
IEV
- 1D
- 1.46%
- 1M
- -4.85%
- YTD
- 0.48%
- 6M
- 5.18%
- 1Y
- 21.72%
- 3Y*
- 14.54%
- 5Y*
- 9.32%
- 10Y*
- 8.96%
EUDG
- 1D
- 1.43%
- 1M
- -5.62%
- YTD
- -1.26%
- 6M
- 4.39%
- 1Y
- 16.08%
- 3Y*
- 9.41%
- 5Y*
- 5.82%
- 10Y*
- 7.98%
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IEV vs. EUDG - Expense Ratio Comparison
IEV has a 0.59% expense ratio, which is higher than EUDG's 0.58% expense ratio.
Return for Risk
IEV vs. EUDG — Risk / Return Rank
IEV
EUDG
IEV vs. EUDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Europe ETF (IEV) 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.
| IEV | EUDG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.98 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.45 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.32 | +0.46 |
Martin ratioReturn relative to average drawdown | 6.78 | 4.99 | +1.79 |
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
| IEV | EUDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.98 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.36 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.46 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.33 | -0.10 |
Correlation
The correlation between IEV and EUDG is 0.93, 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
IEV vs. EUDG - Dividend Comparison
IEV's dividend yield for the trailing twelve months is around 2.72%, more than EUDG's 2.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEV iShares Europe ETF | 2.72% | 2.73% | 3.10% | 2.77% | 3.06% | 2.81% | 1.76% | 3.06% | 3.43% | 2.39% | 3.08% | 2.81% |
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.32% | 2.19% | 2.41% | 2.14% | 3.07% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.10% |
Drawdowns
IEV vs. EUDG - Drawdown Comparison
The maximum IEV drawdown since its inception was -63.27%, which is greater than EUDG's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for IEV and EUDG.
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Drawdown Indicators
| IEV | EUDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.27% | -33.76% | -29.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.20% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -33.30% | +2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.62% | -33.76% | -2.86% |
Current DrawdownCurrent decline from peak | -7.29% | -7.97% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -15.12% | -7.77% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.23% | 0.00% |
Volatility
IEV vs. EUDG - Volatility Comparison
iShares Europe ETF (IEV) has a higher volatility of 7.44% compared to WisdomTree Europe Quality Dividend Growth Fund (EUDG) at 6.76%. This indicates that IEV'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
| IEV | EUDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 6.76% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 10.69% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 16.55% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 16.46% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.58% | 17.57% | +1.01% |