PortfoliosLab logo
OEUR vs. HEDJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OEUR and HEDJ is 0.80, 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.


Performance

OEUR vs. HEDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OShares Europe Quality Dividend ETF (OEUR) and WisdomTree Europe Hedged Equity Fund (HEDJ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

OEUR:

6.46%

HEDJ:

19.04%

Max Drawdown

OEUR:

-1.68%

HEDJ:

-38.18%

Current Drawdown

OEUR:

-1.60%

HEDJ:

-2.69%

Returns By Period


OEUR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HEDJ

YTD

10.93%

1M

9.68%

6M

11.89%

1Y

4.45%

5Y*

15.45%

10Y*

7.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OEUR vs. HEDJ - Expense Ratio Comparison

OEUR has a 0.48% expense ratio, which is lower than HEDJ's 0.58% expense ratio.


Risk-Adjusted Performance

OEUR vs. HEDJ — Risk-Adjusted Performance Rank

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

OEUR
The Risk-Adjusted Performance Rank of OEUR is 6565
Overall Rank
The Sharpe Ratio Rank of OEUR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of OEUR is 6767
Sortino Ratio Rank
The Omega Ratio Rank of OEUR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of OEUR is 7777
Calmar Ratio Rank
The Martin Ratio Rank of OEUR is 5757
Martin Ratio Rank

HEDJ
The Risk-Adjusted Performance Rank of HEDJ is 4848
Overall Rank
The Sharpe Ratio Rank of HEDJ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of HEDJ is 4949
Sortino Ratio Rank
The Omega Ratio Rank of HEDJ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of HEDJ is 5858
Calmar Ratio Rank
The Martin Ratio Rank of HEDJ is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OEUR vs. HEDJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OShares Europe Quality Dividend ETF (OEUR) and WisdomTree Europe Hedged Equity Fund (HEDJ). 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.



Loading data...

Dividends

OEUR vs. HEDJ - Dividend Comparison

OEUR's dividend yield for the trailing twelve months is around 3.55%, more than HEDJ's 2.96% yield.


TTM20242023202220212020201920182017201620152014
OEUR
OShares Europe Quality Dividend ETF
3.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HEDJ
WisdomTree Europe Hedged Equity Fund
2.96%3.28%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.97%9.44%5.83%

Drawdowns

OEUR vs. HEDJ - Drawdown Comparison

The maximum OEUR drawdown since its inception was -1.68%, smaller than the maximum HEDJ drawdown of -38.18%. Use the drawdown chart below to compare losses from any high point for OEUR and HEDJ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

OEUR vs. HEDJ - Volatility Comparison


Loading data...