OEUR vs. IHDG
Compare and contrast key facts about OShares Europe Quality Dividend ETF (OEUR) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
OEUR and IHDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OEUR is a passively managed fund by O'Shares Investments that tracks the performance of the OEUR-US - O'Shares Europe Quality Dividend Index. It was launched on Aug 19, 2015. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014. Both OEUR and IHDG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OEUR or IHDG.
Performance
OEUR vs. IHDG - Performance Comparison
Returns By Period
In the year-to-date period, OEUR achieves a 2.68% return, which is significantly lower than IHDG's 4.99% return.
OEUR
2.68%
-7.76%
-5.80%
9.89%
6.12%
N/A
IHDG
4.99%
-4.55%
-5.37%
10.20%
9.10%
8.92%
Key characteristics
| OEUR | IHDG | |
|---|---|---|
| Sharpe Ratio | 0.82 | 0.89 |
| Sortino Ratio | 1.22 | 1.28 |
| Omega Ratio | 1.14 | 1.16 |
| Calmar Ratio | 0.94 | 1.10 |
| Martin Ratio | 3.23 | 3.74 |
| Ulcer Index | 3.26% | 2.75% |
| Daily Std Dev | 12.82% | 11.59% |
| Max Drawdown | -33.01% | -29.24% |
| Current Drawdown | -10.92% | -6.86% |
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OEUR vs. IHDG - Expense Ratio Comparison
OEUR has a 0.48% expense ratio, which is lower than IHDG's 0.58% expense ratio.
Correlation
The correlation between OEUR and IHDG is 0.77, 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.
Risk-Adjusted Performance
OEUR vs. IHDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for OShares Europe Quality Dividend ETF (OEUR) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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.
Dividends
OEUR vs. IHDG - Dividend Comparison
OEUR's dividend yield for the trailing twelve months is around 3.82%, more than IHDG's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
OEUR OShares Europe Quality Dividend ETF | 3.82% | 4.27% | 2.13% | 2.01% | 3.66% | 3.66% | 3.49% | 3.01% | 2.87% | 0.64% | 0.00% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.76% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% |
Drawdowns
OEUR vs. IHDG - Drawdown Comparison
The maximum OEUR drawdown since its inception was -33.01%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for OEUR and IHDG. For additional features, visit the drawdowns tool.
Volatility
OEUR vs. IHDG - Volatility Comparison
OShares Europe Quality Dividend ETF (OEUR) has a higher volatility of 4.35% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 3.10%. This indicates that OEUR's price experiences larger fluctuations and is considered to be riskier than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.