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OPPE vs. RFEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPE vs. RFEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree European Opportunities Fund (OPPE) and First Trust RiverFront Dynamic Europe ETF (RFEU). The values are adjusted to include any dividend payments, if applicable.

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OPPE vs. RFEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPE
WisdomTree European Opportunities Fund
4.74%38.80%10.42%19.80%-11.14%23.52%-2.92%28.60%-13.34%22.25%
RFEU
First Trust RiverFront Dynamic Europe ETF
1.50%30.78%-1.78%16.19%-24.17%22.83%6.25%23.21%-17.57%26.58%

Returns By Period

In the year-to-date period, OPPE achieves a 4.74% return, which is significantly higher than RFEU's 1.50% return.


OPPE

1D
2.89%
1M
-4.05%
YTD
4.74%
6M
10.31%
1Y
31.19%
3Y*
20.96%
5Y*
13.48%
10Y*
12.04%

RFEU

1D
0.00%
1M
0.00%
YTD
1.50%
6M
8.37%
1Y
22.55%
3Y*
12.42%
5Y*
6.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPPE vs. RFEU - Expense Ratio Comparison

OPPE has a 0.58% expense ratio, which is lower than RFEU's 0.83% expense ratio.


Return for Risk

OPPE vs. RFEU — Risk / Return Rank

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

OPPE
OPPE Risk / Return Rank: 8787
Overall Rank
OPPE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
OPPE Sortino Ratio Rank: 8787
Sortino Ratio Rank
OPPE Omega Ratio Rank: 8989
Omega Ratio Rank
OPPE Calmar Ratio Rank: 8585
Calmar Ratio Rank
OPPE Martin Ratio Rank: 8989
Martin Ratio Rank

RFEU
RFEU Risk / Return Rank: 8484
Overall Rank
RFEU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RFEU Sortino Ratio Rank: 8585
Sortino Ratio Rank
RFEU Omega Ratio Rank: 9292
Omega Ratio Rank
RFEU Calmar Ratio Rank: 7272
Calmar Ratio Rank
RFEU Martin Ratio Rank: 8989
Martin Ratio Rank
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.

OPPE vs. RFEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree European Opportunities Fund (OPPE) and First Trust RiverFront Dynamic Europe ETF (RFEU). 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.


OPPERFEUDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.68

+0.03

Sortino ratio

Return per unit of downside risk

2.38

2.28

+0.09

Omega ratio

Gain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratio

Return relative to maximum drawdown

2.51

1.88

+0.63

Martin ratio

Return relative to average drawdown

11.27

11.36

-0.09

OPPE vs. RFEU - Sharpe Ratio Comparison

The current OPPE Sharpe Ratio is 1.70, which is comparable to the RFEU Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of OPPE and RFEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OPPERFEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.68

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.37

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.42

+0.20

Correlation

The correlation between OPPE and RFEU is 0.72, 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

OPPE vs. RFEU - Dividend Comparison

OPPE's dividend yield for the trailing twelve months is around 2.93%, more than RFEU's 2.83% yield.


TTM20252024202320222021202020192018201720162015
OPPE
WisdomTree European Opportunities Fund
2.93%2.95%3.99%3.53%5.13%2.39%3.42%3.08%2.34%1.46%2.60%4.39%
RFEU
First Trust RiverFront Dynamic Europe ETF
2.83%2.87%5.45%3.37%4.98%1.82%2.32%3.08%2.84%1.35%3.16%0.00%

Drawdowns

OPPE vs. RFEU - Drawdown Comparison

The maximum OPPE drawdown since its inception was -39.28%, roughly equal to the maximum RFEU drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for OPPE and RFEU.


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Drawdown Indicators


OPPERFEUDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-39.74%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-11.26%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-35.92%

+11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-4.58%

-0.11%

-4.47%

Average Drawdown

Average peak-to-trough decline

-5.53%

-9.79%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.21%

+0.43%

Volatility

OPPE vs. RFEU - Volatility Comparison

WisdomTree European Opportunities Fund (OPPE) has a higher volatility of 6.96% compared to First Trust RiverFront Dynamic Europe ETF (RFEU) at 0.00%. This indicates that OPPE's price experiences larger fluctuations and is considered to be riskier than RFEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPPERFEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

0.00%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

5.97%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

14.96%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

17.01%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

17.97%

-0.87%