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RFEU vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFEU vs. EUSC - Performance Comparison

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

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Returns By Period


RFEU

1D
0.00%
1M
0.00%
YTD
1.50%
6M
4.04%
1Y
13.97%
3Y*
12.44%
5Y*
3.74%
10Y*
7.29%

EUSC

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

RFEU vs. EUSC - Yearly Performance Comparison


RFEU vs. EUSC - Sectors Allocation Comparison


Sectors
RFEU
EUSC

Financial Services

18.9%
28.4%

Industrials

15.4%
20.1%

Healthcare

13.3%
2.9%

Technology

12.5%
4.4%

Consumer Cyclical

10.6%
9.1%

Consumer Defensive

9.3%
4.1%

Energy

8.7%
3.7%

Utilities

6.4%
6.5%

Communication Services

3.8%
5.0%

Basic Materials

1.2%
6.5%

Real Estate

-

9.3%

Financial Services

RFEU
18.9%
EUSC
28.4%

Industrials

RFEU
15.4%
EUSC
20.1%

Healthcare

RFEU
13.3%
EUSC
2.9%

Technology

RFEU
12.5%
EUSC
4.4%

Consumer Cyclical

RFEU
10.6%
EUSC
9.1%

Consumer Defensive

RFEU
9.3%
EUSC
4.1%

Energy

RFEU
8.7%
EUSC
3.7%

Utilities

RFEU
6.4%
EUSC
6.5%

Communication Services

RFEU
3.8%
EUSC
5.0%

Basic Materials

RFEU
1.2%
EUSC
6.5%

Real Estate

RFEU

-

EUSC
9.3%

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Return for Risk

RFEU vs. EUSC — Risk / Return Rank

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

RFEU
RFEU Risk / Return Rank: 5959
Overall Rank
RFEU Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RFEU Sortino Ratio Rank: 5454
Sortino Ratio Rank
RFEU Omega Ratio Rank: 6565
Omega Ratio Rank
RFEU Calmar Ratio Rank: 6161
Calmar Ratio Rank
RFEU Martin Ratio Rank: 6161
Martin Ratio Rank

EUSC
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.

RFEU vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


RFEUEUSCDifference

Sharpe ratio

Return per unit of total volatility

1.77

Sortino ratio

Return per unit of downside risk

2.57

Omega ratio

Gain probability vs. loss probability

1.39

Calmar ratio

Return relative to maximum drawdown

2.99

Martin ratio

Return relative to average drawdown

10.93

RFEU vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RFEUEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

Drawdowns

RFEU vs. EUSC - Drawdown Comparison

The maximum RFEU drawdown since its inception was -39.74%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for RFEU and EUSC.


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Drawdown Indicators


RFEUEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

0.00%

-39.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.48%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-9.62%

0.00%

-9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

Volatility

RFEU vs. EUSC - Volatility Comparison


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Volatility by Period


RFEUEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

8.73%

0.00%

+8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

0.00%

+16.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

0.00%

+17.86%

RFEU vs. EUSC - Expense Ratio Comparison

RFEU has a 0.83% expense ratio, which is higher than EUSC's 0.58% expense ratio.


Dividends

RFEU vs. EUSC - Dividend Comparison

RFEU's dividend yield for the trailing twelve months is around 2.83%, while EUSC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


On fees, EUSC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUSC is cheaper with a 0.58% expense ratio, compared with 0.83% for RFEU.

RFEU has the higher dividend yield at 2.83%, compared with 0.00% for EUSC.

They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.83% for RFEU and 0.58% for EUSC.

Portfolio Optimizer

Find the right allocation for RFEU and EUSC

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