WisdomTree Europe Hedged SmallCap Equity Fund

10-Year Study

EUSC.US · · US · ETF

Executive Summary: WisdomTree Europe Hedged SmallCap Equity Fund has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 30.1% and an annualized volatility of 15.3%.

1Y CAGR
+26.0%
3Y CAGR
+23.2%
5Y CAGR
+13.6%
10Y CAGR
+12.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
30.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.13.8-4.26.7————————11.6%
20254.65.00.92.66.70.50.51.43.01.30.82.934.5%
20240.31.25.30.15.7-5.02.40.31.3-2.90.51.310.4%
20238.63.0-2.92.0-2.72.82.9-0.9-3.2-2.68.43.719.8%
2022-0.8-6.00.5-0.62.4-9.84.4-5.4-8.58.97.4-2.2-11.1%
20211.52.76.01.93.1-0.23.42.6-4.03.9-3.13.923.5%
2020-2.4-6.5-23.411.64.41.6-0.65.1-1.0-5.516.43.0-2.9%
20198.73.11.94.6-6.95.2-1.4-0.93.43.23.51.928.6%
20183.3-2.8-1.83.2-1.3-1.92.5-1.5-0.1-7.1-0.1-6.0-13.3%
20171.42.15.84.22.7-1.30.5-0.44.31.6-0.80.422.2%
2016———1.33.1-6.75.90.00.61.0-1.87.811.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 96.5% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110129.651230933232
2016-05-0110439.184475339476
2016-06-019744.771812717318
2016-07-0110320.751452506796
2016-08-0110324.993163032377
2016-09-0110384.265486429316
2016-10-0110486.289786965668
2016-11-0110294.966317469707
2016-12-0111101.282001194375
2017-01-0111252.92315248391
2017-02-0111489.342702304475
2017-03-0112155.570314723758
2017-04-0112667.087116920518
2017-05-0113006.64720688943
2017-06-0112834.411434758584
2017-07-0112904.06478654708
2017-08-0112854.0014399491
2017-09-0113409.665518800264
2017-10-0113627.83455096471
2017-11-0113523.07546337897
2017-12-0113571.073766694757
2018-01-0114016.174311977808
2018-02-0113627.83455096471
2018-03-0113387.84303438576
2018-04-0113810.45135148711
2018-05-0113627.83455096471
2018-06-0113367.806533350447
2018-07-0113701.673801298186
2018-08-0113496.899644477682
2018-09-0113487.969727581722
2018-10-0112535.370842705095
2018-11-0112517.566820893773
2018-12-0111760.812175941686
2019-01-0112780.218001596222
2019-02-0113180.836398341267
2019-03-0113425.795181193595
2019-04-0114039.001412043108
2019-05-0113066.142778208772
2019-06-0113749.448856691577
2019-07-0113558.348635118014
2019-08-0113439.803988324133
2019-09-0113903.434111166302
2019-10-0114342.45115056398
2019-11-0114838.731282057004
2019-12-0115124.935118572552
2020-01-0114762.324680615939
2020-02-0113804.758529465935
2020-03-0110579.16092268366
2020-04-0111808.308171432078
2020-05-0112331.936173418986
2020-06-0112523.315454895548
2020-07-0112449.811076445669
2020-08-0113082.439876543898
2020-09-0112957.309416039247
2020-10-0112249.780937976144
2020-11-0114259.73779531514
2020-12-0114683.462352028488
2021-01-0114910.89617297249
2021-02-0115320.667734535895
2021-03-0116242.514218102058
2021-04-0116550.42891507091
2021-05-0117056.252895246493
2021-06-0117027.230665334617
2021-07-0117601.312697783706
2021-08-0118058.524442856906
2021-09-0117344.74502296663
2021-10-0118023.809390923852
2021-11-0117456.480608127342
2021-12-0118136.047283909964
2022-01-0117985.131688368223
2022-02-0116901.98858086877
2022-03-0116994.85971658676
2022-04-0116889.542509195024
2022-05-0117295.630480038843
2022-06-0115593.141823823902
2022-07-0116281.136108677088
2022-08-0115397.911515685955
2022-09-0114090.460058156084
2022-10-0115345.392441941587
2022-11-0116484.291718060198
2022-12-0116116.04427006301
2023-01-0117509.781049600108
2023-02-0118040.720421045582
2023-03-0117514.859939834685
2023-04-0117872.000803692517
2023-05-0117386.38076049405
2023-06-0117870.27063229393
2023-07-0118390.661539406046
2023-08-0118221.886110072388
2023-09-0117634.353390298762
2023-10-0117175.35566184637
2023-11-0118614.969889436466
2023-12-0119307.205884815234
2024-01-0119371.222226563154
2024-02-0119595.75382451597
2024-03-0120641.502905013593
2024-04-0120663.93932121469
2024-05-0121847.934677657904
2024-06-0120747.824728056123
2024-07-0121242.03981626696
2024-08-0121298.633164595114
2024-09-0121573.339733107106
2024-10-0120951.31520932283
2024-11-0121045.860704458817
2024-12-0121319.17197345582
2025-01-0122301.40702003092
2025-02-0123408.38184324647
2025-03-0123625.211387876523
2025-04-0124250.86369039978
2025-05-0125868.85300798669
2025-06-0125997.22056336613
2025-07-0126125.588118745567
2025-08-0126485.798641536392
2025-09-0127280.67286923811
2025-10-0127633.181338706167
2025-11-0127855.75951733799
2025-12-0128665.033236034447
2026-01-0130138.469523867992
2026-02-0131293.777522282933
2026-03-0129976.6147801287
2026-04-0131980.264883659922
Annual Return Matrix
YearAnnual Return
20170.2224780674191198
2018-0.13339118347405177
20190.2860451210599748
2020-0.02918840729451866
20210.2351342516572401
2022-0.11138055510249312
20230.19801146989153473
20240.10420804028525765
20250.3445659743129257
20260.11565420560747652
Total Factor Risk
0.15304513495510116
VTI.US Exposure
-0.013901251155760158
VEA.US Exposure
0.9646004396806999
VWO.US Exposure
-0.04460781311471098
QQQ.US Exposure
0.026831245285344217
VTV.US Exposure
0.012989790138399748
IJR.US Exposure
0.014854334444398064
QUAL.US Exposure
-0.10367323224215662
SHV.US Exposure
0.060869067949007115
TLT.US Exposure
-0.029302452454962526
LQD.US Exposure
-0.01526437845502412
HYG.US Exposure
0.0816977388233892
GLD.US Exposure
-0.029312172608193382
USO.US Exposure
0.008965222135376134
VNQ.US Exposure
0.025926623819861737
BTC-USD.CC Exposure
-0.003724492405339663
CPER.US Exposure
0.02658949955500815
VIX.INDX Exposure
-0.03871207907106888
UUP.US Exposure
-0.044046448251527474
TIP.US Exposure
0.024015447364428868
Idiosyncratic Exposure
0.07520491056283082
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$47
Avg Yield on Cost
0.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$47.440.47%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Europe Hedged SmallCap Equity Fund a high-risk investment?

WisdomTree Europe Hedged SmallCap Equity Fund (EUSC.US) has an annualized volatility of 15.3% and experienced a maximum drawdown of 30.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of EUSC.US?

Over the past 10 years, EUSC.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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