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WisdomTree Europe Quality Dividend Growth Fund (EUDG US) - Portfolio Construction Methodology
ETF Strategy· 2026-01-20 09:30
Core Insights - The WisdomTree Europe Quality Dividend Growth Index targets dividend-paying European companies with strong profitability and earnings growth characteristics [1] - The index includes stocks from 15 developed European markets, with specific market cap and trading volume thresholds for inclusion [1] - Companies are evaluated based on a composite score derived from estimated earnings growth, return on equity (ROE), and return on assets (ROA) [1] Portfolio Construction Methodology - Eligible stocks must have an earnings yield greater than their dividend yield [1] - The top 300 companies are selected based on their quality score and weighted by the value of their indicated cash dividends, with specific caps on company, country, sector, and real estate weights [1] - The index undergoes annual rebalancing following a screening process in September [1]