  We present a three-loop O(g^6) calculation of the difference between the
expectation values of Wilson loops evaluated in N=4 and superconformal N=2
supersymmetric Yang-Mills theory with gauge group SU(N) using dimensional
reduction. We find a massive reduction of required Feynman diagrams, leaving
only certain two-matter-loop corrections to the gauge field and associated
scalar propagator. This "diagrammatic difference" leaves a finite result
proportional to the bare propagators and allows the recovery of the zeta(3)
term coming from the matrix model for the 1/2 BPS circular Wilson loop in the
N=2 theory. The result is valid also for closed Wilson loops of general shape.
Comments are made concerning light-like polygons and supersymmetric loops in
the plane and on S^2.
