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WisdomTree Europe Equity Income UCITS ETF Acc (EEI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BDF16007
WKNA2DHPT
IssuerWisdomTree
Inception DateNov 3, 2016
CategoryEurope Equities
Index TrackedMSCI Europe High Div Yld NR EUR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

EEIP.L has a high expense ratio of 0.29%, indicating higher-than-average management fees.


Expense ratio chart for EEIP.L: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Europe Equity Income UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in WisdomTree Europe Equity Income UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
55.38%
144.43%
EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Europe Equity Income UCITS ETF Acc had a return of 6.89% year-to-date (YTD) and 15.16% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.89%11.29%
1 month4.53%4.87%
6 months11.71%17.88%
1 year15.16%29.16%
5 years (annualized)5.28%13.20%
10 years (annualized)N/A10.97%

Monthly Returns

The table below presents the monthly returns of EEIP.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.59%1.26%3.90%-0.37%6.89%
20235.32%1.77%-2.70%1.93%-5.39%3.00%3.29%-2.53%2.79%-3.13%4.03%4.09%12.45%
20222.34%-2.24%2.69%0.75%2.77%-7.62%0.16%-0.13%-5.22%4.47%8.34%0.44%5.92%
2021-1.51%0.85%5.50%2.52%1.02%-0.74%0.21%1.72%-2.07%0.25%-1.00%4.33%11.35%
2020-3.58%-5.10%-19.69%2.97%5.55%4.21%-5.05%1.88%-2.24%-6.54%15.39%1.67%-13.70%
20192.73%1.21%2.52%2.22%-2.66%5.19%0.98%-3.93%4.32%-1.42%0.40%2.21%14.22%
2018-0.26%-2.51%-1.93%6.51%-1.00%0.35%4.16%-3.66%1.32%-4.49%-0.28%-4.46%-6.64%
2017-0.79%1.24%3.66%-1.27%5.94%-2.12%2.38%2.69%-1.14%2.45%-1.18%1.55%13.88%
2016-2.83%7.64%4.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEIP.L is 62, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EEIP.L is 6262
EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc)
The Sharpe Ratio Rank of EEIP.L is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of EEIP.L is 5454Sortino Ratio Rank
The Omega Ratio Rank of EEIP.L is 5757Omega Ratio Rank
The Calmar Ratio Rank of EEIP.L is 7878Calmar Ratio Rank
The Martin Ratio Rank of EEIP.L is 6666Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EEIP.L
Sharpe ratio
The chart of Sharpe ratio for EEIP.L, currently valued at 1.32, compared to the broader market0.002.004.001.32
Sortino ratio
The chart of Sortino ratio for EEIP.L, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.87
Omega ratio
The chart of Omega ratio for EEIP.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for EEIP.L, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.83
Martin ratio
The chart of Martin ratio for EEIP.L, currently valued at 5.99, compared to the broader market0.0020.0040.0060.0080.005.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.005.0010.0015.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39

Sharpe Ratio

The current WisdomTree Europe Equity Income UCITS ETF Acc Sharpe ratio is 1.32. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Europe Equity Income UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.32
2.06
EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Europe Equity Income UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Europe Equity Income UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Europe Equity Income UCITS ETF Acc was 34.51%, occurring on Mar 16, 2020. Recovery took 542 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.51%Jan 21, 202040Mar 16, 2020542May 25, 2022582
-14.49%Jun 7, 202291Oct 13, 202256Jan 4, 2023147
-12.74%Aug 9, 201898Dec 27, 2018128Jul 2, 2019226
-9.74%Jan 16, 201850Mar 26, 201830May 10, 201880
-9.35%Mar 7, 20239Mar 17, 2023182Dec 6, 2023191

Volatility

Volatility Chart

The current WisdomTree Europe Equity Income UCITS ETF Acc volatility is 3.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.97%
3.80%
EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc)
Benchmark (^GSPC)