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BTCW vs. EEI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTCW vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wisdom Tree Bitcoin Fund (BTCW) and WisdomTree Europe Equity Income UCITS ETF (EEI.L). The values are adjusted to include any dividend payments, if applicable.

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BTCW vs. EEI.L - Yearly Performance Comparison


2026 (YTD)20252024
BTCW
Wisdom Tree Bitcoin Fund
-22.24%-6.05%100.00%
EEI.L
WisdomTree Europe Equity Income UCITS ETF
7.45%36.41%-6.21%
Different Trading Currencies

BTCW is traded in USD, while EEI.L is traded in GBp. To make them comparable, the EEI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTCW achieves a -22.24% return, which is significantly lower than EEI.L's 7.45% return.


BTCW

1D
0.50%
1M
-1.54%
YTD
-22.24%
6M
-42.12%
1Y
-19.97%
3Y*
5Y*
10Y*

EEI.L

1D
0.00%
1M
-0.96%
YTD
7.45%
6M
12.60%
1Y
27.52%
3Y*
12.06%
5Y*
6.12%
10Y*
3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTCW vs. EEI.L - Expense Ratio Comparison

BTCW has a 0.30% expense ratio, which is higher than EEI.L's 0.29% expense ratio.


Return for Risk

BTCW vs. EEI.L — Risk / Return Rank

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

BTCW
BTCW Risk / Return Rank: 66
Overall Rank
BTCW Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BTCW Sortino Ratio Rank: 55
Sortino Ratio Rank
BTCW Omega Ratio Rank: 66
Omega Ratio Rank
BTCW Calmar Ratio Rank: 66
Calmar Ratio Rank
BTCW Martin Ratio Rank: 66
Martin Ratio Rank

EEI.L
EEI.L Risk / Return Rank: 8888
Overall Rank
EEI.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 8888
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 9191
Martin Ratio Rank
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.

BTCW vs. EEI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wisdom Tree Bitcoin Fund (BTCW) and WisdomTree Europe Equity Income UCITS ETF (EEI.L). 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.


BTCWEEI.LDifference

Sharpe ratio

Return per unit of total volatility

-0.44

1.69

-2.14

Sortino ratio

Return per unit of downside risk

-0.37

2.13

-2.50

Omega ratio

Gain probability vs. loss probability

0.96

1.34

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.35

3.42

-3.78

Martin ratio

Return relative to average drawdown

-0.75

11.19

-11.94

BTCW vs. EEI.L - Sharpe Ratio Comparison

The current BTCW Sharpe Ratio is -0.44, which is lower than the EEI.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BTCW and EEI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTCWEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

1.69

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.09

+0.27

Correlation

The correlation between BTCW and EEI.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BTCW vs. EEI.L - Dividend Comparison

BTCW has not paid dividends to shareholders, while EEI.L's dividend yield for the trailing twelve months is around 0.05%.


TTM20252024202320222021202020192018201720162015
BTCW
Wisdom Tree Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEI.L
WisdomTree Europe Equity Income UCITS ETF
0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%

Drawdowns

BTCW vs. EEI.L - Drawdown Comparison

The maximum BTCW drawdown since its inception was -49.29%, roughly equal to the maximum EEI.L drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for BTCW and EEI.L.


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Drawdown Indicators


BTCWEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-37.68%

-11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-49.29%

-10.72%

-38.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

Current Drawdown

Current decline from peak

-45.80%

-2.17%

-43.63%

Average Drawdown

Average peak-to-trough decline

-14.16%

-11.35%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.23%

2.13%

+21.10%

Volatility

BTCW vs. EEI.L - Volatility Comparison

Wisdom Tree Bitcoin Fund (BTCW) has a higher volatility of 12.82% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 4.98%. This indicates that BTCW's price experiences larger fluctuations and is considered to be riskier than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCWEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.82%

4.98%

+7.84%

Volatility (6M)

Calculated over the trailing 6-month period

36.58%

9.52%

+27.06%

Volatility (1Y)

Calculated over the trailing 1-year period

45.26%

16.06%

+29.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.13%

17.97%

+33.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.13%

20.56%

+30.57%