EEI.L vs. CSWG.L

Last updated Jul 18, 2026

EEI.L (WisdomTree Europe Equity Income UCITS ETF) and CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) are both Europe Equities funds - EEI.L tracks the MSCI Europe High Div Yld NR EUR while CSWG.L tracks the MSCI Switzerland NR CHF. Both are passively managed. Over the past 10 years, EEI.L returned 8.04%/yr vs 6.66%/yr for CSWG.L. A 0.61 correlation means they provide meaningful diversification when combined. EEI.L charges 0.29%/yr vs 0.25%/yr for CSWG.L.

Performance

EEI.L vs. CSWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Europe Equity Income UCITS ETF (EEI.L) and Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EEI.L achieves a 13.91% return, which is significantly higher than CSWG.L's 8.43% return. Over the past 10 years, EEI.L has outperformed CSWG.L with an annualized return of 8.04%, while CSWG.L has yielded a comparatively lower 6.66% annualized return.

EEI.L

• 1D: 0.66%
• 1M: -0.11%
• 6M: 12.11%
• YTD: 13.91%
• 1Y: 27.52%
• 3Y*: 17.77%
• 5Y*: 13.15%
• 10Y*: 8.04%

CSWG.L

• 1D: 0.86%
• 1M: 1.38%
• 6M: 7.15%
• YTD: 8.43%
• 1Y: 20.45%
• 3Y*: 11.43%
• 5Y*: 7.91%
• 10Y*: 6.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EEI.L vs. CSWG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EEI.L WisdomTree Europe Equity Income UCITS ETF	13.91%	34.65%	-1.53%	12.32%	6.32%	11.17%	-13.91%	12.63%	-10.53%	10.55%
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF	8.43%	23.37%	-0.59%	8.57%	-7.50%	19.77%	7.79%	26.88%	-26.62%	17.10%

Correlation

The correlation between EEI.L and CSWG.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 21, 2014	0.61

The correlation between EEI.L and CSWG.L shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

EEI.L vs. CSWG.L - Sectors Allocation Comparison

Sectors	EEI.L	CSWG.L
Financial Services	24.9%	19.4%
Utilities	16.6%	0.2%
Industrials	15.3%	13.3%
Energy	11.6%	2.7%
Communication Services	8.6%	1.1%
Basic Materials	8.3%	5.9%
Real Estate	4.8%	0.7%
Consumer Cyclical	3.3%	6.3%
Healthcare	2.8%	37.9%
Consumer Defensive	2.3%	14.3%
Technology	1.5%	0.9%

Return for Risk

EEI.L vs. CSWG.L — Risk / Return Rank

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

EEI.L

EEI.L Risk / Return Rank: 87
EEI.L Sharpe Ratio Rank: 92
EEI.L Sortino Ratio Rank: 89
EEI.L Omega Ratio Rank: 89
EEI.L Calmar Ratio Rank: 81
EEI.L Martin Ratio Rank: 85

CSWG.L

CSWG.L Risk / Return Rank: 52
CSWG.L Sharpe Ratio Rank: 60
CSWG.L Sortino Ratio Rank: 59
CSWG.L Omega Ratio Rank: 62
CSWG.L Calmar Ratio Rank: 40
CSWG.L Martin Ratio Rank: 41

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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (EEI.L) and Amundi MSCI Switzerland UCITS ETF CHF (CSWG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EEI.L	CSWG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.49	1.55	+0.94
Sortino ratio: Return per unit of downside risk	3.31	2.18	+1.13
Omega ratio: Gain probability vs. loss probability	1.44	1.29	+0.15
Calmar ratio: Return relative to maximum drawdown	3.30	1.63	+1.68
Martin ratio: Return relative to average drawdown	13.46	5.16	+8.29

EEI.L vs. CSWG.L - Sharpe Ratio Comparison

The current EEI.L Sharpe Ratio is 2.49, which is higher than the CSWG.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EEI.L and CSWG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EEI.L vs. CSWG.L - Drawdown Comparison

The maximum EEI.L drawdown since its inception was -34.74%, roughly equal to the maximum CSWG.L drawdown of -33.48%. Use the drawdown chart below to compare losses from any high point for EEI.L and CSWG.L.

Drawdown Indicators

	EEI.L	CSWG.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.74%	-33.48%	-1.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-12.52%	+4.23%
Max Drawdown (3Y) Largest decline over 3 years	-11.04%	-12.52%	+1.48%
Max Drawdown (5Y) Largest decline over 5 years	-14.62%	-16.26%	+1.64%
Max Drawdown (10Y) Largest decline over 10 years	-34.74%	-33.48%	-1.26%
Current Drawdown Current decline from peak	-0.44%	-1.93%	+1.49%
Average Drawdown Average peak-to-trough decline	-8.52%	-6.68%	-1.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	3.95%	-1.91%

Volatility

EEI.L vs. CSWG.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF (EEI.L) is 3.26%, while Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a volatility of 3.64%. This indicates that EEI.L experiences smaller price fluctuations and is considered to be less risky than CSWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EEI.L	CSWG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	3.64%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	9.11%	10.83%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	11.00%	13.12%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	13.07%	+0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.15%	15.81%	-0.66%

EEI.L vs. CSWG.L - Expense Ratio Comparison

EEI.L has a 0.29% expense ratio, which is higher than CSWG.L's 0.25% expense ratio.

Dividends

EEI.L vs. CSWG.L - Dividend Comparison

EEI.L's dividend yield for the trailing twelve months is around 5.18%, while CSWG.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF	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	5.18%	5.26%	6.91%	5.58%	5.08%	4.86%	3.91%	3.33%	0.00%	1.10%	3.47%	4.48%

Frequently Asked Questions

Can I hold both EEI.L and CSWG.L in my portfolio?

EEI.L and CSWG.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EEI.L or CSWG.L?

On fees, CSWG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EEI.L or CSWG.L?

CSWG.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EEI.L.

What is the main difference between EEI.L and CSWG.L?

EEI.L tracks MSCI Europe High Div Yld NR EUR, while CSWG.L tracks MSCI Switzerland NR CHF. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.29% for EEI.L and 0.25% for CSWG.L.