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

EEI.L vs. EEIP.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Europe Equity Income UCITS ETF (EEI.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L).

EEI.L and EEIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEI.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Oct 21, 2014. EEIP.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Nov 3, 2016. Both EEI.L and EEIP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EEI.L vs. EEIP.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 WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
EEI.L
WisdomTree Europe Equity Income UCITS ETF		8.67%26.84%-7.65%5.93%0.84%5.79%-17.36%9.57%-10.50%9.30%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc		9.44%34.46%-1.80%12.45%6.20%11.06%-13.70%14.22%-6.64%13.88%

Returns By Period

In the year-to-date period, EEI.L achieves a 8.67% return, which is significantly lower than EEIP.L's 9.44% return.

EEI.L

1D
0.00%
1M
-0.21%
YTD
8.67%
6M
14.05%
1Y
23.86%
3Y*
9.49%
5Y*
6.95%
10Y*
4.36%

EEIP.L

1D
1.36%
1M
-0.04%
YTD
9.44%
6M
15.54%
1Y
30.74%
3Y*
15.93%
5Y*
12.86%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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WisdomTree Europe Equity Income UCITS ETF

WisdomTree Europe Equity Income UCITS ETF Acc

Often compared with EEI.L:
EEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCWEEI.L vs. SPYL.DE
Often compared with EEIP.L:
EEIP.L vs. MAINEEIP.L vs. SPYL.DEEEIP.L vs. VGWE.DEEEIP.L vs. GLDEEIP.L vs. EMID.LEEIP.L vs. EDIV.LEEIP.L vs. HDEU.L

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

Both EEI.L and EEIP.L have an expense ratio of 0.29%.

EEI.L
WisdomTree Europe Equity Income UCITS ETF
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc

Return for Risk

EEI.L vs. EEIP.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: 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
EEIP.L
EEIP.L Risk / Return Rank: 9393
Overall Rank
EEIP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 9494
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 9292
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.

EEI.L vs. EEIP.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 WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.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.

EEI.LEEIP.LDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.31

-0.45

Sortino ratio

Return per unit of downside risk

2.29

2.86

-0.57

Omega ratio

Gain probability vs. loss probability

1.37

1.45

-0.08

Calmar ratio

Return relative to maximum drawdown

3.34

3.73

-0.39

Martin ratio

Return relative to average drawdown

13.03

13.90

-0.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EEI.L Sharpe Ratio is 1.86, which is comparable to the EEIP.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EEI.L and EEIP.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

EEI.LEEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.31

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.97

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.54

-0.31

Correlation

The correlation between EEI.L and EEIP.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EEI.L vs. EEIP.L - Dividend Comparison

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

TTM20252024202320222021202020192018201720162015
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%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EEI.L vs. EEIP.L - Drawdown Comparison

The maximum EEI.L drawdown since its inception was -37.68%, which is greater than EEIP.L's maximum drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for EEI.L and EEIP.L.

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Drawdown Indicators

EEI.LEEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-34.51%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-9.84%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-14.49%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

—

—

Current Drawdown

Current decline from peak

-2.17%

-2.52%

+0.35%

Average Drawdown

Average peak-to-trough decline

-11.35%

-5.57%

-5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.23%

-0.10%

Volatility

EEI.L vs. EEIP.L - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF (EEI.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) have volatilities of 4.56% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EEI.LEEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.41%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

8.84%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.03%

13.24%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

13.25%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

15.22%

+2.23%