PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EEI.L vs. IDVY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EEI.L vs. IDVY.L

Last updated Jun 5, 2026

EEI.L (WisdomTree Europe Equity Income UCITS ETF) and IDVY.L (iShares EURO Dividend UCITS) are both Europe Equities funds - EEI.L tracks the MSCI Europe High Div Yld NR EUR while IDVY.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EEI.L returned 4.18%/yr vs 9.21%/yr for IDVY.L. Their correlation of 0.86 suggests significant overlap in exposure. EEI.L charges 0.29%/yr vs 0.40%/yr for IDVY.L.

Performance

EEI.L vs. IDVY.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 iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EEI.L achieves a 10.61% return, which is significantly higher than IDVY.L's 7.47% return. Over the past 10 years, EEI.L has underperformed IDVY.L with an annualized return of 4.18%, while IDVY.L has yielded a comparatively higher 9.21% annualized return.

EEI.L

1D
-0.21%
1M
-0.13%
YTD
10.61%
6M
13.73%
1Y
22.46%
3Y*
10.39%
5Y*
6.38%
10Y*
4.18%

IDVY.L

1D
0.59%
1M
1.16%
YTD
7.47%
6M
9.98%
1Y
25.10%
3Y*
21.28%
5Y*
10.17%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
EEI.L
WisdomTree Europe Equity Income UCITS ETF		10.61%26.84%-7.65%5.93%0.84%5.79%-16.98%9.05%-10.50%9.28%
IDVY.L
iShares EURO Dividend UCITS		7.47%50.03%4.50%3.07%-7.25%16.41%-12.91%15.92%-9.44%14.46%

Correlation

The correlation between EEI.L and IDVY.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2014

0.86

The correlation between EEI.L and IDVY.L has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

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

Sectors
EEI.L
IDVY.L

Financial Services

24.7%
47.1%

Utilities

16.7%
8.6%

Industrials

15.3%
15.9%

Energy

11.6%
5.0%

Communication Services

8.6%
5.8%

Basic Materials

8.3%

-

Real Estate

4.8%

-

Consumer Cyclical

3.3%
9.7%

Healthcare

2.8%
3.3%

Consumer Defensive

2.3%
4.5%

Technology

1.5%

-

Financial Services

EEI.L
24.7%
IDVY.L
47.1%

Utilities

EEI.L
16.7%
IDVY.L
8.6%

Industrials

EEI.L
15.3%
IDVY.L
15.9%

Energy

EEI.L
11.6%
IDVY.L
5.0%

Communication Services

EEI.L
8.6%
IDVY.L
5.8%

Basic Materials

EEI.L
8.3%
IDVY.L

-

Real Estate

EEI.L
4.8%
IDVY.L

-

Consumer Cyclical

EEI.L
3.3%
IDVY.L
9.7%

Healthcare

EEI.L
2.8%
IDVY.L
3.3%

Consumer Defensive

EEI.L
2.3%
IDVY.L
4.5%

Technology

EEI.L
1.5%
IDVY.L

-

Compare stocks, funds, or ETFs

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

WisdomTree Europe Equity Income UCITS ETF

iShares EURO Dividend UCITS

Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW
Often compared with IDVY.L:
IDVY.L vs. EUDI.LIDVY.L vs. IUKD.LIDVY.L vs. CSX5.LIDVY.L vs. DGROIDVY.L vs. FEV.LIDVY.L vs. FLXD.LIDVY.L vs. DVY

Return for Risk

EEI.L vs. IDVY.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: 6060
Overall Rank
EEI.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 6464
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 6060
Martin Ratio Rank
IDVY.L
IDVY.L Risk / Return Rank: 6161
Overall Rank
IDVY.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 5757
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. IDVY.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 iShares EURO Dividend UCITS (IDVY.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.LIDVY.LDifference
Sharpe ratioReturn per unit of total volatility
2.07
2.10

-0.04

Sortino ratioReturn per unit of downside risk
2.72
2.86

-0.14

Omega ratioGain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

2.71

2.82

-0.10

Martin ratioReturn relative to average drawdown

10.53

9.79

+0.74

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. IDVY.L - Sharpe Ratio Comparison

The current EEI.L Sharpe Ratio is 2.07, which is comparable to the IDVY.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EEI.L and IDVY.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.

Loading charts...

Sharpe Ratios by Period

EEI.LIDVY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.10

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.66

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.53

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.42

-0.21

Drawdowns

EEI.L vs. IDVY.L - Drawdown Comparison

The maximum EEI.L drawdown since its inception was -37.68%, smaller than the maximum IDVY.L drawdown of -60.84%. Use the drawdown chart below to compare losses from any high point for EEI.L and IDVY.L.

Loading charts...

Drawdown Indicators

EEI.LIDVY.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-60.84%

+23.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-8.92%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-10.50%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-20.95%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-39.08%

+1.40%

Current Drawdown

Current decline from peak

-0.98%

-0.98%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.38%

-12.30%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.57%

-0.43%

Volatility

EEI.L vs. IDVY.L - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF (EEI.L) and iShares EURO Dividend UCITS (IDVY.L) have volatilities of 3.45% and 3.50%, 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.

Loading charts...

Volatility by Period

EEI.LIDVY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.50%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

9.53%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

11.94%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

15.36%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

17.39%

-1.87%

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

EEI.L has a 0.29% expense ratio, which is lower than IDVY.L's 0.40% expense ratio.

Dividends

EEI.L vs. IDVY.L - Dividend Comparison

EEI.L's dividend yield for the trailing twelve months is around 0.05%, less than IDVY.L's 4.61% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IDVY.L
iShares EURO Dividend UCITS		4.61%5.00%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%

Frequently Asked Questions

EEI.L and IDVY.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEI.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEI.L is cheaper with a 0.29% expense ratio, compared with 0.40% for IDVY.L.

EEI.L tracks MSCI Europe High Div Yld NR EUR, while IDVY.L tracks MSCI EMU NR EUR. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for EEI.L and 0.40% for IDVY.L.

Portfolio Optimizer

Find the right allocation for EEI.L and IDVY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer