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

Performance

EEI.L vs. MMS.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 Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


EEI.L

1D
-0.21%
1M
1.61%
YTD
10.61%
6M
13.56%
1Y
22.61%
3Y*
10.39%
5Y*
6.38%
10Y*
4.18%

MMS.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
EEI.L
WisdomTree Europe Equity Income UCITS ETF
10.61%26.84%-4.43%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

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


Sectors
EEI.L
MMS.L

Financial Services

24.7%
16.9%

Utilities

16.7%
3.4%

Industrials

15.3%
21.8%

Energy

11.6%
5.6%

Communication Services

8.6%
3.0%

Basic Materials

8.3%
5.9%

Real Estate

4.8%
12.8%

Consumer Cyclical

3.3%
10.9%

Healthcare

2.8%
7.7%

Consumer Defensive

2.3%
1.7%

Technology

1.5%
10.3%

Financial Services

EEI.L
24.7%
MMS.L
16.9%

Utilities

EEI.L
16.7%
MMS.L
3.4%

Industrials

EEI.L
15.3%
MMS.L
21.8%

Energy

EEI.L
11.6%
MMS.L
5.6%

Communication Services

EEI.L
8.6%
MMS.L
3.0%

Basic Materials

EEI.L
8.3%
MMS.L
5.9%

Real Estate

EEI.L
4.8%
MMS.L
12.8%

Consumer Cyclical

EEI.L
3.3%
MMS.L
10.9%

Healthcare

EEI.L
2.8%
MMS.L
7.7%

Consumer Defensive

EEI.L
2.3%
MMS.L
1.7%

Technology

EEI.L
1.5%
MMS.L
10.3%

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Return for Risk

EEI.L vs. MMS.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

MMS.L
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. MMS.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 Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.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.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.71

Martin ratioReturn relative to average drawdown

10.53

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


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Sharpe Ratios by Period


EEI.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Drawdowns

EEI.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


EEI.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

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

-0.98%

Average Drawdown

Average peak-to-trough decline

-11.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

Volatility

EEI.L vs. MMS.L - Volatility Comparison


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Volatility by Period


EEI.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

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

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


Dividends

EEI.L vs. MMS.L - Dividend Comparison

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


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%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


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 MMS.L.

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

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