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EEI.L vs. QQQ3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEI.L vs. QQQ3.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 NASDAQ 100 3x Daily Leveraged (QQQ3.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 QQQ3.L is traded in USD. To make them comparable, the QQQ3.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEI.L achieves a 10.61% return, which is significantly lower than QQQ3.L's 60.62% return. Over the past 10 years, EEI.L has underperformed QQQ3.L with an annualized return of 4.18%, while QQQ3.L has yielded a comparatively higher 45.36% annualized return.


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%

QQQ3.L

1D
0.00%
1M
29.95%
YTD
60.62%
6M
54.67%
1Y
132.20%
3Y*
61.31%
5Y*
28.82%
10Y*
45.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEI.L vs. QQQ3.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%
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
56.69%18.54%62.70%194.03%-77.15%89.15%103.95%120.21%-16.62%95.74%

Correlation

The correlation between EEI.L and QQQ3.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.31

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

0.36

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

0.44

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

0.47

The correlation between EEI.L and QQQ3.L shifts across timeframes, from 0.31 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EEI.L vs. QQQ3.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

QQQ3.L
QQQ3.L Risk / Return Rank: 6969
Overall Rank
QQQ3.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6464
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 6060
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. QQQ3.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 NASDAQ 100 3x Daily Leveraged (QQQ3.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.LQQQ3.LDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.71

3.66

-0.95

Martin ratioReturn relative to average drawdown

10.53

10.76

-0.23

EEI.L vs. QQQ3.L - Sharpe Ratio Comparison

The current EEI.L Sharpe Ratio is 2.07, which is comparable to the QQQ3.L Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of EEI.L and QQQ3.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.


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Sharpe Ratios by Period


EEI.LQQQ3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.86

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.48

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.77

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.87

-0.66

Drawdowns

EEI.L vs. QQQ3.L - Drawdown Comparison

The maximum EEI.L drawdown since its inception was -37.68%, smaller than the maximum QQQ3.L drawdown of -79.21%. Use the drawdown chart below to compare losses from any high point for EEI.L and QQQ3.L.


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Drawdown Indicators


EEI.LQQQ3.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-79.21%

+41.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-35.87%

+27.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-58.56%

+43.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-79.21%

+61.50%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-79.21%

+41.53%

Current Drawdown

Current decline from peak

-0.98%

0.00%

-0.98%

Average Drawdown

Average peak-to-trough decline

-11.38%

-18.79%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

12.24%

-10.10%

Volatility

EEI.L vs. QQQ3.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF (EEI.L) is 3.45%, while WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a volatility of 14.17%. This indicates that EEI.L experiences smaller price fluctuations and is considered to be less risky than QQQ3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEI.LQQQ3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

14.17%

-10.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

33.76%

-25.21%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

45.99%

-35.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

60.34%

-46.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

58.55%

-43.03%

EEI.L vs. QQQ3.L - Expense Ratio Comparison

EEI.L has a 0.29% expense ratio, which is lower than QQQ3.L's 0.75% expense ratio.


Dividends

EEI.L vs. QQQ3.L - Dividend Comparison

EEI.L's dividend yield for the trailing twelve months is around 0.05%, while QQQ3.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%
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
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


EEI.L and QQQ3.L have a correlation of 0.31, 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 0.75% for QQQ3.L.

EEI.L is categorized as Europe Equities, while QQQ3.L is Nasdaq-100. EEI.L tracks MSCI Europe High Div Yld NR EUR, while QQQ3.L tracks NASDAQ-100 Index (300%). Their fees differ too: 0.29% for EEI.L and 0.75% for QQQ3.L.

Portfolio Optimizer

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