EEI.L vs. SDUE.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Europe Equity Income UCITS ETF (EEI.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L).

EEI.L and SDUE.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. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. Both EEI.L and SDUE.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. SDUE.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 MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EEI.L WisdomTree Europe Equity Income UCITS ETF	8.67%	26.84%	-7.65%	5.93%	0.84%	5.79%	-17.36%	9.57%	-3.41%
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)	-1.83%	25.09%	4.69%	15.67%	-5.45%	17.19%	4.26%	20.28%	-2.54%

Different Trading Currencies

EEI.L is traded in GBp, while SDUE.L is traded in GBP. To make them comparable, the SDUE.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 8.67% return, which is significantly higher than SDUE.L's -1.83% 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%

SDUE.L

• 1D: 1.09%
• 1M: -6.59%
• YTD: -1.83%
• 6M: 3.02%
• 1Y: 14.55%
• 3Y*: 11.52%
• 5Y*: 9.92%
• 10Y*: —

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

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

EEI.L has a 0.29% expense ratio, which is higher than SDUE.L's 0.12% expense ratio.

EEI.L

WisdomTree Europe Equity Income UCITS ETF

SDUE.L

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)

Return for Risk

EEI.L vs. SDUE.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: 88
EEI.L Sharpe Ratio Rank: 87
EEI.L Sortino Ratio Rank: 83
EEI.L Omega Ratio Rank: 88
EEI.L Calmar Ratio Rank: 91
EEI.L Martin Ratio Rank: 91

SDUE.L

SDUE.L Risk / Return Rank: 53
SDUE.L Sharpe Ratio Rank: 61
SDUE.L Sortino Ratio Rank: 54
SDUE.L Omega Ratio Rank: 57
SDUE.L Calmar Ratio Rank: 46
SDUE.L Martin Ratio Rank: 46

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. SDUE.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 MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.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.L	SDUE.L	Difference
Sharpe ratio Return per unit of total volatility	1.86	1.12	+0.74
Sortino ratio Return per unit of downside risk	2.29	1.50	+0.79
Omega ratio Gain probability vs. loss probability	1.37	1.22	+0.15
Calmar ratio Return relative to maximum drawdown	3.34	1.31	+2.03
Martin ratio Return relative to average drawdown	13.03	4.87	+8.16
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. SDUE.L - Sharpe Ratio Comparison

The current EEI.L Sharpe Ratio is 1.86, which is higher than the SDUE.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EEI.L and SDUE.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.

Sharpe Ratios by Period

	EEI.L	SDUE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	1.12	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.71	-0.19
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	0.63	-0.39

Correlation

The correlation between EEI.L and SDUE.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EEI.L vs. SDUE.L - Dividend Comparison

EEI.L's dividend yield for the trailing twelve months is around 0.05%, less than SDUE.L's 3.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)	3.04%	2.98%	3.47%	3.16%	3.24%	2.54%	2.03%	3.43%	0.19%	0.00%	0.00%	0.00%

Drawdowns

EEI.L vs. SDUE.L - Drawdown Comparison

The maximum EEI.L drawdown since its inception was -37.68%, which is greater than SDUE.L's maximum drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for EEI.L and SDUE.L.

Drawdown Indicators

	EEI.L	SDUE.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.68%	-27.99%	-9.69%
Max Drawdown (1Y) Largest decline over 1 year	-10.72%	-11.10%	+0.38%
Max Drawdown (5Y) Largest decline over 5 years	-17.71%	-17.27%	-0.44%
Max Drawdown (10Y) Largest decline over 10 years	-37.68%	—	—
Current Drawdown Current decline from peak	-2.17%	-8.84%	+6.67%
Average Drawdown Average peak-to-trough decline	-11.35%	-3.84%	-7.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	2.99%	-0.86%

Volatility

EEI.L vs. SDUE.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF (EEI.L) is 4.56%, while iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) has a volatility of 6.33%. This indicates that EEI.L experiences smaller price fluctuations and is considered to be less risky than SDUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EEI.L	SDUE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.56%	6.33%	-1.77%
Volatility (6M) Calculated over the trailing 6-month period	8.22%	9.25%	-1.03%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	14.03%	-1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.50%	13.90%	+0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.45%	15.71%	+1.74%