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

Performance

EEI.L vs. UKRE.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 Target UK Real Estate UCITS ETF (UKRE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EEI.L achieves a 13.37% return, which is significantly higher than UKRE.L's 5.25% return. Over the past 10 years, EEI.L has outperformed UKRE.L with an annualized return of 7.95%, while UKRE.L has yielded a comparatively lower 0.70% annualized return.


EEI.L

1D
-0.92%
1M
0.08%
6M
11.73%
YTD
13.37%
1Y
26.75%
3Y*
17.73%
5Y*
13.04%
10Y*
7.95%

UKRE.L

1D
0.04%
1M
3.45%
6M
3.73%
YTD
5.25%
1Y
6.76%
3Y*
4.99%
5Y*
-1.72%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EEI.L
WisdomTree Europe Equity Income UCITS ETF
13.37%34.65%-1.53%12.32%6.32%11.17%-13.91%12.63%-10.53%10.55%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
5.25%6.21%-7.39%7.02%-24.23%21.16%-10.46%20.33%-10.44%6.22%

Correlation

The correlation between EEI.L and UKRE.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.47

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

0.45

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2015

0.43

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Return for Risk

EEI.L vs. UKRE.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: 8585
Overall Rank
EEI.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 8787
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 8383
Martin Ratio Rank

UKRE.L
UKRE.L Risk / Return Rank: 1818
Overall Rank
UKRE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
UKRE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
UKRE.L Omega Ratio Rank: 1818
Omega Ratio Rank
UKRE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
UKRE.L Martin Ratio Rank: 1818
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. UKRE.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 Target UK Real Estate UCITS ETF (UKRE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EEI.LUKRE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.43

1.10

+0.33

Calmar ratioReturn relative to maximum drawdown

3.21

0.59

+2.63

Martin ratioReturn relative to average drawdown

13.09

1.58

+11.51

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

The current EEI.L Sharpe Ratio is 2.42, which is higher than the UKRE.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EEI.L and UKRE.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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Drawdowns

EEI.L vs. UKRE.L - Drawdown Comparison

The maximum EEI.L drawdown since its inception was -34.74%, which is greater than UKRE.L's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for EEI.L and UKRE.L.


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Drawdown Indicators


EEI.LUKRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-31.82%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-11.51%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.04%

-15.60%

+4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-31.82%

+17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.74%

-31.82%

-2.92%

Current Drawdown

Current decline from peak

-0.92%

-16.06%

+15.14%

Average Drawdown

Average peak-to-trough decline

-8.53%

-13.15%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

4.27%

-2.23%

Volatility

EEI.L vs. UKRE.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF (EEI.L) is 3.31%, while iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) has a volatility of 4.57%. This indicates that EEI.L experiences smaller price fluctuations and is considered to be less risky than UKRE.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.LUKRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.57%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

10.58%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.03%

13.15%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

14.58%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

13.25%

+1.91%

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

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


Dividends

EEI.L vs. UKRE.L - Dividend Comparison

EEI.L's dividend yield for the trailing twelve months is around 5.21%, less than UKRE.L's 6.47% yield.


PositionTTM20252024202320222021202020192018201720162015
EEI.L
WisdomTree Europe Equity Income UCITS ETF
5.21%5.26%6.91%5.58%5.08%4.86%3.91%3.33%0.00%1.10%3.47%4.48%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
6.47%7.07%7.68%5.20%1.90%0.86%1.45%0.99%0.00%0.00%0.36%0.48%

Frequently Asked Questions


EEI.L and UKRE.L have a correlation of 0.43, 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 UKRE.L.

EEI.L is categorized as Europe Equities, while UKRE.L is REIT. EEI.L tracks MSCI Europe High Div Yld NR EUR, while UKRE.L tracks MSCI UK IMI Liquid Real Estate Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for EEI.L and 0.40% for UKRE.L.

Portfolio Optimizer

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