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EEIP.L vs. DGRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEIP.L vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEIP.L is traded in GBp, while DGRA.L is traded in USD. To make them comparable, the DGRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEIP.L achieves a 12.77% return, which is significantly higher than DGRA.L's 7.03% return.


EEIP.L

1D
-0.16%
1M
0.74%
YTD
12.77%
6M
15.86%
1Y
29.85%
3Y*
17.36%
5Y*
12.55%
10Y*

DGRA.L

1D
0.10%
1M
3.92%
YTD
7.03%
6M
6.29%
1Y
21.26%
3Y*
13.62%
5Y*
12.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEIP.L vs. DGRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
12.77%34.46%-1.80%12.45%6.20%11.06%-13.70%14.22%-6.64%13.88%
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
7.03%5.03%20.29%12.77%2.58%26.46%9.27%23.93%-1.02%15.94%

Correlation

The correlation between EEIP.L and DGRA.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.34

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

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2016

0.52

The correlation between EEIP.L and DGRA.L shifts across timeframes, from 0.34 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

EEIP.L vs. DGRA.L - Sectors Allocation Comparison


Sectors
EEIP.L
DGRA.L

Financial Services

24.1%
10.7%

Utilities

17.3%
0.4%

Industrials

15.0%
11.3%

Energy

12.5%
5.3%

Communication Services

8.5%
8.6%

Basic Materials

8.0%
3.1%

Real Estate

4.8%

-

Consumer Cyclical

3.4%
8.5%

Healthcare

2.9%
15.0%

Consumer Defensive

2.3%
8.2%

Technology

1.4%
28.9%

Financial Services

EEIP.L
24.1%
DGRA.L
10.7%

Utilities

EEIP.L
17.3%
DGRA.L
0.4%

Industrials

EEIP.L
15.0%
DGRA.L
11.3%

Energy

EEIP.L
12.5%
DGRA.L
5.3%

Communication Services

EEIP.L
8.5%
DGRA.L
8.6%

Basic Materials

EEIP.L
8.0%
DGRA.L
3.1%

Real Estate

EEIP.L
4.8%
DGRA.L

-

Consumer Cyclical

EEIP.L
3.4%
DGRA.L
8.5%

Healthcare

EEIP.L
2.9%
DGRA.L
15.0%

Consumer Defensive

EEIP.L
2.3%
DGRA.L
8.2%

Technology

EEIP.L
1.4%
DGRA.L
28.9%

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Return for Risk

EEIP.L vs. DGRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EEIP.L
EEIP.L Risk / Return Rank: 7979
Overall Rank
EEIP.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 8282
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 7777
Martin Ratio Rank

DGRA.L
DGRA.L Risk / Return Rank: 5656
Overall Rank
DGRA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 5454
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRA.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.

EEIP.L vs. DGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.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.


EEIP.LDGRA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.49

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

3.75

3.80

-0.05

Martin ratioReturn relative to average drawdown

14.81

12.21

+2.60

EEIP.L vs. DGRA.L - Sharpe Ratio Comparison

The current EEIP.L Sharpe Ratio is 2.69, which is higher than the DGRA.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EEIP.L and DGRA.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


EEIP.LDGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.87

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.92

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.93

-0.38

Drawdowns

EEIP.L vs. DGRA.L - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, which is greater than DGRA.L's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for EEIP.L and DGRA.L.


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Drawdown Indicators


EEIP.LDGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-23.29%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-5.57%

-2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-18.00%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-18.00%

+3.51%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-5.49%

-2.98%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.74%

+0.27%

Volatility

EEIP.L vs. DGRA.L - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) have volatilities of 3.23% and 3.27%, 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.


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Volatility by Period


EEIP.LDGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.27%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

8.42%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

11.37%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

14.01%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

15.54%

-0.40%

EEIP.L vs. DGRA.L - Expense Ratio Comparison

EEIP.L has a 0.29% expense ratio, which is lower than DGRA.L's 0.33% expense ratio.


Dividends

EEIP.L vs. DGRA.L - Dividend Comparison

Neither EEIP.L nor DGRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EEIP.L and DGRA.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EEIP.L is cheaper with a 0.29% expense ratio, compared with 0.33% for DGRA.L.

EEIP.L is categorized as Europe Equities, while DGRA.L is Large Cap Blend Equities. EEIP.L tracks MSCI Europe High Div Yld NR EUR, while DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. Their fees differ too: 0.29% for EEIP.L and 0.33% for DGRA.L.

Portfolio Optimizer

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