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

Performance

EEIP.L vs. EDIV.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 Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
7.97%34.46%-1.80%12.45%6.20%1.13%
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc
2.41%22.12%4.15%13.54%-8.59%-2.44%
Different Trading Currencies

EEIP.L is traded in GBp, while EDIV.L is traded in GBP. To make them comparable, the EDIV.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 7.97% return, which is significantly higher than EDIV.L's 2.41% return.


EEIP.L

1D
1.00%
1M
-3.83%
YTD
7.97%
6M
14.61%
1Y
29.91%
3Y*
15.41%
5Y*
12.55%
10Y*

EDIV.L

1D
0.90%
1M
-5.44%
YTD
2.41%
6M
5.44%
1Y
13.61%
3Y*
11.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EEIP.L has a 0.29% expense ratio, which is lower than EDIV.L's 0.30% expense ratio.


Return for Risk

EEIP.L vs. EDIV.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: 9292
Overall Rank
EEIP.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 9494
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 9191
Martin Ratio Rank

EDIV.L
EDIV.L Risk / Return Rank: 5555
Overall Rank
EDIV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 5555
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
EDIV.L Martin Ratio Rank: 5050
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. EDIV.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 Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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.LEDIV.LDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.08

+1.17

Sortino ratio

Return per unit of downside risk

2.79

1.44

+1.35

Omega ratio

Gain probability vs. loss probability

1.44

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

2.95

1.43

+1.51

Martin ratio

Return relative to average drawdown

12.19

4.90

+7.29

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

The current EEIP.L Sharpe Ratio is 2.26, which is higher than the EDIV.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EEIP.L and EDIV.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.


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Sharpe Ratios by Period


EEIP.LEDIV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.08

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.44

+0.09

Correlation

The correlation between EEIP.L and EDIV.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EEIP.L vs. EDIV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EEIP.L vs. EDIV.L - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, which is greater than EDIV.L's maximum drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for EEIP.L and EDIV.L.


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Drawdown Indicators


EEIP.LEDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-22.80%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-8.91%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

Current Drawdown

Current decline from peak

-3.83%

-5.44%

+1.61%

Average Drawdown

Average peak-to-trough decline

-5.58%

-5.35%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.60%

-0.22%

Volatility

EEIP.L vs. EDIV.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) is 5.14%, while Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) has a volatility of 5.59%. This indicates that EEIP.L experiences smaller price fluctuations and is considered to be less risky than EDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEIP.LEDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

5.59%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

8.44%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

12.54%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.23%

14.10%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

14.10%

+1.11%