PortfoliosLab logoPortfoliosLab logo
EEIP.L vs. EEI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEIP.L vs. EEI.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 Europe Equity Income UCITS ETF (EEI.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
7.97%34.46%-1.80%12.45%6.20%11.06%-13.70%14.22%-6.64%13.88%
EEI.L
WisdomTree Europe Equity Income UCITS ETF
6.96%26.84%-7.65%5.93%0.84%5.79%-17.36%9.57%-10.50%9.30%

Returns By Period

In the year-to-date period, EEIP.L achieves a 7.97% return, which is significantly higher than EEI.L's 6.96% 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*

EEI.L

1D
1.29%
1M
-1.78%
YTD
6.96%
6M
12.25%
1Y
21.91%
3Y*
9.02%
5Y*
6.61%
10Y*
4.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both EEIP.L and EEI.L have an expense ratio of 0.29%.


Return for Risk

EEIP.L vs. EEI.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

EEI.L
EEI.L Risk / Return Rank: 8383
Overall Rank
EEI.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8383
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: 7979
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. EEI.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 Europe Equity Income UCITS ETF (EEI.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.LEEI.LDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.77

+0.49

Sortino ratio

Return per unit of downside risk

2.79

2.17

+0.62

Omega ratio

Gain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratio

Return relative to maximum drawdown

2.95

2.04

+0.90

Martin ratio

Return relative to average drawdown

12.19

8.49

+3.70

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

The current EEIP.L Sharpe Ratio is 2.26, which is comparable to the EEI.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EEIP.L and EEI.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.


Loading graphics...

Sharpe Ratios by Period


EEIP.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.77

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.50

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.22

+0.31

Correlation

The correlation between EEIP.L and EEI.L is 0.77, 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. EEI.L - Dividend Comparison

EEIP.L has not paid dividends to shareholders, while EEI.L's dividend yield for the trailing twelve months is around 0.05%.


TTM20252024202320222021202020192018201720162015
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

EEIP.L vs. EEI.L - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, smaller than the maximum EEI.L drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EEIP.L and EEI.L.


Loading graphics...

Drawdown Indicators


EEIP.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-37.68%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-11.08%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-17.71%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

Current Drawdown

Current decline from peak

-3.83%

-3.71%

-0.12%

Average Drawdown

Average peak-to-trough decline

-5.58%

-11.36%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.58%

-0.20%

Volatility

EEIP.L vs. EEI.L - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L) have volatilities of 5.14% and 5.34%, 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.


Loading graphics...

Volatility by Period


EEIP.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

5.34%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

8.18%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

13.03%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.23%

14.49%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

17.45%

-2.24%