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

Performance

EEIP.L vs. EMID.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 iShares MSCI Europe Mid Cap UCITS ETF (EMID.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
9.44%34.46%-1.80%12.45%6.20%11.06%-13.70%14.22%-6.64%4.30%
EMID.L
iShares MSCI Europe Mid Cap UCITS ETF
3.68%29.35%4.53%11.58%-14.18%14.21%7.84%27.20%-13.71%4.44%
Different Trading Currencies

EEIP.L is traded in GBp, while EMID.L is traded in EUR. To make them comparable, the EMID.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 9.44% return, which is significantly higher than EMID.L's 3.68% return.


EEIP.L

1D
1.36%
1M
-0.04%
YTD
9.44%
6M
15.54%
1Y
30.74%
3Y*
15.93%
5Y*
12.86%
10Y*

EMID.L

1D
2.52%
1M
-2.71%
YTD
3.68%
6M
8.22%
1Y
25.37%
3Y*
13.78%
5Y*
8.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EEIP.L has a 0.29% expense ratio, which is higher than EMID.L's 0.15% expense ratio.


Return for Risk

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

EMID.L
EMID.L Risk / Return Rank: 7171
Overall Rank
EMID.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EMID.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
EMID.L Omega Ratio Rank: 7171
Omega Ratio Rank
EMID.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EMID.L Martin Ratio Rank: 7272
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. EMID.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 iShares MSCI Europe Mid Cap UCITS ETF (EMID.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.LEMID.LDifference

Sharpe ratio

Return per unit of total volatility

2.31

1.76

+0.56

Sortino ratio

Return per unit of downside risk

2.86

2.31

+0.55

Omega ratio

Gain probability vs. loss probability

1.45

1.35

+0.09

Calmar ratio

Return relative to maximum drawdown

3.73

2.76

+0.97

Martin ratio

Return relative to average drawdown

13.90

10.25

+3.66

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

The current EEIP.L Sharpe Ratio is 2.31, which is higher than the EMID.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of EEIP.L and EMID.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.LEMID.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.76

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.65

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.10

Correlation

The correlation between EEIP.L and EMID.L is 0.46, 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

EEIP.L vs. EMID.L - Dividend Comparison

EEIP.L has not paid dividends to shareholders, while EMID.L's dividend yield for the trailing twelve months is around 2.69%.


TTM202520242023202220212020201920182017
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%
EMID.L
iShares MSCI Europe Mid Cap UCITS ETF
2.69%2.78%2.75%2.43%2.61%1.77%1.39%2.30%2.92%0.48%

Drawdowns

EEIP.L vs. EMID.L - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, which is greater than EMID.L's maximum drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for EEIP.L and EMID.L.


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Drawdown Indicators


EEIP.LEMID.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-37.54%

+3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-11.02%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-29.12%

+14.63%

Current Drawdown

Current decline from peak

-2.52%

-4.21%

+1.69%

Average Drawdown

Average peak-to-trough decline

-5.57%

-6.08%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.41%

-0.18%

Volatility

EEIP.L vs. EMID.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) is 4.41%, while iShares MSCI Europe Mid Cap UCITS ETF (EMID.L) has a volatility of 5.97%. This indicates that EEIP.L experiences smaller price fluctuations and is considered to be less risky than EMID.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.LEMID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

5.97%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

9.32%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

14.40%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

18.45%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

21.13%

-5.91%