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

EEIP.L vs. IEDL.L

Last updated Jun 4, 2026

EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - EEIP.L tracks the MSCI Europe High Div Yld NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, EEIP.L returned 12.55%/yr vs 14.62%/yr for IEDL.L. Their correlation of 0.88 suggests significant overlap in exposure. EEIP.L charges 0.29%/yr vs 0.25%/yr for IEDL.L.

Performance

EEIP.L vs. IEDL.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 Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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 IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EEIP.L having a 12.77% return and IEDL.L slightly higher at 13.18%.

EEIP.L

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

IEDL.L

1D
-0.47%
1M
4.12%
YTD
13.18%
6M
16.80%
1Y
37.03%
3Y*
21.68%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
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%-4.19%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.18%42.22%5.44%11.24%1.22%19.20%-3.60%14.87%-10.37%

Correlation

The correlation between EEIP.L and IEDL.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.77

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.88

The correlation between EEIP.L and IEDL.L shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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

Sectors
EEIP.L
IEDL.L

Financial Services

24.1%
22.6%

Utilities

17.3%
4.5%

Industrials

15.0%
17.0%

Energy

12.5%
5.1%

Communication Services

8.5%
3.7%

Basic Materials

8.0%
6.2%

Real Estate

4.8%
0.6%

Consumer Cyclical

3.4%
6.2%

Healthcare

2.9%
12.3%

Consumer Defensive

2.3%
8.6%

Technology

1.4%
12.2%

Financial Services

EEIP.L
24.1%
IEDL.L
22.6%

Utilities

EEIP.L
17.3%
IEDL.L
4.5%

Industrials

EEIP.L
15.0%
IEDL.L
17.0%

Energy

EEIP.L
12.5%
IEDL.L
5.1%

Communication Services

EEIP.L
8.5%
IEDL.L
3.7%

Basic Materials

EEIP.L
8.0%
IEDL.L
6.2%

Real Estate

EEIP.L
4.8%
IEDL.L
0.6%

Consumer Cyclical

EEIP.L
3.4%
IEDL.L
6.2%

Healthcare

EEIP.L
2.9%
IEDL.L
12.3%

Consumer Defensive

EEIP.L
2.3%
IEDL.L
8.6%

Technology

EEIP.L
1.4%
IEDL.L
12.2%

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WisdomTree Europe Equity Income UCITS ETF Acc

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with EEIP.L:
EEIP.L vs. EEI.LEEIP.L vs. MAINEEIP.L vs. SPYL.DEEEIP.L vs. VGWE.DEEEIP.L vs. EDIV.LEEIP.L vs. GLDEEIP.L vs. EMID.L
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

EEIP.L vs. IEDL.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
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6969
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. IEDL.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 Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
2.69
2.74

-0.05

Sortino ratioReturn per unit of downside risk
3.59
3.67

-0.08

Omega ratioGain probability vs. loss probability

1.49

1.49

0.00

Calmar ratioReturn relative to maximum drawdown

3.75

3.50

+0.25

Martin ratioReturn relative to average drawdown

14.81

12.94

+1.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EEIP.L Sharpe Ratio is 2.69, which is comparable to the IEDL.L Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of EEIP.L and IEDL.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.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

2.74

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.96

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.59

-0.03

Drawdowns

EEIP.L vs. IEDL.L - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, roughly equal to the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for EEIP.L and IEDL.L.

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Drawdown Indicators

EEIP.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-34.37%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-10.54%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-16.23%

+5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-16.28%

+1.79%

Current Drawdown

Current decline from peak

-1.03%

-0.69%

-0.34%

Average Drawdown

Average peak-to-trough decline

-5.49%

-5.72%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.85%

-0.84%

Volatility

EEIP.L vs. IEDL.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) is 3.23%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a volatility of 4.79%. This indicates that EEIP.L experiences smaller price fluctuations and is considered to be less risky than IEDL.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.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

4.79%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

11.04%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

13.47%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

15.30%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

17.60%

-2.46%

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

EEIP.L has a 0.29% expense ratio, which is higher than IEDL.L's 0.25% expense ratio.

Dividends

EEIP.L vs. IEDL.L - Dividend Comparison

EEIP.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.01%.

PositionTTM20252024202320222021202020192018
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%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%

Frequently Asked Questions

EEIP.L and IEDL.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEDL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEDL.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EEIP.L.

EEIP.L tracks MSCI Europe High Div Yld NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for EEIP.L and 0.25% for IEDL.L.

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