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

EEIP.L vs. IMIB.L

Last updated Jun 4, 2026

EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc) and IMIB.L (iShares FTSE MIB UCITS ETF EUR (Dist)) are both Europe Equities funds - EEIP.L tracks the MSCI Europe High Div Yld NR EUR while IMIB.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 5 years, EEIP.L returned 12.55%/yr vs 15.08%/yr for IMIB.L. A 0.79 correlation means they provide meaningful diversification when combined. EEIP.L charges 0.29%/yr vs 0.35%/yr for IMIB.L.

Performance

EEIP.L vs. IMIB.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 FTSE MIB UCITS ETF EUR (Dist) (IMIB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EEIP.L achieves a 12.77% return, which is significantly higher than IMIB.L's 11.31% 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*
—

IMIB.L

1D
-0.66%
1M
3.06%
YTD
11.31%
6M
14.86%
1Y
28.73%
3Y*
23.56%
5Y*
15.08%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEIP.L vs. IMIB.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%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		11.31%38.08%8.33%25.41%-7.28%14.64%-0.17%20.68%-15.30%18.23%

Correlation

The correlation between EEIP.L and IMIB.L is 0.67, 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

0.67

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

0.77

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

0.79

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

0.79

The correlation between EEIP.L and IMIB.L shifts across timeframes, from 0.67 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.

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

Sectors
EEIP.L
IMIB.L

Financial Services

24.1%
45.2%

Utilities

17.3%
17.2%

Industrials

15.0%
10.8%

Energy

12.5%
8.8%

Communication Services

8.5%
1.1%

Basic Materials

8.0%
0.6%

Real Estate

4.8%
0.3%

Consumer Cyclical

3.4%
10.0%

Healthcare

2.9%
1.1%

Consumer Defensive

2.3%
0.5%

Technology

1.4%
4.6%

Financial Services

EEIP.L
24.1%
IMIB.L
45.2%

Utilities

EEIP.L
17.3%
IMIB.L
17.2%

Industrials

EEIP.L
15.0%
IMIB.L
10.8%

Energy

EEIP.L
12.5%
IMIB.L
8.8%

Communication Services

EEIP.L
8.5%
IMIB.L
1.1%

Basic Materials

EEIP.L
8.0%
IMIB.L
0.6%

Real Estate

EEIP.L
4.8%
IMIB.L
0.3%

Consumer Cyclical

EEIP.L
3.4%
IMIB.L
10.0%

Healthcare

EEIP.L
2.9%
IMIB.L
1.1%

Consumer Defensive

EEIP.L
2.3%
IMIB.L
0.5%

Technology

EEIP.L
1.4%
IMIB.L
4.6%

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WisdomTree Europe Equity Income UCITS ETF Acc

iShares FTSE MIB 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 IMIB.L:
IMIB.L vs. ESIF.LIMIB.L vs. SPMOIMIB.L vs. X7PP.LIMIB.L vs. VOOIMIB.L vs. BNKE.LIMIB.L vs. PSRE.LIMIB.L vs. CS1.L

Return for Risk

EEIP.L vs. IMIB.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
IMIB.L
IMIB.L Risk / Return Rank: 5454
Overall Rank
IMIB.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 5353
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 5353
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. IMIB.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 FTSE MIB UCITS ETF EUR (Dist) (IMIB.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.LIMIB.LDifference
Sharpe ratioReturn per unit of total volatility
2.69
1.87

+0.83

Sortino ratioReturn per unit of downside risk
3.59
2.57

+1.03

Omega ratioGain probability vs. loss probability

1.49

1.33

+0.16

Calmar ratioReturn relative to maximum drawdown

3.75

2.78

+0.97

Martin ratioReturn relative to average drawdown

14.81

9.18

+5.63

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. IMIB.L - Sharpe Ratio Comparison

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.87

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.83

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.62

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.11

+0.45

Drawdowns

EEIP.L vs. IMIB.L - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, smaller than the maximum IMIB.L drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for EEIP.L and IMIB.L.

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Drawdown Indicators

EEIP.LIMIB.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-65.01%

+30.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-10.28%

+2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-15.58%

+4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-26.95%

+12.46%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.60%

—

Current Drawdown

Current decline from peak

-1.03%

-0.66%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.49%

-31.09%

+25.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.12%

-1.11%

Volatility

EEIP.L vs. IMIB.L - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) is 3.23%, while iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a volatility of 4.94%. This indicates that EEIP.L experiences smaller price fluctuations and is considered to be less risky than IMIB.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.LIMIB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

4.94%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

12.23%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

15.32%

-4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

18.12%

-4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

19.71%

-4.57%

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

EEIP.L has a 0.29% expense ratio, which is lower than IMIB.L's 0.35% expense ratio.

Dividends

EEIP.L vs. IMIB.L - Dividend Comparison

EEIP.L has not paid dividends to shareholders, while IMIB.L's dividend yield for the trailing twelve months is around 0.04%.

PositionTTM20252024202320222021202020192018201720162015
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%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		0.04%0.04%0.05%0.04%0.04%0.03%0.01%0.03%0.03%0.02%0.03%0.02%

Frequently Asked Questions

EEIP.L and IMIB.L have a correlation of 0.67, 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 0.35% for IMIB.L.

EEIP.L tracks MSCI Europe High Div Yld NR EUR, while IMIB.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for EEIP.L and 0.35% for IMIB.L.

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