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EEIP.L vs. VGWE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEIP.L vs. VGWE.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

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EEIP.L vs. VGWE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
9.44%34.46%-1.80%12.45%6.20%11.06%1.75%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
6.79%18.67%10.56%5.73%5.50%18.81%7.29%
Different Trading Currencies

EEIP.L is traded in GBp, while VGWE.DE is traded in EUR. To make them comparable, the VGWE.DE 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 VGWE.DE's 6.79% 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*

VGWE.DE

1D
1.27%
1M
-2.59%
YTD
6.79%
6M
12.22%
1Y
22.18%
3Y*
14.28%
5Y*
11.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEIP.L vs. VGWE.DE - Expense Ratio Comparison

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


Return for Risk

EEIP.L vs. VGWE.DE — 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

VGWE.DE
VGWE.DE Risk / Return Rank: 6868
Overall Rank
VGWE.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VGWE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGWE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
VGWE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VGWE.DE Martin Ratio Rank: 7474
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. VGWE.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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.LVGWE.DEDifference

Sharpe ratio

Return per unit of total volatility

2.31

1.80

+0.52

Sortino ratio

Return per unit of downside risk

2.86

2.27

+0.59

Omega ratio

Gain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratio

Return relative to maximum drawdown

3.73

2.55

+1.18

Martin ratio

Return relative to average drawdown

13.90

11.31

+2.59

EEIP.L vs. VGWE.DE - Sharpe Ratio Comparison

The current EEIP.L Sharpe Ratio is 2.31, which is comparable to the VGWE.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EEIP.L and VGWE.DE, 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.LVGWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.80

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

1.01

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.03

-0.49

Correlation

The correlation between EEIP.L and VGWE.DE is 0.70, 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. VGWE.DE - Dividend Comparison

Neither EEIP.L nor VGWE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EEIP.L vs. VGWE.DE - Drawdown Comparison

The maximum EEIP.L drawdown since its inception was -34.51%, which is greater than VGWE.DE's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for EEIP.L and VGWE.DE.


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Drawdown Indicators


EEIP.LVGWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-16.43%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-12.80%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-16.43%

+1.94%

Current Drawdown

Current decline from peak

-2.52%

-3.31%

+0.79%

Average Drawdown

Average peak-to-trough decline

-5.57%

-2.41%

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.07%

+0.16%

Volatility

EEIP.L vs. VGWE.DE - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) has a higher volatility of 4.41% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 4.15%. This indicates that EEIP.L's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEIP.LVGWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.15%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

7.43%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

12.31%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

11.27%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

12.03%

+3.19%