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EGRP.L vs. CS1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGRP.L vs. CS1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L). The values are adjusted to include any dividend payments, if applicable.

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EGRP.L vs. CS1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGRP.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
-3.64%18.03%-6.32%17.27%-12.49%13.78%10.77%27.76%-13.05%16.31%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
1.68%62.63%14.12%24.14%4.89%0.59%-7.48%8.06%-11.27%9.24%

Returns By Period

In the year-to-date period, EGRP.L achieves a -3.64% return, which is significantly lower than CS1.L's 1.68% return.


EGRP.L

1D
-0.68%
1M
-2.02%
YTD
-3.64%
6M
0.82%
1Y
10.07%
3Y*
3.52%
5Y*
4.53%
10Y*

CS1.L

1D
0.00%
1M
3.35%
YTD
1.68%
6M
14.69%
1Y
41.80%
3Y*
28.05%
5Y*
20.15%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EGRP.L vs. CS1.L - Expense Ratio Comparison

EGRP.L has a 0.29% expense ratio, which is higher than CS1.L's 0.25% expense ratio.


Return for Risk

EGRP.L vs. CS1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGRP.L
EGRP.L Risk / Return Rank: 2828
Overall Rank
EGRP.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EGRP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
EGRP.L Omega Ratio Rank: 3030
Omega Ratio Rank
EGRP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EGRP.L Martin Ratio Rank: 2222
Martin Ratio Rank

CS1.L
CS1.L Risk / Return Rank: 9393
Overall Rank
CS1.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CS1.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
CS1.L Omega Ratio Rank: 9494
Omega Ratio Rank
CS1.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CS1.L Martin Ratio Rank: 9393
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.

EGRP.L vs. CS1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.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.


EGRP.LCS1.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

2.40

-1.71

Sortino ratio

Return per unit of downside risk

1.02

2.93

-1.90

Omega ratio

Gain probability vs. loss probability

1.13

1.45

-0.32

Calmar ratio

Return relative to maximum drawdown

0.66

4.07

-3.42

Martin ratio

Return relative to average drawdown

2.06

14.84

-12.78

EGRP.L vs. CS1.L - Sharpe Ratio Comparison

The current EGRP.L Sharpe Ratio is 0.68, which is lower than the CS1.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EGRP.L and CS1.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


EGRP.LCS1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

2.40

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

1.21

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.47

+0.08

Correlation

The correlation between EGRP.L and CS1.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EGRP.L vs. CS1.L - Dividend Comparison

EGRP.L's dividend yield for the trailing twelve months is around 2.28%, while CS1.L has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
EGRP.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
2.28%2.11%2.32%1.98%2.18%1.83%1.03%1.68%1.91%1.36%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EGRP.L vs. CS1.L - Drawdown Comparison

The maximum EGRP.L drawdown since its inception was -26.89%, smaller than the maximum CS1.L drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for EGRP.L and CS1.L.


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Drawdown Indicators


EGRP.LCS1.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

-38.87%

+11.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-10.34%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-18.82%

-8.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

Current Drawdown

Current decline from peak

-8.87%

-5.21%

-3.66%

Average Drawdown

Average peak-to-trough decline

-7.22%

-10.44%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

2.84%

+1.08%

Volatility

EGRP.L vs. CS1.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) have volatilities of 6.66% and 6.78%, 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.


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Volatility by Period


EGRP.LCS1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

6.78%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

12.53%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

17.37%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

16.60%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

18.47%

+7.22%