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

EGRP.L vs. IEDL.L

Last updated Jun 5, 2026

EGRP.L (WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - EGRP.L tracks the MSCI EMU NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, EGRP.L returned 4.50%/yr vs 14.62%/yr for IEDL.L. At a 0.47 correlation, their price movements are largely independent. EGRP.L charges 0.29%/yr vs 0.25%/yr for IEDL.L.

Performance

EGRP.L vs. IEDL.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 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

EGRP.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

In the year-to-date period, EGRP.L achieves a 5.58% return, which is significantly lower than IEDL.L's 13.19% return.

EGRP.L

1D
0.26%
1M
5.91%
YTD
5.58%
6M
6.88%
1Y
13.19%
3Y*
7.26%
5Y*
4.50%
10Y*
—

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
EGRP.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR		5.58%18.03%-6.32%17.27%-12.49%13.78%10.77%27.76%-14.72%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.19%42.22%5.44%11.24%1.22%19.20%-3.60%14.87%-10.37%

Correlation

The correlation between EGRP.L and IEDL.L is 0.78, 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

0.78

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

0.74

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

0.64

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

0.47

Over the past year, EGRP.L and IEDL.L have become more correlated (0.78) than their long-term average of 0.47, meaning their price movements have been converging.

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

Sectors
EGRP.L
IEDL.L

Industrials

24.4%
17.0%

Consumer Cyclical

23.1%
6.2%

Financial Services

17.0%
22.6%

Technology

9.6%
12.2%

Communication Services

9.3%
3.7%

Healthcare

2.9%
12.3%

Basic Materials

2.7%
6.2%

Energy

1.2%
5.1%

Consumer Defensive

0.9%
8.6%

Real Estate

0.3%
0.6%

Utilities

0.2%
4.5%

Industrials

EGRP.L
24.4%
IEDL.L
17.0%

Consumer Cyclical

EGRP.L
23.1%
IEDL.L
6.2%

Financial Services

EGRP.L
17.0%
IEDL.L
22.6%

Technology

EGRP.L
9.6%
IEDL.L
12.2%

Communication Services

EGRP.L
9.3%
IEDL.L
3.7%

Healthcare

EGRP.L
2.9%
IEDL.L
12.3%

Basic Materials

EGRP.L
2.7%
IEDL.L
6.2%

Energy

EGRP.L
1.2%
IEDL.L
5.1%

Consumer Defensive

EGRP.L
0.9%
IEDL.L
8.6%

Real Estate

EGRP.L
0.3%
IEDL.L
0.6%

Utilities

EGRP.L
0.2%
IEDL.L
4.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR

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

Often compared with EGRP.L:
EGRP.L vs. SCHDEGRP.L vs. MVED.LEGRP.L vs. EEIP.LEGRP.L vs. CEUR.LEGRP.L vs. CS1.LEGRP.L vs. MMS.LEGRP.L vs. MIVO.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

EGRP.L vs. IEDL.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: 2626
Overall Rank
EGRP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EGRP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
EGRP.L Omega Ratio Rank: 2626
Omega Ratio Rank
EGRP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
EGRP.L Martin Ratio Rank: 2626
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: 7474
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: 6868
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. IEDL.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 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.

EGRP.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
0.87
2.68

-1.81

Sortino ratioReturn per unit of downside risk
1.38
3.61

-2.23

Omega ratioGain probability vs. loss probability

1.17

1.48

-0.31

Calmar ratioReturn relative to maximum drawdown

1.14

3.43

-2.29

Martin ratioReturn relative to average drawdown

3.52

12.68

-9.17

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

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

The current EGRP.L Sharpe Ratio is 0.87, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of EGRP.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

EGRP.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.68

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.95

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.59

+0.03

Drawdowns

EGRP.L vs. IEDL.L - Drawdown Comparison

The maximum EGRP.L drawdown since its inception was -26.89%, smaller than the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for EGRP.L and IEDL.L.

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Drawdown Indicators

EGRP.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

-34.37%

+7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-10.54%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

-16.23%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-16.28%

-10.61%

Current Drawdown

Current decline from peak

-0.50%

-0.80%

+0.30%

Average Drawdown

Average peak-to-trough decline

-7.09%

-5.72%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

2.86%

+1.01%

Volatility

EGRP.L vs. IEDL.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) has a higher volatility of 5.10% compared to iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) at 4.75%. This indicates that EGRP.L's price experiences larger fluctuations and is considered to be riskier 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

EGRP.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

4.75%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

11.06%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

13.48%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

15.30%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.53%

17.59%

+7.94%

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

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

Dividends

EGRP.L vs. IEDL.L - Dividend Comparison

EGRP.L's dividend yield for the trailing twelve months is around 2.08%, less than IEDL.L's 3.01% yield.

PositionTTM202520242023202220212020201920182017
EGRP.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR		2.08%2.11%2.32%1.98%2.18%1.83%1.03%1.68%1.91%1.36%
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%0.00%

Frequently Asked Questions

EGRP.L and IEDL.L have a correlation of 0.78, 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 EGRP.L.

EGRP.L tracks MSCI EMU 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 EGRP.L and 0.25% for IEDL.L.

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