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

Performance

EGRP.L vs. INTL.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 WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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, EGRP.L achieves a 5.58% return, which is significantly lower than INTL.L's 49.02% return.


EGRP.L

1D
0.26%
1M
2.55%
YTD
5.58%
6M
6.82%
1Y
12.88%
3Y*
7.26%
5Y*
4.50%
10Y*

INTL.L

1D
-0.72%
1M
17.90%
YTD
49.02%
6M
46.71%
1Y
90.61%
3Y*
30.82%
5Y*
17.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EGRP.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
5.58%18.03%-6.32%17.27%-12.49%13.78%10.77%21.95%
INTL.L
WisdomTree Artificial Intelligence UCITS ETF - USD Acc
49.02%14.50%13.58%48.71%-35.12%17.36%68.98%32.12%

Correlation

The correlation between EGRP.L and INTL.L is 0.51, 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

0.51

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

0.52

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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2019

0.40

The correlation between EGRP.L and INTL.L shifts across timeframes, from 0.40 (all time) to 0.52 (3 years), reflecting how their relationship changes across market environments.

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


Sectors
EGRP.L
INTL.L

Industrials

24.4%
2.4%

Consumer Cyclical

23.1%
5.6%

Financial Services

17.0%
0.9%

Technology

9.6%
79.3%

Communication Services

9.3%
8.6%

Healthcare

2.9%
2.4%

Basic Materials

2.7%

-

Energy

1.2%

-

Consumer Defensive

0.9%
0.8%

Real Estate

0.3%

-

Utilities

0.2%

-

Industrials

EGRP.L
24.4%
INTL.L
2.4%

Consumer Cyclical

EGRP.L
23.1%
INTL.L
5.6%

Financial Services

EGRP.L
17.0%
INTL.L
0.9%

Technology

EGRP.L
9.6%
INTL.L
79.3%

Communication Services

EGRP.L
9.3%
INTL.L
8.6%

Healthcare

EGRP.L
2.9%
INTL.L
2.4%

Basic Materials

EGRP.L
2.7%
INTL.L

-

Energy

EGRP.L
1.2%
INTL.L

-

Consumer Defensive

EGRP.L
0.9%
INTL.L
0.8%

Real Estate

EGRP.L
0.3%
INTL.L

-

Utilities

EGRP.L
0.2%
INTL.L

-

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Return for Risk

EGRP.L vs. INTL.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

INTL.L
INTL.L Risk / Return Rank: 9191
Overall Rank
INTL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INTL.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
INTL.L Omega Ratio Rank: 8989
Omega Ratio Rank
INTL.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
INTL.L Martin Ratio Rank: 8888
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. INTL.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 WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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.LINTL.LDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

1.17

1.56

-0.39

Calmar ratioReturn relative to maximum drawdown

1.14

6.14

-5.00

Martin ratioReturn relative to average drawdown

3.52

18.98

-15.46

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

The current EGRP.L Sharpe Ratio is 0.87, which is lower than the INTL.L Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of EGRP.L and INTL.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.LINTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

3.71

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.67

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.94

-0.32

Drawdowns

EGRP.L vs. INTL.L - Drawdown Comparison

The maximum EGRP.L drawdown since its inception was -26.89%, smaller than the maximum INTL.L drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for EGRP.L and INTL.L.


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Drawdown Indicators


EGRP.LINTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

-37.71%

+10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-15.10%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

-33.54%

+18.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-36.92%

+10.03%

Current Drawdown

Current decline from peak

-0.50%

-0.88%

+0.38%

Average Drawdown

Average peak-to-trough decline

-7.09%

-10.99%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

4.90%

-1.03%

Volatility

EGRP.L vs. INTL.L - Volatility Comparison

The current volatility for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) is 5.10%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 9.37%. This indicates that EGRP.L experiences smaller price fluctuations and is considered to be less risky than INTL.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.LINTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

9.37%

-4.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

18.48%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

24.97%

-8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

25.61%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.53%

26.28%

-0.75%

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

EGRP.L has a 0.29% expense ratio, which is lower than INTL.L's 0.40% expense ratio.


Dividends

EGRP.L vs. INTL.L - Dividend Comparison

EGRP.L's dividend yield for the trailing twelve months is around 2.08%, while INTL.L has not paid dividends to shareholders.


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%
INTL.L
WisdomTree Artificial Intelligence UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EGRP.L and INTL.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EGRP.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGRP.L is cheaper with a 0.29% expense ratio, compared with 0.40% for INTL.L.

EGRP.L is categorized as Europe Equities, while INTL.L is Technology Equities. EGRP.L tracks MSCI EMU NR EUR, while INTL.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.29% for EGRP.L and 0.40% for INTL.L.

Portfolio Optimizer

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