EGRP.L vs. SX5S.L
Compare and contrast key facts about WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L).
EGRP.L and SX5S.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EGRP.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI EMU NR EUR. It was launched on Nov 3, 2016. SX5S.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Mar 19, 2009. Both EGRP.L and SX5S.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EGRP.L vs. SX5S.L - Performance Comparison
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EGRP.L vs. SX5S.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SX5S.L Invesco EURO STOXX 50 UCITS ETF | -1.37% | 27.68% | 6.13% | 19.91% | -3.67% | 14.48% | 2.12% | 23.51% | -10.62% | 12.64% |
Returns By Period
In the year-to-date period, EGRP.L achieves a -3.64% return, which is significantly lower than SX5S.L's -1.37% 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*
- —
SX5S.L
- 1D
- -0.49%
- 1M
- -1.06%
- YTD
- -1.37%
- 6M
- 1.19%
- 1Y
- 14.91%
- 3Y*
- 12.53%
- 5Y*
- 11.07%
- 10Y*
- 10.83%
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EGRP.L vs. SX5S.L - Expense Ratio Comparison
EGRP.L has a 0.29% expense ratio, which is higher than SX5S.L's 0.05% expense ratio.
Return for Risk
EGRP.L vs. SX5S.L — Risk / Return Rank
EGRP.L
SX5S.L
EGRP.L vs. SX5S.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 Invesco EURO STOXX 50 UCITS ETF (SX5S.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.L | SX5S.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.92 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.31 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.60 | -0.95 |
Martin ratioReturn relative to average drawdown | 2.06 | 5.93 | -3.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGRP.L | SX5S.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.92 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.67 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.55 | 0.00 |
Correlation
The correlation between EGRP.L and SX5S.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EGRP.L vs. SX5S.L - Dividend Comparison
EGRP.L's dividend yield for the trailing twelve months is around 2.28%, while SX5S.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SX5S.L Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EGRP.L vs. SX5S.L - Drawdown Comparison
The maximum EGRP.L drawdown since its inception was -26.89%, smaller than the maximum SX5S.L drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for EGRP.L and SX5S.L.
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Drawdown Indicators
| EGRP.L | SX5S.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.89% | -32.54% | +5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -11.43% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -26.89% | -21.71% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.54% | — |
Current DrawdownCurrent decline from peak | -8.87% | -7.88% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -5.47% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.09% | +0.83% |
Volatility
EGRP.L vs. SX5S.L - Volatility Comparison
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) has a higher volatility of 6.66% compared to Invesco EURO STOXX 50 UCITS ETF (SX5S.L) at 6.10%. This indicates that EGRP.L's price experiences larger fluctuations and is considered to be riskier than SX5S.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.L | SX5S.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 6.10% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 11.03% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 16.15% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 17.52% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.69% | 19.87% | +5.82% |