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EGRW.L vs. CEUR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGRW.L vs. CEUR.L - Performance Comparison

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

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Different Trading Currencies

EGRW.L is traded in EUR, while CEUR.L is traded in GBp. To make them comparable, the CEUR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGRW.L achieves a 6.24% return, which is significantly lower than CEUR.L's 7.61% return.


EGRW.L

1D
0.10%
1M
5.62%
YTD
6.24%
6M
7.82%
1Y
10.12%
3Y*
7.16%
5Y*
4.03%
10Y*

CEUR.L

1D
0.36%
1M
3.74%
YTD
7.61%
6M
10.08%
1Y
16.14%
3Y*
13.51%
5Y*
9.33%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGRW.L vs. CEUR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
6.24%13.09%-2.45%20.16%-19.52%24.63%6.48%32.60%-14.26%2.49%
CEUR.L
Amundi MSCI Europe
7.61%17.97%9.96%15.33%-10.81%24.63%-3.27%27.42%-10.76%0.71%

Correlation

The correlation between EGRW.L and CEUR.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

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

0.68

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2017

0.41

Over the past year, EGRW.L and CEUR.L have become more correlated (0.85) than their long-term average of 0.41, meaning their price movements have been converging.

EGRW.L vs. CEUR.L - Sectors Allocation Comparison


Sectors
EGRW.L
CEUR.L

Industrials

24.4%
19.8%

Consumer Cyclical

23.1%
6.2%

Financial Services

17.0%
25.1%

Technology

9.6%
10.4%

Communication Services

9.3%
3.4%

Healthcare

2.9%
13.8%

Basic Materials

2.7%
3.8%

Energy

1.2%
3.5%

Consumer Defensive

0.9%
7.2%

Real Estate

0.3%
1.7%

Utilities

0.2%
5.3%

Industrials

EGRW.L
24.4%
CEUR.L
19.8%

Consumer Cyclical

EGRW.L
23.1%
CEUR.L
6.2%

Financial Services

EGRW.L
17.0%
CEUR.L
25.1%

Technology

EGRW.L
9.6%
CEUR.L
10.4%

Communication Services

EGRW.L
9.3%
CEUR.L
3.4%

Healthcare

EGRW.L
2.9%
CEUR.L
13.8%

Basic Materials

EGRW.L
2.7%
CEUR.L
3.8%

Energy

EGRW.L
1.2%
CEUR.L
3.5%

Consumer Defensive

EGRW.L
0.9%
CEUR.L
7.2%

Real Estate

EGRW.L
0.3%
CEUR.L
1.7%

Utilities

EGRW.L
0.2%
CEUR.L
5.3%

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Return for Risk

EGRW.L vs. CEUR.L — Risk / Return Rank

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

EGRW.L
EGRW.L Risk / Return Rank: 2121
Overall Rank
EGRW.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EGRW.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
EGRW.L Omega Ratio Rank: 2020
Omega Ratio Rank
EGRW.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
EGRW.L Martin Ratio Rank: 2323
Martin Ratio Rank

CEUR.L
CEUR.L Risk / Return Rank: 4242
Overall Rank
CEUR.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 4747
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 3939
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.

EGRW.L vs. CEUR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) and Amundi MSCI Europe (CEUR.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.


EGRW.LCEUR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.94

1.60

-0.66

Martin ratioReturn relative to average drawdown

2.82

5.75

-2.92

EGRW.L vs. CEUR.L - Sharpe Ratio Comparison

The current EGRW.L Sharpe Ratio is 0.65, which is lower than the CEUR.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EGRW.L and CEUR.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


EGRW.LCEUR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.25

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.65

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.54

+0.03

Drawdowns

EGRW.L vs. CEUR.L - Drawdown Comparison

The maximum EGRW.L drawdown since its inception was -31.84%, smaller than the maximum CEUR.L drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for EGRW.L and CEUR.L.


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Drawdown Indicators


EGRW.LCEUR.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.84%

-36.02%

+4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-10.05%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-15.75%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-30.05%

-21.40%

-8.65%

Max Drawdown (10Y)

Largest decline over 10 years

-36.02%

Current Drawdown

Current decline from peak

-0.67%

-0.70%

+0.03%

Average Drawdown

Average peak-to-trough decline

-6.30%

-5.65%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.80%

+0.88%

Volatility

EGRW.L vs. CEUR.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a higher volatility of 5.36% compared to Amundi MSCI Europe (CEUR.L) at 4.29%. This indicates that EGRW.L's price experiences larger fluctuations and is considered to be riskier than CEUR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGRW.LCEUR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.29%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

10.54%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

12.82%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

14.32%

+6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.26%

15.72%

+9.54%

EGRW.L vs. CEUR.L - Expense Ratio Comparison

EGRW.L has a 0.29% expense ratio, which is higher than CEUR.L's 0.05% expense ratio.


Dividends

EGRW.L vs. CEUR.L - Dividend Comparison

EGRW.L's dividend yield for the trailing twelve months is around 2.09%, while CEUR.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CEUR.L
Amundi MSCI Europe
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
2.09%2.15%2.28%2.00%2.30%1.72%1.04%1.61%1.94%1.37%

Frequently Asked Questions


EGRW.L and CEUR.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEUR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEUR.L is cheaper with a 0.05% expense ratio, compared with 0.29% for EGRW.L.

EGRW.L tracks MSCI EMU NR EUR, while CEUR.L tracks MSCI Europe NR EUR. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.29% for EGRW.L and 0.05% for CEUR.L.

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