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

EGRW.L vs. EEI.L

Last updated Jun 5, 2026

EGRW.L (WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR) and EEI.L (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds from WisdomTree - EGRW.L tracks the MSCI EMU NR EUR while EEI.L tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, EGRW.L returned 4.03%/yr vs 6.24%/yr for EEI.L. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.29% expense ratio.

Performance

EGRW.L vs. EEI.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 WisdomTree Europe Equity Income UCITS ETF (EEI.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 EEI.L is traded in GBp. To make them comparable, the EEI.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 EEI.L's 11.59% return.

EGRW.L

1D
0.10%
1M
2.42%
YTD
6.24%
6M
7.76%
1Y
9.78%
3Y*
7.16%
5Y*
4.03%
10Y*
—

EEI.L

1D
-0.30%
1M
1.42%
YTD
11.59%
6M
14.71%
1Y
19.40%
3Y*
10.22%
5Y*
6.24%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGRW.L vs. EEI.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%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		11.61%20.22%-3.19%8.18%-4.35%12.67%-21.49%15.99%-11.60%0.10%

Correlation

The correlation between EGRW.L and EEI.L is 0.62, 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

0.62

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

0.50

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

0.40

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

0.31

Over the past year, EGRW.L and EEI.L have become more correlated (0.62) than their long-term average of 0.31, meaning their price movements have been converging.

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

Sectors
EGRW.L
EEI.L

Industrials

24.4%
15.3%

Consumer Cyclical

23.1%
3.3%

Financial Services

17.0%
24.7%

Technology

9.6%
1.5%

Communication Services

9.3%
8.6%

Healthcare

2.9%
2.8%

Basic Materials

2.7%
8.3%

Energy

1.2%
11.6%

Consumer Defensive

0.9%
2.3%

Real Estate

0.3%
4.8%

Utilities

0.2%
16.7%

Industrials

EGRW.L
24.4%
EEI.L
15.3%

Consumer Cyclical

EGRW.L
23.1%
EEI.L
3.3%

Financial Services

EGRW.L
17.0%
EEI.L
24.7%

Technology

EGRW.L
9.6%
EEI.L
1.5%

Communication Services

EGRW.L
9.3%
EEI.L
8.6%

Healthcare

EGRW.L
2.9%
EEI.L
2.8%

Basic Materials

EGRW.L
2.7%
EEI.L
8.3%

Energy

EGRW.L
1.2%
EEI.L
11.6%

Consumer Defensive

EGRW.L
0.9%
EEI.L
2.3%

Real Estate

EGRW.L
0.3%
EEI.L
4.8%

Utilities

EGRW.L
0.2%
EEI.L
16.7%

Compare stocks, funds, or ETFs

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WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR

WisdomTree Europe Equity Income UCITS ETF

Often compared with EGRW.L:
EGRW.L vs. EUEA.ASEGRW.L vs. LGGE.DEEGRW.L vs. MMS.LEGRW.L vs. CS1.LEGRW.L vs. FLXD.LEGRW.L vs. SX5S.LEGRW.L vs. GBSP.L
Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW

Return for Risk

EGRW.L vs. EEI.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
EEI.L
EEI.L Risk / Return Rank: 6060
Overall Rank
EEI.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 6464
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 6060
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. EEI.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 WisdomTree Europe Equity Income UCITS ETF (EEI.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.LEEI.LDifference
Sharpe ratioReturn per unit of total volatility
0.65
1.77

-1.12

Sortino ratioReturn per unit of downside risk
1.09
2.38

-1.29

Omega ratioGain probability vs. loss probability

1.13

1.32

-0.20

Calmar ratioReturn relative to maximum drawdown

0.94

2.74

-1.81

Martin ratioReturn relative to average drawdown

2.82

9.98

-7.16

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

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

The current EGRW.L Sharpe Ratio is 0.65, which is lower than the EEI.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EGRW.L and EEI.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.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.77

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.44

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.20

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.15

+0.43

Drawdowns

EGRW.L vs. EEI.L - Drawdown Comparison

The maximum EGRW.L drawdown since its inception was -31.84%, smaller than the maximum EEI.L drawdown of -44.10%. Use the drawdown chart below to compare losses from any high point for EGRW.L and EEI.L.

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Drawdown Indicators

EGRW.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.84%

-44.10%

+12.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-7.04%

-4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-14.02%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.05%

-19.66%

-10.39%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.58%

—

Current Drawdown

Current decline from peak

-0.67%

-0.88%

+0.21%

Average Drawdown

Average peak-to-trough decline

-6.30%

-14.88%

+8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

1.94%

+1.74%

Volatility

EGRW.L vs. EEI.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a higher volatility of 5.36% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 3.63%. This indicates that EGRW.L's price experiences larger fluctuations and is considered to be riskier than EEI.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.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

3.63%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

8.51%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

10.94%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

14.15%

+6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.26%

16.37%

+8.89%

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

Both EGRW.L and EEI.L have an expense ratio of 0.29%.

Dividends

EGRW.L vs. EEI.L - Dividend Comparison

EGRW.L's dividend yield for the trailing twelve months is around 2.09%, more than EEI.L's 0.05% yield.

PositionTTM20252024202320222021202020192018201720162015
EEI.L
WisdomTree Europe Equity Income UCITS ETF		0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%
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%0.00%0.00%

Frequently Asked Questions

EGRW.L and EEI.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EGRW.L and EEI.L have the same expense ratio: 0.29% per year.

EGRW.L tracks MSCI EMU NR EUR, while EEI.L tracks MSCI Europe High Div Yld NR EUR.

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