EGRW.L vs. EUEA.AS
Compare and contrast key facts about WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS).
EGRW.L and EUEA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EGRW.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. EUEA.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. Both EGRW.L and EUEA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGRW.L or EUEA.AS.
Key characteristics
| EGRW.L | EUEA.AS | |
|---|---|---|
| YTD Return | -2.54% | 7.77% |
| 1Y Return | 5.48% | 17.47% |
| 3Y Return (Ann) | -2.58% | 5.76% |
| 5Y Return (Ann) | 5.02% | 7.88% |
| Sharpe Ratio | 0.41 | 1.25 |
| Sortino Ratio | 0.65 | 1.79 |
| Omega Ratio | 1.08 | 1.22 |
| Calmar Ratio | 0.39 | 1.66 |
| Martin Ratio | 1.20 | 5.19 |
| Ulcer Index | 4.01% | 3.13% |
| Daily Std Dev | 11.66% | 12.95% |
| Max Drawdown | -35.32% | -61.19% |
| Current Drawdown | -9.80% | -6.28% |
Correlation
The correlation between EGRW.L and EUEA.AS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EGRW.L vs. EUEA.AS - Performance Comparison
In the year-to-date period, EGRW.L achieves a -2.54% return, which is significantly lower than EUEA.AS's 7.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EGRW.L vs. EUEA.AS - Expense Ratio Comparison
EGRW.L has a 0.29% expense ratio, which is higher than EUEA.AS's 0.10% expense ratio.
Risk-Adjusted Performance
EGRW.L vs. EUEA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS). 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.
Dividends
EGRW.L vs. EUEA.AS - Dividend Comparison
EGRW.L's dividend yield for the trailing twelve months is around 2.29%, more than EUEA.AS's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGRW.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR | 2.29% | 2.00% | 2.29% | 1.72% | 1.04% | 1.61% | 1.94% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.72% | 3.03% | 2.94% | 2.06% | 2.17% | 3.09% | 3.66% | 2.84% | 3.39% | 2.96% | 2.86% | 2.51% |
Drawdowns
EGRW.L vs. EUEA.AS - Drawdown Comparison
The maximum EGRW.L drawdown since its inception was -35.32%, smaller than the maximum EUEA.AS drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for EGRW.L and EUEA.AS. For additional features, visit the drawdowns tool.
Volatility
EGRW.L vs. EUEA.AS - Volatility Comparison
The current volatility for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) is 4.47%, while iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a volatility of 4.94%. This indicates that EGRW.L experiences smaller price fluctuations and is considered to be less risky than EUEA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.