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EMID.L vs. EEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMID.L vs. EEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Mid Cap UCITS ETF (EMID.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L). The values are adjusted to include any dividend payments, if applicable.

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EMID.L vs. EEIP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMID.L
iShares MSCI Europe Mid Cap UCITS ETF
3.32%22.78%9.74%13.61%-18.63%21.77%3.00%34.61%-15.31%2.86%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
9.87%27.44%2.94%14.83%0.73%18.28%-18.39%21.49%-7.79%2.52%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, EMID.L achieves a 3.32% return, which is significantly lower than EEIP.L's 9.87% return.


EMID.L

1D
2.39%
1M
-3.01%
YTD
3.32%
6M
7.67%
1Y
19.69%
3Y*
14.01%
5Y*
7.63%
10Y*

EEIP.L

1D
1.92%
1M
0.25%
YTD
9.87%
6M
15.69%
1Y
25.60%
3Y*
16.37%
5Y*
12.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMID.L vs. EEIP.L - Expense Ratio Comparison

EMID.L has a 0.15% expense ratio, which is lower than EEIP.L's 0.29% expense ratio.


Return for Risk

EMID.L vs. EEIP.L — Risk / Return Rank

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

EMID.L
EMID.L Risk / Return Rank: 7171
Overall Rank
EMID.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EMID.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
EMID.L Omega Ratio Rank: 7171
Omega Ratio Rank
EMID.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EMID.L Martin Ratio Rank: 7272
Martin Ratio Rank

EEIP.L
EEIP.L Risk / Return Rank: 9393
Overall Rank
EEIP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 9494
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 9292
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.

EMID.L vs. EEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Mid Cap UCITS ETF (EMID.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.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.


EMID.LEEIP.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.83

-0.49

Sortino ratio

Return per unit of downside risk

1.77

2.26

-0.49

Omega ratio

Gain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratio

Return relative to maximum drawdown

2.13

2.63

-0.50

Martin ratio

Return relative to average drawdown

8.43

11.73

-3.30

EMID.L vs. EEIP.L - Sharpe Ratio Comparison

The current EMID.L Sharpe Ratio is 1.34, which is comparable to the EEIP.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of EMID.L and EEIP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMID.LEEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.83

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.91

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.54

+0.10

Correlation

The correlation between EMID.L and EEIP.L is 0.47, 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

EMID.L vs. EEIP.L - Dividend Comparison

EMID.L's dividend yield for the trailing twelve months is around 2.69%, while EEIP.L has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
EMID.L
iShares MSCI Europe Mid Cap UCITS ETF
2.69%2.78%2.75%2.43%2.61%1.77%1.39%2.30%2.92%0.48%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMID.L vs. EEIP.L - Drawdown Comparison

The maximum EMID.L drawdown since its inception was -37.54%, smaller than the maximum EEIP.L drawdown of -40.03%. Use the drawdown chart below to compare losses from any high point for EMID.L and EEIP.L.


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Drawdown Indicators


EMID.LEEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.54%

-34.51%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-9.84%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-14.49%

-14.63%

Current Drawdown

Current decline from peak

-4.21%

-2.52%

-1.69%

Average Drawdown

Average peak-to-trough decline

-6.08%

-5.57%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.23%

+0.18%

Volatility

EMID.L vs. EEIP.L - Volatility Comparison

iShares MSCI Europe Mid Cap UCITS ETF (EMID.L) has a higher volatility of 5.82% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 4.54%. This indicates that EMID.L's price experiences larger fluctuations and is considered to be riskier than EEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMID.LEEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

4.54%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

8.54%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

13.95%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

13.66%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

15.90%

+5.58%