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

Performance

EUHD.L vs. EEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.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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Returns By Period

In the year-to-date period, EUHD.L achieves a 9.29% return, which is significantly lower than EEIP.L's 12.56% return.


EUHD.L

1D
0.24%
1M
1.24%
YTD
9.29%
6M
11.09%
1Y
24.45%
3Y*
20.22%
5Y*
12.89%
10Y*
9.36%

EEIP.L

1D
-0.19%
1M
1.23%
YTD
12.56%
6M
15.13%
1Y
29.60%
3Y*
17.23%
5Y*
12.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
9.29%42.88%5.23%11.37%-3.26%13.30%-13.39%11.53%-7.27%13.76%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
12.56%34.46%-1.80%12.45%6.20%11.06%-13.70%14.22%-6.64%13.88%

Correlation

The correlation between EUHD.L and EEIP.L is 0.77, 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

0.77

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2016

0.87

The correlation between EUHD.L and EEIP.L shifts across timeframes, from 0.77 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

EUHD.L vs. EEIP.L - Sectors Allocation Comparison


Sectors
EUHD.L
EEIP.L

Financial Services

35.2%
24.1%

Utilities

12.1%
17.3%

Real Estate

11.6%
4.8%

Consumer Cyclical

10.4%
3.4%

Basic Materials

10.0%
8.0%

Energy

6.8%
12.5%

Communication Services

6.3%
8.5%

Industrials

3.8%
15.0%

Consumer Defensive

3.7%
2.3%

Healthcare

0.0%
2.9%

Technology

-

1.4%

Financial Services

EUHD.L
35.2%
EEIP.L
24.1%

Utilities

EUHD.L
12.1%
EEIP.L
17.3%

Real Estate

EUHD.L
11.6%
EEIP.L
4.8%

Consumer Cyclical

EUHD.L
10.4%
EEIP.L
3.4%

Basic Materials

EUHD.L
10.0%
EEIP.L
8.0%

Energy

EUHD.L
6.8%
EEIP.L
12.5%

Communication Services

EUHD.L
6.3%
EEIP.L
8.5%

Industrials

EUHD.L
3.8%
EEIP.L
15.0%

Consumer Defensive

EUHD.L
3.7%
EEIP.L
2.3%

Healthcare

EUHD.L
0.0%
EEIP.L
2.9%

Technology

EUHD.L

-

EEIP.L
1.4%

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Return for Risk

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

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

EUHD.L
EUHD.L Risk / Return Rank: 6666
Overall Rank
EUHD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 6666
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 6666
Martin Ratio Rank

EEIP.L
EEIP.L Risk / Return Rank: 8080
Overall Rank
EEIP.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 8282
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.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.


EUHD.LEEIP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.39

1.49

-0.09

Calmar ratioReturn relative to maximum drawdown

3.39

3.72

-0.33

Martin ratioReturn relative to average drawdown

11.84

14.68

-2.83

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

The current EUHD.L Sharpe Ratio is 2.18, which is comparable to the EEIP.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of EUHD.L and EEIP.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


EUHD.LEEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

2.67

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.95

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.56

+0.06

Drawdowns

EUHD.L vs. EEIP.L - Drawdown Comparison

The maximum EUHD.L drawdown since its inception was -35.97%, roughly equal to the maximum EEIP.L drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for EUHD.L and EEIP.L.


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Drawdown Indicators


EUHD.LEEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-34.51%

-1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-7.92%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-11.00%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-14.49%

-5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-2.09%

-1.22%

-0.87%

Average Drawdown

Average peak-to-trough decline

-5.30%

-5.49%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.01%

+0.05%

Volatility

EUHD.L vs. EEIP.L - Volatility Comparison

PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a higher volatility of 3.72% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 3.16%. This indicates that EUHD.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


EUHD.LEEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.16%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.81%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

11.04%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

13.20%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

15.14%

+0.41%

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

EUHD.L has a 0.30% expense ratio, which is higher than EEIP.L's 0.29% expense ratio.


Dividends

EUHD.L vs. EEIP.L - Dividend Comparison

EUHD.L's dividend yield for the trailing twelve months is around 3.95%, while EEIP.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.95%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%

Frequently Asked Questions


EUHD.L and EEIP.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEIP.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEIP.L is cheaper with a 0.29% expense ratio, compared with 0.30% for EUHD.L.

EUHD.L tracks MSCI EMU NR EUR, while EEIP.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.30% for EUHD.L and 0.29% for EEIP.L.

Portfolio Optimizer

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