PortfoliosLab logoPortfoliosLab logo
FTEU.L vs. EEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTEU.L vs. EEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FTEU.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
FTEU.L
First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares
3.83%57.74%2.77%16.49%-18.83%11.78%5.07%20.55%-19.61%35.90%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
8.21%44.61%-3.44%18.38%-5.15%10.05%-11.06%18.81%-11.93%24.72%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FTEU.L achieves a 3.83% return, which is significantly lower than EEIP.L's 8.21% return.


FTEU.L

1D
3.46%
1M
-3.56%
YTD
3.83%
6M
9.11%
1Y
41.60%
3Y*
21.87%
5Y*
10.71%
10Y*

EEIP.L

1D
2.02%
1M
-0.79%
YTD
8.21%
6M
14.07%
1Y
34.61%
3Y*
18.91%
5Y*
11.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

FTEU.L has a 0.80% expense ratio, which is higher than EEIP.L's 0.29% expense ratio.


Return for Risk

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

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

FTEU.L
FTEU.L Risk / Return Rank: 9191
Overall Rank
FTEU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTEU.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
FTEU.L Omega Ratio Rank: 9292
Omega Ratio Rank
FTEU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTEU.L Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FTEU.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.


FTEU.LEEIP.LDifference

Sharpe ratio

Return per unit of total volatility

2.17

2.11

+0.06

Sortino ratio

Return per unit of downside risk

2.71

2.63

+0.08

Omega ratio

Gain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratio

Return relative to maximum drawdown

3.63

3.15

+0.48

Martin ratio

Return relative to average drawdown

12.48

12.74

-0.26

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

The current FTEU.L Sharpe Ratio is 2.17, which is comparable to the EEIP.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FTEU.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.


Loading graphics...

Sharpe Ratios by Period


FTEU.LEEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.11

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.72

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.51

0.00

Correlation

The correlation between FTEU.L and EEIP.L is 0.81, 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.


Dividends

FTEU.L vs. EEIP.L - Dividend Comparison

Neither FTEU.L nor EEIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTEU.L vs. EEIP.L - Drawdown Comparison

The maximum FTEU.L drawdown since its inception was -46.61%, which is greater than EEIP.L's maximum drawdown of -42.44%. Use the drawdown chart below to compare losses from any high point for FTEU.L and EEIP.L.


Loading graphics...

Drawdown Indicators


FTEU.LEEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.61%

-34.51%

-12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-9.84%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-14.49%

-24.00%

Current Drawdown

Current decline from peak

-6.19%

-2.52%

-3.67%

Average Drawdown

Average peak-to-trough decline

-10.49%

-5.57%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.23%

+1.09%

Volatility

FTEU.L vs. EEIP.L - Volatility Comparison

First Trust Eurozone AlphaDEX® UCITS ETF Class A Shares (FTEU.L) has a higher volatility of 8.13% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 4.84%. This indicates that FTEU.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.


Loading graphics...

Volatility by Period


FTEU.LEEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

4.84%

+3.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

10.02%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

16.32%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

16.73%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

17.72%

+2.14%