H50E.L vs. EEIP.L
H50E.L (HSBC EURO STOXX 50 UCITS ETF) and EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc) are both Europe Equities funds - H50E.L tracks the MSCI EMU NR EUR while EEIP.L tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, H50E.L returned 11.75%/yr vs 12.51%/yr for EEIP.L. Their correlation of 0.82 suggests significant overlap in exposure. H50E.L charges 0.25%/yr vs 0.29%/yr for EEIP.L.
Performance
H50E.L vs. EEIP.L - Performance Comparison
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Returns By Period
In the year-to-date period, H50E.L achieves a 6.58% return, which is significantly lower than EEIP.L's 12.56% return.
H50E.L
- 1D
- 0.97%
- 1M
- 5.00%
- YTD
- 6.58%
- 6M
- 7.69%
- 1Y
- 18.97%
- 3Y*
- 15.76%
- 5Y*
- 11.75%
- 10Y*
- 11.61%
EEIP.L
- 1D
- -0.19%
- 1M
- 1.23%
- YTD
- 12.56%
- 6M
- 15.13%
- 1Y
- 29.60%
- 3Y*
- 17.23%
- 5Y*
- 12.51%
- 10Y*
- —
H50E.L vs. EEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H50E.L HSBC EURO STOXX 50 UCITS ETF | 6.58% | 28.02% | 6.20% | 20.06% | -3.33% | 15.58% | 3.30% | 21.72% | -10.53% | 14.39% |
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 H50E.L and EEIP.L is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2016 | 0.82 |
The correlation between H50E.L and EEIP.L shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
H50E.L vs. EEIP.L - Sectors Allocation Comparison
Sectors
H50E.L
EEIP.L
Financial Services
Industrials
Technology
Consumer Cyclical
Consumer Defensive
Healthcare
Energy
Utilities
Basic Materials
Communication Services
Real Estate
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Financial Services
H50E.L
EEIP.L
Industrials
H50E.L
EEIP.L
Technology
H50E.L
EEIP.L
Consumer Cyclical
H50E.L
EEIP.L
Consumer Defensive
H50E.L
EEIP.L
Healthcare
H50E.L
EEIP.L
Energy
H50E.L
EEIP.L
Utilities
H50E.L
EEIP.L
Basic Materials
H50E.L
EEIP.L
Communication Services
H50E.L
EEIP.L
Real Estate
H50E.L
-
EEIP.L
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Return for Risk
H50E.L vs. EEIP.L — Risk / Return Rank
H50E.L
EEIP.L
H50E.L vs. EEIP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC EURO STOXX 50 UCITS ETF (H50E.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.
| H50E.L | EEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.49 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 3.72 | -2.08 |
| Martin ratioReturn relative to average drawdown | 5.52 | 14.68 | -9.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| H50E.L | EEIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.67 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.95 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.17 |
Drawdowns
H50E.L vs. EEIP.L - Drawdown Comparison
The maximum H50E.L drawdown since its inception was -34.68%, roughly equal to the maximum EEIP.L drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for H50E.L and EEIP.L.
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Drawdown Indicators
| H50E.L | EEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.68% | -34.51% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -7.92% | -3.57% |
Max Drawdown (3Y)Largest decline over 3 years | -14.20% | -11.00% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -14.49% | -7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -31.50% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -1.22% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -5.49% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.01% | +1.42% |
Volatility
H50E.L vs. EEIP.L - Volatility Comparison
HSBC EURO STOXX 50 UCITS ETF (H50E.L) has a higher volatility of 4.79% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 3.16%. This indicates that H50E.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
| H50E.L | EEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 3.16% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 8.81% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 11.04% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 13.20% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 15.14% | +2.85% |
H50E.L vs. EEIP.L - Expense Ratio Comparison
H50E.L has a 0.25% expense ratio, which is lower than EEIP.L's 0.29% expense ratio.
Dividends
H50E.L vs. EEIP.L - Dividend Comparison
H50E.L's dividend yield for the trailing twelve months is around 2.45%, while EEIP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
H50E.L HSBC EURO STOXX 50 UCITS ETF | 2.45% | 2.46% | 2.98% | 2.92% | 2.77% | 2.01% | 2.05% | 3.04% | 3.50% | 2.76% | 2.79% | 2.63% |
Frequently Asked Questions
H50E.L and EEIP.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H50E.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H50E.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EEIP.L.
H50E.L tracks MSCI EMU NR EUR, while EEIP.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: HSBC and WisdomTree. Their fees differ too: 0.25% for H50E.L and 0.29% for EEIP.L.
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