IEFS.L vs. EEIP.L
IEFS.L (iShares Edge MSCI Europe Size Factor UCITS ETF) and EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc) are both Europe Equities funds - IEFS.L tracks the MSCI Europe SMID NR EUR while EEIP.L tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, IEFS.L returned 5.82%/yr vs 12.55%/yr for EEIP.L. Their correlation of 0.82 suggests significant overlap in exposure. IEFS.L charges 0.25%/yr vs 0.29%/yr for EEIP.L.
Performance
IEFS.L vs. EEIP.L - Performance Comparison
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Returns By Period
In the year-to-date period, IEFS.L achieves a 5.78% return, which is significantly lower than EEIP.L's 12.77% return.
IEFS.L
- 1D
- -0.28%
- 1M
- 1.57%
- YTD
- 5.78%
- 6M
- 8.60%
- 1Y
- 16.22%
- 3Y*
- 12.43%
- 5Y*
- 5.82%
- 10Y*
- 8.37%
EEIP.L
- 1D
- -0.16%
- 1M
- 0.74%
- YTD
- 12.77%
- 6M
- 15.86%
- 1Y
- 29.85%
- 3Y*
- 17.36%
- 5Y*
- 12.55%
- 10Y*
- —
IEFS.L vs. EEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 5.78% | 24.40% | 0.75% | 11.87% | -13.35% | 12.21% | 7.23% | 20.36% | -12.26% | 18.08% |
EEIP.L WisdomTree Europe Equity Income UCITS ETF Acc | 12.77% | 34.46% | -1.80% | 12.45% | 6.20% | 11.06% | -13.70% | 14.22% | -6.64% | 13.88% |
Correlation
The correlation between IEFS.L and EEIP.L is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2016 | 0.82 |
The correlation between IEFS.L and EEIP.L has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
IEFS.L vs. EEIP.L — Risk / Return Rank
IEFS.L
EEIP.L
IEFS.L vs. EEIP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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.
| IEFS.L | EEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.49 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.75 | -2.12 |
| Martin ratioReturn relative to average drawdown | 5.83 | 14.81 | -8.98 |
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
| IEFS.L | EEIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.69 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.95 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.56 | -0.04 |
Drawdowns
IEFS.L vs. EEIP.L - Drawdown Comparison
The maximum IEFS.L drawdown since its inception was -31.02%, smaller than the maximum EEIP.L drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for IEFS.L and EEIP.L.
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Drawdown Indicators
| IEFS.L | EEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -34.51% | +3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -7.92% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -11.84% | -11.00% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -14.49% | -11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | — | — |
Current DrawdownCurrent decline from peak | -2.40% | -1.03% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.49% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.01% | +0.77% |
Volatility
IEFS.L vs. EEIP.L - Volatility Comparison
iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) has a higher volatility of 3.78% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 3.23%. This indicates that IEFS.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
| IEFS.L | EEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 3.23% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 8.80% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 11.05% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 13.20% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 15.14% | +0.45% |
IEFS.L vs. EEIP.L - Expense Ratio Comparison
IEFS.L has a 0.25% expense ratio, which is lower than EEIP.L's 0.29% expense ratio.
Dividends
IEFS.L vs. EEIP.L - Dividend Comparison
Neither IEFS.L nor EEIP.L has paid dividends to shareholders.
Frequently Asked Questions
IEFS.L and EEIP.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEFS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEFS.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EEIP.L.
IEFS.L tracks MSCI Europe SMID NR EUR, while EEIP.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for IEFS.L and 0.29% for EEIP.L.
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