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S250.L vs. EEI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

S250.L vs. EEI.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco FTSE 250 UCITS ETF (S250.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L).

S250.L and EEI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S250.L is a passively managed fund by Invesco that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Mar 31, 2009. EEI.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Oct 21, 2014. Both S250.L and EEI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

S250.L vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE 250 UCITS ETF (S250.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L). The values are adjusted to include any dividend payments, if applicable.

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S250.L vs. EEI.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
S250.L
Invesco FTSE 250 UCITS ETF		-2.91%12.81%7.93%7.60%-17.52%16.69%-4.90%28.57%-13.48%17.36%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		8.67%26.84%-7.65%5.93%0.84%5.79%-17.36%9.57%-10.50%9.30%

Returns By Period

In the year-to-date period, S250.L achieves a -2.91% return, which is significantly lower than EEI.L's 8.67% return. Over the past 10 years, S250.L has outperformed EEI.L with an annualized return of 5.24%, while EEI.L has yielded a comparatively lower 4.36% annualized return.

S250.L

1D
2.25%
1M
-7.06%
YTD
-2.91%
6M
-0.22%
1Y
14.69%
3Y*
8.02%
5Y*
2.84%
10Y*
5.24%

EEI.L

1D
0.00%
1M
-0.21%
YTD
8.67%
6M
14.05%
1Y
23.86%
3Y*
9.49%
5Y*
6.95%
10Y*
4.36%
*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.

Invesco FTSE 250 UCITS ETF

WisdomTree Europe Equity Income UCITS ETF

Often compared with S250.L:
S250.L vs. L100.LS250.L vs. ^GSPCS250.L vs. VMID.LS250.L vs. VMIG.LS250.L vs. EEIP.LS250.L vs. CEUR.LS250.L vs. EQGB.L
Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW

S250.L vs. EEI.L - Expense Ratio Comparison

S250.L has a 0.12% expense ratio, which is lower than EEI.L's 0.29% expense ratio.

EEI.L
WisdomTree Europe Equity Income UCITS ETF
S250.L
Invesco FTSE 250 UCITS ETF

Return for Risk

S250.L vs. EEI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
S250.L
S250.L Risk / Return Rank: 5252
Overall Rank
S250.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
S250.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
S250.L Omega Ratio Rank: 5454
Omega Ratio Rank
S250.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
S250.L Martin Ratio Rank: 4848
Martin Ratio Rank
EEI.L
EEI.L Risk / Return Rank: 8888
Overall Rank
EEI.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 8888
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 9191
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.

S250.L vs. EEI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.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.

S250.LEEI.LDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.86

-0.79

Sortino ratio

Return per unit of downside risk

1.50

2.29

-0.78

Omega ratio

Gain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratio

Return relative to maximum drawdown

1.26

3.34

-2.08

Martin ratio

Return relative to average drawdown

5.07

13.03

-7.96

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S250.L vs. EEI.L - Sharpe Ratio Comparison

The current S250.L Sharpe Ratio is 1.07, which is lower than the EEI.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of S250.L and EEI.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

S250.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.86

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.52

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.32

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.23

+0.29

Correlation

The correlation between S250.L and EEI.L is 0.53, 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

S250.L vs. EEI.L - Dividend Comparison

S250.L has not paid dividends to shareholders, while EEI.L's dividend yield for the trailing twelve months is around 0.05%.

TTM20252024202320222021202020192018201720162015
S250.L
Invesco FTSE 250 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%

Drawdowns

S250.L vs. EEI.L - Drawdown Comparison

The maximum S250.L drawdown since its inception was -40.91%, which is greater than EEI.L's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for S250.L and EEI.L.

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Drawdown Indicators

S250.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.91%

-37.68%

-3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-10.72%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.69%

-17.71%

-11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-40.91%

-37.68%

-3.23%

Current Drawdown

Current decline from peak

-8.43%

-2.17%

-6.26%

Average Drawdown

Average peak-to-trough decline

-7.23%

-11.35%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.13%

+0.73%

Volatility

S250.L vs. EEI.L - Volatility Comparison

Invesco FTSE 250 UCITS ETF (S250.L) has a higher volatility of 5.27% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 4.56%. This indicates that S250.L's price experiences larger fluctuations and is considered to be riskier than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

S250.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.56%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.22%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

13.03%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

14.50%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

17.45%

-1.12%