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

SDUE.L vs. EEI.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L).

SDUE.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. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. 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 SDUE.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

SDUE.L vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.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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SDUE.L vs. EEI.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)		-1.83%25.09%4.69%15.67%-5.45%17.19%4.26%20.28%-2.54%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		8.67%26.84%-7.65%5.93%0.84%5.79%-17.36%9.57%-3.41%
Different Trading Currencies

SDUE.L is traded in GBP, while EEI.L is traded in GBp. To make them comparable, the EEI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDUE.L achieves a -1.83% return, which is significantly lower than EEI.L's 8.67% return.

SDUE.L

1D
1.09%
1M
-6.59%
YTD
-1.83%
6M
3.02%
1Y
14.55%
3Y*
11.52%
5Y*
9.92%
10Y*
—

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.

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)

WisdomTree Europe Equity Income UCITS ETF

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SDUE.L vs. ESIN.LSDUE.L vs. SAEU.LSDUE.L vs. FEUI.LSDUE.L vs. EEUD.LSDUE.L vs. VEUA.LSDUE.L vs. VOOSDUE.L vs. VGK
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. BTCWEEI.L vs. SPYL.DE

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

SDUE.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
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)

Return for Risk

SDUE.L vs. EEI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDUE.L
SDUE.L Risk / Return Rank: 5353
Overall Rank
SDUE.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SDUE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
SDUE.L Omega Ratio Rank: 5757
Omega Ratio Rank
SDUE.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SDUE.L Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.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.

SDUE.LEEI.LDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.86

-0.74

Sortino ratio

Return per unit of downside risk

1.50

2.29

-0.79

Omega ratio

Gain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratio

Return relative to maximum drawdown

1.31

3.34

-2.03

Martin ratio

Return relative to average drawdown

4.87

13.03

-8.16

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

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

The current SDUE.L Sharpe Ratio is 1.12, which is lower than the EEI.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SDUE.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

SDUE.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.86

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.52

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.32

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.23

+0.39

Correlation

The correlation between SDUE.L and EEI.L is 0.67, 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

SDUE.L vs. EEI.L - Dividend Comparison

SDUE.L's dividend yield for the trailing twelve months is around 3.04%, more than EEI.L's 0.05% yield.

TTM20252024202320222021202020192018201720162015
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)		3.04%2.98%3.47%3.16%3.24%2.54%2.03%3.43%0.19%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

SDUE.L vs. EEI.L - Drawdown Comparison

The maximum SDUE.L drawdown since its inception was -27.99%, smaller than the maximum EEI.L drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for SDUE.L and EEI.L.

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Drawdown Indicators

SDUE.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.99%

-37.68%

+9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-10.72%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-17.71%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.68%

—

Current Drawdown

Current decline from peak

-8.84%

-2.17%

-6.67%

Average Drawdown

Average peak-to-trough decline

-3.84%

-11.35%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.13%

+0.86%

Volatility

SDUE.L vs. EEI.L - Volatility Comparison

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) has a higher volatility of 6.33% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 4.56%. This indicates that SDUE.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

SDUE.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.56%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

8.22%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

13.03%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.50%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

17.45%

-1.74%