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UB06.L vs. EEI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UB06.L vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.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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UB06.L vs. EEI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UB06.L
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis
-0.09%30.63%4.81%16.43%-6.51%14.17%5.04%18.97%-11.33%17.27%
EEI.L
WisdomTree Europe Equity Income UCITS ETF
8.20%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, UB06.L achieves a -0.09% return, which is significantly lower than EEI.L's 8.20% return. Over the past 10 years, UB06.L has outperformed EEI.L with an annualized return of 10.41%, while EEI.L has yielded a comparatively lower 4.32% annualized return.


UB06.L

1D
-0.16%
1M
-0.41%
YTD
-0.09%
6M
3.02%
1Y
19.26%
3Y*
13.02%
5Y*
10.35%
10Y*
10.41%

EEI.L

1D
-0.44%
1M
2.43%
YTD
8.20%
6M
14.81%
1Y
23.81%
3Y*
9.33%
5Y*
6.85%
10Y*
4.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UB06.L vs. EEI.L - Expense Ratio Comparison

UB06.L has a 0.17% expense ratio, which is lower than EEI.L's 0.29% expense ratio.


Return for Risk

UB06.L vs. EEI.L — Risk / Return Rank

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

UB06.L
UB06.L Risk / Return Rank: 6464
Overall Rank
UB06.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UB06.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
UB06.L Omega Ratio Rank: 6464
Omega Ratio Rank
UB06.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
UB06.L Martin Ratio Rank: 6262
Martin Ratio Rank

EEI.L
EEI.L Risk / Return Rank: 8686
Overall Rank
EEI.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 8686
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 8989
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.

UB06.L vs. EEI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.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.


UB06.LEEI.LDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.82

-0.55

Sortino ratio

Return per unit of downside risk

1.71

2.24

-0.53

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

2.01

3.27

-1.27

Martin ratio

Return relative to average drawdown

7.61

12.76

-5.14

UB06.L vs. EEI.L - Sharpe Ratio Comparison

The current UB06.L Sharpe Ratio is 1.27, which is lower than the EEI.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of UB06.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


UB06.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.82

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.52

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.32

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.23

+0.42

Correlation

The correlation between UB06.L and EEI.L is 0.68, 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

UB06.L vs. EEI.L - Dividend Comparison

UB06.L's dividend yield for the trailing twelve months is around 2.67%, more than EEI.L's 0.05% yield.


TTM20252024202320222021202020192018201720162015
UB06.L
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis
2.67%2.49%2.80%2.68%2.68%1.88%1.57%2.84%3.20%2.52%2.50%2.92%
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

UB06.L vs. EEI.L - Drawdown Comparison

The maximum UB06.L drawdown since its inception was -31.36%, smaller than the maximum EEI.L drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for UB06.L and EEI.L.


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Drawdown Indicators


UB06.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.36%

-37.68%

+6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-8.30%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.60%

-17.71%

-3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-31.36%

-37.68%

+6.32%

Current Drawdown

Current decline from peak

-6.93%

-2.60%

-4.33%

Average Drawdown

Average peak-to-trough decline

-5.04%

-11.35%

+6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.13%

+0.75%

Volatility

UB06.L vs. EEI.L - Volatility Comparison

UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L) has a higher volatility of 6.14% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 4.59%. This indicates that UB06.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


UB06.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

4.59%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

8.24%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

13.04%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

14.50%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

17.45%

-0.69%