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UB17.L vs. EEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UB17.L vs. EEIP.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L).

UB17.L and EEIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UB17.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 2, 2009. EEIP.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 Nov 3, 2016. Both UB17.L and EEIP.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

UB17.L vs. EEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L). The values are adjusted to include any dividend payments, if applicable.

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UB17.L vs. EEIP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UB17.L
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		0.98%45.25%4.09%19.69%-2.09%12.46%-2.84%12.93%-14.42%17.41%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc		9.44%34.46%-1.80%12.45%6.20%11.06%-13.70%14.22%-6.64%13.88%

Returns By Period

In the year-to-date period, UB17.L achieves a 0.98% return, which is significantly lower than EEIP.L's 9.44% return.

UB17.L

1D
1.92%
1M
-2.33%
YTD
0.98%
6M
9.49%
1Y
26.89%
3Y*
18.96%
5Y*
13.66%
10Y*
10.79%

EEIP.L

1D
1.36%
1M
-0.04%
YTD
9.44%
6M
15.54%
1Y
30.74%
3Y*
15.93%
5Y*
12.86%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis

WisdomTree Europe Equity Income UCITS ETF Acc

Often compared with UB17.L:
UB17.L vs. S7XP.LUB17.L vs. UC63.LUB17.L vs. EUFM.LUB17.L vs. IMV.LUB17.L vs. LCPE.LUB17.L vs. MMS.LUB17.L vs. 5ESG.L
Often compared with EEIP.L:
EEIP.L vs. EEI.LEEIP.L vs. MAINEEIP.L vs. SPYL.DEEEIP.L vs. VGWE.DEEEIP.L vs. GLDEEIP.L vs. EMID.LEEIP.L vs. EDIV.L

UB17.L vs. EEIP.L - Expense Ratio Comparison

UB17.L has a 0.25% expense ratio, which is lower than EEIP.L's 0.29% expense ratio.

EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
UB17.L
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis

Return for Risk

UB17.L vs. EEIP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UB17.L
UB17.L Risk / Return Rank: 9191
Overall Rank
UB17.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UB17.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
UB17.L Omega Ratio Rank: 9090
Omega Ratio Rank
UB17.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
UB17.L Martin Ratio Rank: 9393
Martin Ratio Rank
EEIP.L
EEIP.L Risk / Return Rank: 9393
Overall Rank
EEIP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 9494
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 9292
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.

UB17.L vs. EEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.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.

UB17.LEEIP.LDifference

Sharpe ratio

Return per unit of total volatility

2.09

2.31

-0.23

Sortino ratio

Return per unit of downside risk

2.62

2.86

-0.24

Omega ratio

Gain probability vs. loss probability

1.39

1.45

-0.05

Calmar ratio

Return relative to maximum drawdown

3.72

3.73

-0.02

Martin ratio

Return relative to average drawdown

14.82

13.90

+0.91

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

UB17.L vs. EEIP.L - Sharpe Ratio Comparison

The current UB17.L Sharpe Ratio is 2.09, which is comparable to the EEIP.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of UB17.L and EEIP.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

UB17.LEEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.31

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

0.97

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.54

+0.45

Correlation

The correlation between UB17.L and EEIP.L is 0.42, 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

UB17.L vs. EEIP.L - Dividend Comparison

UB17.L's dividend yield for the trailing twelve months is around 3.95%, while EEIP.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
UB17.L
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		3.95%3.37%3.64%3.87%4.01%2.74%2.39%4.11%4.02%3.42%5.21%4.14%
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%

Drawdowns

UB17.L vs. EEIP.L - Drawdown Comparison

The maximum UB17.L drawdown since its inception was -38.67%, which is greater than EEIP.L's maximum drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for UB17.L and EEIP.L.

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Drawdown Indicators

UB17.LEEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.67%

-34.51%

-4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-9.84%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.05%

-14.49%

-4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.67%

—

—

Current Drawdown

Current decline from peak

-4.88%

-2.52%

-2.36%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.57%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.23%

+0.92%

Volatility

UB17.L vs. EEIP.L - Volatility Comparison

UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) has a higher volatility of 5.43% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 4.41%. This indicates that UB17.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

UB17.LEEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.41%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

8.84%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

13.24%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

13.25%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

15.22%

+11.62%