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XD3E.L vs. EEI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XD3E.L vs. EEI.L

Last updated Jun 5, 2026

XD3E.L (Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D) and EEI.L (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - XD3E.L tracks the MSCI EMU NR EUR while EEI.L tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 10 years, XD3E.L returned 5.77%/yr vs 4.18%/yr for EEI.L. A 0.60 correlation means they provide meaningful diversification when combined. XD3E.L charges 0.30%/yr vs 0.29%/yr for EEI.L.

Performance

XD3E.L vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.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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Returns By Period

In the year-to-date period, XD3E.L achieves a 7.41% return, which is significantly lower than EEI.L's 10.61% return. Over the past 10 years, XD3E.L has outperformed EEI.L with an annualized return of 5.77%, while EEI.L has yielded a comparatively lower 4.18% annualized return.

XD3E.L

1D
0.06%
1M
2.98%
YTD
7.41%
6M
9.39%
1Y
16.75%
3Y*
13.60%
5Y*
7.05%
10Y*
5.77%

EEI.L

1D
-0.21%
1M
1.61%
YTD
10.61%
6M
13.56%
1Y
22.61%
3Y*
10.39%
5Y*
6.38%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD3E.L vs. EEI.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XD3E.L
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D		7.41%32.73%0.31%10.10%-8.51%4.29%-9.42%11.99%-15.61%11.95%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		10.61%26.84%-7.65%5.93%0.84%5.79%-16.98%9.05%-10.50%9.28%

Correlation

The correlation between XD3E.L and EEI.L is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2014

0.60

The correlation between XD3E.L and EEI.L shifts across timeframes, from 0.60 (all time) to 0.81 (3 years), reflecting how their relationship changes across market environments.

XD3E.L vs. EEI.L - Sectors Allocation Comparison

Sectors
XD3E.L
EEI.L

Financial Services

30.2%
24.7%

Energy

14.8%
11.6%

Consumer Cyclical

13.7%
3.3%

Consumer Defensive

8.4%
2.3%

Industrials

8.1%
15.3%

Utilities

7.9%
16.7%

Basic Materials

7.5%
8.3%

Healthcare

4.3%
2.8%

Real Estate

3.5%
4.8%

Technology

1.7%
1.5%

Communication Services

0.0%
8.6%

Financial Services

XD3E.L
30.2%
EEI.L
24.7%

Energy

XD3E.L
14.8%
EEI.L
11.6%

Consumer Cyclical

XD3E.L
13.7%
EEI.L
3.3%

Consumer Defensive

XD3E.L
8.4%
EEI.L
2.3%

Industrials

XD3E.L
8.1%
EEI.L
15.3%

Utilities

XD3E.L
7.9%
EEI.L
16.7%

Basic Materials

XD3E.L
7.5%
EEI.L
8.3%

Healthcare

XD3E.L
4.3%
EEI.L
2.8%

Real Estate

XD3E.L
3.5%
EEI.L
4.8%

Technology

XD3E.L
1.7%
EEI.L
1.5%

Communication Services

XD3E.L
0.0%
EEI.L
8.6%

Compare stocks, funds, or ETFs

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Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D

WisdomTree Europe Equity Income UCITS ETF

Often compared with XD3E.L:
XD3E.L vs. SCHDXD3E.L vs. CNX1.LXD3E.L vs. MWRD.LXD3E.L vs. FDDXD3E.L vs. LDEG.LXD3E.L vs. VUSA.LXD3E.L vs. HDEU.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

Return for Risk

XD3E.L vs. EEI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XD3E.L
XD3E.L Risk / Return Rank: 3939
Overall Rank
XD3E.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XD3E.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
XD3E.L Omega Ratio Rank: 4343
Omega Ratio Rank
XD3E.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XD3E.L Martin Ratio Rank: 3535
Martin Ratio Rank
EEI.L
EEI.L Risk / Return Rank: 6060
Overall Rank
EEI.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 6464
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 6060
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.

XD3E.L vs. EEI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.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.

XD3E.LEEI.LDifference
Sharpe ratioReturn per unit of total volatility
1.46
2.07

-0.61

Sortino ratioReturn per unit of downside risk
1.90
2.72

-0.82

Omega ratioGain probability vs. loss probability

1.27

1.38

-0.11

Calmar ratioReturn relative to maximum drawdown

1.84

2.71

-0.87

Martin ratioReturn relative to average drawdown

5.13

10.53

-5.40

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

XD3E.L vs. EEI.L - Sharpe Ratio Comparison

The current XD3E.L Sharpe Ratio is 1.46, which is comparable to the EEI.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XD3E.L and EEI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XD3E.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.07

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.46

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.27

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.21

-0.17

Drawdowns

XD3E.L vs. EEI.L - Drawdown Comparison

The maximum XD3E.L drawdown since its inception was -62.35%, 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 XD3E.L and EEI.L.

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Drawdown Indicators

XD3E.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-37.68%

-24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-8.29%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.64%

-14.75%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.44%

-17.71%

-8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.37%

-37.68%

+2.31%

Current Drawdown

Current decline from peak

-1.16%

-0.98%

-0.18%

Average Drawdown

Average peak-to-trough decline

-28.83%

-11.38%

-17.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.14%

+1.12%

Volatility

XD3E.L vs. EEI.L - Volatility Comparison

The current volatility for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) is 2.88%, while WisdomTree Europe Equity Income UCITS ETF (EEI.L) has a volatility of 3.45%. This indicates that XD3E.L experiences smaller price fluctuations and is considered to be less risky 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

XD3E.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.45%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

8.55%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

10.89%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

13.75%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

15.52%

+3.78%

XD3E.L vs. EEI.L - Expense Ratio Comparison

XD3E.L has a 0.30% expense ratio, which is higher than EEI.L's 0.29% expense ratio.

Dividends

XD3E.L vs. EEI.L - Dividend Comparison

XD3E.L's dividend yield for the trailing twelve months is around 0.05%, which matches EEI.L's 0.05% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XD3E.L
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D		0.05%0.05%0.06%0.04%0.04%0.06%0.06%0.02%0.04%0.03%0.03%0.00%

Frequently Asked Questions

XD3E.L and EEI.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEI.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEI.L is cheaper with a 0.29% expense ratio, compared with 0.30% for XD3E.L.

XD3E.L tracks MSCI EMU NR EUR, while EEI.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.30% for XD3E.L and 0.29% for EEI.L.

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