That's funny you say that Alma Merengue because I seem to remember Chelsea winning two UEFA Cup Winner's Cup Finals, 1971 and 1998 respectively. One of them happening to be against none other than your club of the century, so cool it on the "never won anything out of epl" and by outside of "epl" they won a first division before it became THE "epl" and they have won 6 FA Cups and 4 League Cups*. And the coach for Real Madrid was not really the problem, it's a lack of continuity at the position and on the field, with people always being reshuffled, I see it at Chelsea too, stopped them from winning a few more trophies....
*Note: I know this is nowhere near Real Madrid, but I love people who jump on bandwagons like Real!