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L&G Clean Energy UCITS ETF (RENW.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BK5BCH80
WKNA2QFEN
IssuerLegal & General
Inception DateNov 11, 2020
CategoryEnergy Equities
Leveraged1x
Index TrackedSolactive Clean Energy
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

RENW.DE features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for RENW.DE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: RENW.DE vs. SPYG

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in L&G Clean Energy UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.85%
6.97%
RENW.DE (L&G Clean Energy UCITS ETF)
Benchmark (^GSPC)

Returns By Period

L&G Clean Energy UCITS ETF had a return of -5.52% year-to-date (YTD) and -6.03% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-5.52%18.10%
1 month2.22%1.42%
6 months2.85%9.39%
1 year-6.03%26.58%
5 years (annualized)N/A13.42%
10 years (annualized)N/A10.88%

Monthly Returns

The table below presents the monthly returns of RENW.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.40%-0.75%3.19%-2.03%9.65%-8.32%3.09%-3.38%-5.52%
20233.90%-1.31%0.47%-5.23%-0.08%1.53%-3.75%-6.12%-6.09%-11.29%9.03%9.12%-11.30%
2022-8.89%5.46%5.66%-4.30%1.48%-9.68%16.50%0.83%-9.41%2.62%5.06%-5.40%-3.32%
20219.44%-6.98%2.94%-3.44%-3.93%6.15%-2.93%0.96%-2.05%9.46%-4.81%-2.05%1.09%
20208.53%9.21%18.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RENW.DE is 7, indicating that it is in the bottom 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of RENW.DE is 77
RENW.DE (L&G Clean Energy UCITS ETF)
The Sharpe Ratio Rank of RENW.DE is 88Sharpe Ratio Rank
The Sortino Ratio Rank of RENW.DE is 88Sortino Ratio Rank
The Omega Ratio Rank of RENW.DE is 88Omega Ratio Rank
The Calmar Ratio Rank of RENW.DE is 88Calmar Ratio Rank
The Martin Ratio Rank of RENW.DE is 77Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for L&G Clean Energy UCITS ETF (RENW.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RENW.DE
Sharpe ratio
The chart of Sharpe ratio for RENW.DE, currently valued at -0.26, compared to the broader market0.002.004.00-0.26
Sortino ratio
The chart of Sortino ratio for RENW.DE, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.22
Omega ratio
The chart of Omega ratio for RENW.DE, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.97
Calmar ratio
The chart of Calmar ratio for RENW.DE, currently valued at -0.14, compared to the broader market0.005.0010.0015.00-0.14
Martin ratio
The chart of Martin ratio for RENW.DE, currently valued at -0.69, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.43

Sharpe Ratio

The current L&G Clean Energy UCITS ETF Sharpe ratio is -0.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of L&G Clean Energy UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.26
1.57
RENW.DE (L&G Clean Energy UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Clean Energy UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-28.61%
-2.62%
RENW.DE (L&G Clean Energy UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Clean Energy UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G Clean Energy UCITS ETF was 37.44%, occurring on Oct 30, 2023. The portfolio has not yet recovered.

The current L&G Clean Energy UCITS ETF drawdown is 28.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.44%Feb 16, 2021694Oct 30, 2023
-4.57%Jan 11, 20216Jan 18, 20213Jan 21, 20219
-4.52%Jan 26, 20214Jan 29, 202111Feb 15, 202115
-3.15%Nov 30, 20205Dec 4, 20207Dec 15, 202012
-1.97%Dec 29, 20201Dec 29, 20202Jan 4, 20213

Volatility

Volatility Chart

The current L&G Clean Energy UCITS ETF volatility is 6.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.12%
3.94%
RENW.DE (L&G Clean Energy UCITS ETF)
Benchmark (^GSPC)