- Issuer
- State Street
- Inception Date
- Apr 29, 2016
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- State Street SPDR MSCI World Energy UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
WNRG.L Performance Chart
State Street SPDR MSCI World Energy UCITS ETF (WNRG.L) is up 25.3% since the beginning of the year. WNRG.L is currently trading at $70 per share. Investors who bought $1,000 worth of WNRG.L shares 5 years ago would now be looking at an investment worth $2,497.
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Returns By Period
State Street SPDR MSCI World Energy UCITS ETF (WNRG.L) has returned 25.26% so far this year and 33.56% over the past 12 months. Over the last ten years, WNRG.L has returned 8.57% per year, falling short of the S&P 500 Index benchmark, which averaged 13.36% annually.
State Street SPDR MSCI World Energy UCITS ETF
- 1D
- 0.34%
- 1M
- 1.22%
- 6M
- 19.05%
- YTD
- 25.26%
- 1Y
- 33.56%
- 3Y*
- 16.08%
- 5Y*
- 20.08%
- 10Y*
- 8.57%
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
WNRG.L Monthly Returns History
Based on dividend-adjusted daily data since Jan 30, 2009, WNRG.L's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +32.4%, while the worst month was Mar 2020 at -26.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, WNRG.L closed higher 52% of trading days. The best single day was Mar 17, 2020 with a return of +42.7%, while the worst single day was Mar 18, 2020 at -40.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.77% | 8.29% | 14.61% | -4.11% | -5.73% | -5.40% | 5.59% | 25.26% | |||||
| 2025 | 4.56% | 0.29% | 5.71% | -11.05% | 1.64% | 5.57% | 1.89% | 4.17% | -0.62% | -0.16% | 2.97% | 0.07% | 14.83% |
| 2024 | -0.44% | 1.01% | 8.72% | 1.81% | -2.04% | -0.56% | 1.81% | -1.72% | -2.89% | 0.30% | 5.25% | -8.24% | 2.07% |
| 2023 | 3.70% | -4.07% | -2.32% | 4.12% | -10.00% | 6.30% | 6.54% | 1.82% | 2.96% | -4.82% | -0.36% | 0.97% | 3.52% |
| 2022 | 15.72% | 5.20% | 9.68% | -1.42% | 13.25% | -15.69% | 5.87% | 2.76% | -8.91% | 18.60% | 3.19% | -3.81% | 46.61% |
| 2021 | 3.34% | 14.30% | 3.00% | 0.52% | 4.87% | 2.50% | -5.90% | -1.00% | 10.61% | 6.96% | -6.52% | 2.43% | 38.74% |
Benchmark Metrics
State Street SPDR MSCI World Energy UCITS ETF has an annualized alpha of 1.34%, beta of 0.68, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since January 30, 2009.
- This ETF participated in 99.47% of S&P 500 Index downside but only 75.14% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.34%
- Beta
- 0.68
- R²
- 0.17
- Upside Capture
- 75.14%
- Downside Capture
- 99.47%
Expense Ratio
WNRG.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
WNRG.L ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street SPDR MSCI World Energy UCITS ETF (WNRG.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WNRG.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.35 | -0.21 |
| Martin ratioReturn relative to average drawdown | 6.18 | 10.19 | -4.01 |
Dividends
Dividend History
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Street SPDR MSCI World 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 State Street SPDR MSCI World Energy UCITS ETF was 68.72%, occurring on Mar 18, 2020. Recovery took 545 trading sessions.
The current State Street SPDR MSCI World Energy UCITS ETF drawdown is 9.97%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-68.72%Mar 2020 | 5y 8mo | 2y 2mo | 7y 10moJun 2014 - May 2022 | COVID crash2020 |
-28.17%Oct 2011 | 5mo 25d | 2y 16d | 2y 6moApr 2011 - Oct 2013 | — |
-26.55%Jul 2022 | 1mo 5d | 1y 1mo | 1y 2moJun 2022 - Sep 2023 | Bear market2022 |
-21.81%Mar 2009 | 21d | 2mo 4d | 2mo 25dFeb 2009 - May 2009 | Financial crisis2007–2009 |
-21.60%Jul 2010 | 5mo 20d | 4mo 6d | 9mo 26dJan 2010 - Nov 2010 | — |
Drawdown Indicators
| WNRG.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.72% | -56.78% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -9.10% | -6.88% |
Max Drawdown (3Y)Largest decline over 3 years | -18.94% | -18.90% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -25.43% | -1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -63.92% | -33.92% | -30.00% |
Current DrawdownCurrent decline from peak | -9.97% | -0.49% | -9.48% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -10.70% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.09% | +3.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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