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500P.L vs. RENG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

500P.L vs. RENG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and L&G Clean Energy UCITS ETF (RENG.L). The values are adjusted to include any dividend payments, if applicable.

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500P.L vs. RENG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
500P.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF
-6.34%7.74%28.94%23.30%-12.86%34.04%0.89%
RENG.L
L&G Clean Energy UCITS ETF
21.08%40.21%-12.86%-13.13%2.03%-6.20%19.80%
Different Trading Currencies

500P.L is traded in GBP, while RENG.L is traded in GBp. To make them comparable, the RENG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, 500P.L achieves a -6.34% return, which is significantly lower than RENG.L's 21.08% return.


500P.L

1D
1.60%
1M
-3.81%
YTD
-6.34%
6M
-3.44%
1Y
8.99%
3Y*
14.95%
5Y*
11.95%
10Y*

RENG.L

1D
2.94%
1M
2.88%
YTD
21.08%
6M
30.29%
1Y
78.42%
3Y*
7.75%
5Y*
4.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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500P.L vs. RENG.L - Expense Ratio Comparison

500P.L has a 0.07% expense ratio, which is lower than RENG.L's 0.49% expense ratio.


Return for Risk

500P.L vs. RENG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

500P.L
500P.L Risk / Return Rank: 2929
Overall Rank
500P.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
500P.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
500P.L Omega Ratio Rank: 2929
Omega Ratio Rank
500P.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
500P.L Martin Ratio Rank: 3030
Martin Ratio Rank

RENG.L
RENG.L Risk / Return Rank: 9898
Overall Rank
RENG.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RENG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RENG.L Omega Ratio Rank: 9696
Omega Ratio Rank
RENG.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENG.L Martin Ratio Rank: 9898
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.

500P.L vs. RENG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and L&G Clean Energy UCITS ETF (RENG.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.


500P.LRENG.LDifference

Sharpe ratio

Return per unit of total volatility

0.59

3.35

-2.77

Sortino ratio

Return per unit of downside risk

0.90

3.88

-2.98

Omega ratio

Gain probability vs. loss probability

1.13

1.54

-0.41

Calmar ratio

Return relative to maximum drawdown

0.83

8.79

-7.96

Martin ratio

Return relative to average drawdown

2.70

29.02

-26.32

500P.L vs. RENG.L - Sharpe Ratio Comparison

The current 500P.L Sharpe Ratio is 0.59, which is lower than the RENG.L Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of 500P.L and RENG.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


500P.LRENG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

3.35

-2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.20

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.34

+0.58

Correlation

The correlation between 500P.L and RENG.L is 0.52, 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

500P.L vs. RENG.L - Dividend Comparison

Neither 500P.L nor RENG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

500P.L vs. RENG.L - Drawdown Comparison

The maximum 500P.L drawdown since its inception was -20.32%, smaller than the maximum RENG.L drawdown of -45.48%. Use the drawdown chart below to compare losses from any high point for 500P.L and RENG.L.


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Drawdown Indicators


500P.LRENG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.32%

-45.48%

+25.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-10.56%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

-40.27%

+19.95%

Current Drawdown

Current decline from peak

-8.52%

0.00%

-8.52%

Average Drawdown

Average peak-to-trough decline

-4.23%

-21.25%

+17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.68%

+0.64%

Volatility

500P.L vs. RENG.L - Volatility Comparison

The current volatility for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) is 3.78%, while L&G Clean Energy UCITS ETF (RENG.L) has a volatility of 7.29%. This indicates that 500P.L experiences smaller price fluctuations and is considered to be less risky than RENG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


500P.LRENG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

7.29%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

17.56%

-9.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

23.28%

-7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

21.73%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

22.22%

-7.04%