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DELG.DE vs. RENW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELG.DE vs. RENW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and L&G Clean Energy UCITS ETF (RENW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DELG.DE achieves a 10.45% return, which is significantly lower than RENW.DE's 43.00% return.


DELG.DE

1D
-0.17%
1M
4.64%
YTD
10.45%
6M
9.86%
1Y
25.64%
3Y*
19.55%
5Y*
14.64%
10Y*

RENW.DE

1D
-1.77%
1M
4.00%
YTD
43.00%
6M
41.28%
1Y
80.41%
3Y*
15.60%
5Y*
9.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELG.DE vs. RENW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
10.45%6.14%33.62%26.50%-19.07%38.54%2.14%
RENW.DE
L&G Clean Energy UCITS ETF
43.00%35.27%-9.64%-11.30%-3.32%1.09%18.53%

Correlation

The correlation between DELG.DE and RENW.DE is 0.66, 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

0.66

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

0.54

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

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.60

The correlation between DELG.DE and RENW.DE shifts across timeframes, from 0.54 (3 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DELG.DE vs. RENW.DE — Risk / Return Rank

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

DELG.DE
DELG.DE Risk / Return Rank: 5959
Overall Rank
DELG.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 5959
Martin Ratio Rank

RENW.DE
RENW.DE Risk / Return Rank: 9393
Overall Rank
RENW.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RENW.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
RENW.DE Omega Ratio Rank: 8989
Omega Ratio Rank
RENW.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
RENW.DE Martin Ratio Rank: 9696
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.

DELG.DE vs. RENW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and L&G Clean Energy UCITS ETF (RENW.DE). 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.


DELG.DERENW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.36

1.56

-0.20

Calmar ratioReturn relative to maximum drawdown

2.82

9.22

-6.40

Martin ratioReturn relative to average drawdown

10.31

34.50

-24.19

DELG.DE vs. RENW.DE - Sharpe Ratio Comparison

The current DELG.DE Sharpe Ratio is 1.99, which is lower than the RENW.DE Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of DELG.DE and RENW.DE, 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


DELG.DERENW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

3.49

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.41

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.49

+0.32

Drawdowns

DELG.DE vs. RENW.DE - Drawdown Comparison

The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum RENW.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for DELG.DE and RENW.DE.


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Drawdown Indicators


DELG.DERENW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-43.93%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-8.63%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-24.38%

-35.00%

+10.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-42.30%

+17.92%

Current Drawdown

Current decline from peak

-0.57%

-3.64%

+3.07%

Average Drawdown

Average peak-to-trough decline

-5.47%

-17.33%

+11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.31%

+0.20%

Volatility

DELG.DE vs. RENW.DE - Volatility Comparison

The current volatility for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) is 3.31%, while L&G Clean Energy UCITS ETF (RENW.DE) has a volatility of 8.24%. This indicates that DELG.DE experiences smaller price fluctuations and is considered to be less risky than RENW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DELG.DERENW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

8.24%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

16.85%

-7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

22.80%

-9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

22.02%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

22.48%

-3.66%

DELG.DE vs. RENW.DE - Expense Ratio Comparison

DELG.DE has a 0.12% expense ratio, which is lower than RENW.DE's 0.49% expense ratio.


Dividends

DELG.DE vs. RENW.DE - Dividend Comparison

Neither DELG.DE nor RENW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DELG.DE and RENW.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.49% for RENW.DE.

DELG.DE is categorized as Large Cap Blend Equities, while RENW.DE is Energy Equities. DELG.DE tracks Foxberry Sustainability Consensus US, while RENW.DE tracks Solactive Clean Energy. Their fees differ too: 0.12% for DELG.DE and 0.49% for RENW.DE.

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