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EEUD.L vs. RENG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEUD.L vs. RENG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.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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EEUD.L vs. RENG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
-1.13%23.28%3.38%13.27%-6.77%17.17%3.25%
RENG.L
L&G Clean Energy UCITS ETF
17.62%40.21%-12.86%-13.13%2.03%-6.20%19.80%
Different Trading Currencies

EEUD.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, EEUD.L achieves a -1.13% return, which is significantly lower than RENG.L's 17.62% return.


EEUD.L

1D
0.97%
1M
-9.11%
YTD
-1.13%
6M
5.38%
1Y
16.06%
3Y*
10.17%
5Y*
8.64%
10Y*

RENG.L

1D
1.14%
1M
-0.07%
YTD
17.62%
6M
28.42%
1Y
75.56%
3Y*
6.72%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEUD.L vs. RENG.L - Expense Ratio Comparison

EEUD.L has a 0.12% expense ratio, which is lower than RENG.L's 0.49% expense ratio.


Return for Risk

EEUD.L vs. RENG.L — Risk / Return Rank

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

EEUD.L
EEUD.L Risk / Return Rank: 5959
Overall Rank
EEUD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EEUD.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
EEUD.L Omega Ratio Rank: 6363
Omega Ratio Rank
EEUD.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
EEUD.L Martin Ratio Rank: 5252
Martin Ratio Rank

RENG.L
RENG.L Risk / Return Rank: 9797
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.

EEUD.L vs. RENG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.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.


EEUD.LRENG.LDifference

Sharpe ratio

Return per unit of total volatility

1.15

3.25

-2.10

Sortino ratio

Return per unit of downside risk

1.53

3.77

-2.24

Omega ratio

Gain probability vs. loss probability

1.23

1.52

-0.29

Calmar ratio

Return relative to maximum drawdown

1.36

6.95

-5.59

Martin ratio

Return relative to average drawdown

5.02

24.95

-19.93

EEUD.L vs. RENG.L - Sharpe Ratio Comparison

The current EEUD.L Sharpe Ratio is 1.15, which is lower than the RENG.L Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of EEUD.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


EEUD.LRENG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

3.25

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.17

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.31

+0.26

Correlation

The correlation between EEUD.L and RENG.L is 0.62, 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

EEUD.L vs. RENG.L - Dividend Comparison

EEUD.L's dividend yield for the trailing twelve months is around 2.57%, while RENG.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
2.57%2.54%2.94%2.76%2.92%2.30%1.92%2.72%
RENG.L
L&G Clean Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EEUD.L vs. RENG.L - Drawdown Comparison

The maximum EEUD.L drawdown since its inception was -27.37%, smaller than the maximum RENG.L drawdown of -45.48%. Use the drawdown chart below to compare losses from any high point for EEUD.L and RENG.L.


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Drawdown Indicators


EEUD.LRENG.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-45.48%

+18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-10.56%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.30%

-40.27%

+21.97%

Current Drawdown

Current decline from peak

-9.11%

-2.38%

-6.73%

Average Drawdown

Average peak-to-trough decline

-4.06%

-21.27%

+17.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.94%

+0.06%

Volatility

EEUD.L vs. RENG.L - Volatility Comparison

The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) is 6.33%, while L&G Clean Energy UCITS ETF (RENG.L) has a volatility of 8.33%. This indicates that EEUD.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


EEUD.LRENG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

8.33%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

17.40%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

23.31%

-9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

21.69%

-7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

22.20%

-6.56%