ENGW.L vs. FILL
Compare and contrast key facts about SPDR MSCI World Energy UCITS ETF (ENGW.L) and iShares MSCI Global Energy Producers ETF (FILL).
ENGW.L and FILL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENGW.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Energy NR USD. It was launched on Apr 29, 2016. FILL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Energy Producers Investable Market Index. It was launched on Jan 31, 2012. Both ENGW.L and FILL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENGW.L or FILL.
Key characteristics
| ENGW.L | FILL | |
|---|---|---|
| YTD Return | 9.48% | 5.49% |
| 1Y Return | 7.24% | 5.45% |
| Sharpe Ratio | 0.39 | 0.41 |
| Sortino Ratio | 0.63 | 0.65 |
| Omega Ratio | 1.08 | 1.08 |
| Calmar Ratio | 0.42 | 0.49 |
| Martin Ratio | 0.91 | 1.17 |
| Ulcer Index | 7.24% | 5.63% |
| Daily Std Dev | 16.71% | 16.20% |
| Max Drawdown | -21.65% | -65.98% |
| Current Drawdown | -6.46% | -8.71% |
Correlation
The correlation between ENGW.L and FILL is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ENGW.L vs. FILL - Performance Comparison
In the year-to-date period, ENGW.L achieves a 9.48% return, which is significantly higher than FILL's 5.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ENGW.L vs. FILL - Expense Ratio Comparison
ENGW.L has a 0.30% expense ratio, which is lower than FILL's 0.39% expense ratio.
Risk-Adjusted Performance
ENGW.L vs. FILL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) and iShares MSCI Global Energy Producers ETF (FILL). 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.
Dividends
ENGW.L vs. FILL - Dividend Comparison
ENGW.L has not paid dividends to shareholders, while FILL's dividend yield for the trailing twelve months is around 4.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGW.L SPDR MSCI World Energy UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FILL iShares MSCI Global Energy Producers ETF | 4.04% | 4.16% | 4.82% | 3.93% | 3.97% | 5.71% | 3.17% | 3.10% | 2.75% | 3.41% | 2.43% | 2.46% |
Drawdowns
ENGW.L vs. FILL - Drawdown Comparison
The maximum ENGW.L drawdown since its inception was -21.65%, smaller than the maximum FILL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for ENGW.L and FILL. For additional features, visit the drawdowns tool.
Volatility
ENGW.L vs. FILL - Volatility Comparison
The current volatility for SPDR MSCI World Energy UCITS ETF (ENGW.L) is 3.08%, while iShares MSCI Global Energy Producers ETF (FILL) has a volatility of 3.32%. This indicates that ENGW.L experiences smaller price fluctuations and is considered to be less risky than FILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.