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ENGW.L vs. GCLX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENGW.L vs. GCLX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Energy UCITS ETF (ENGW.L) and Invesco Global Clean Energy UCITS ETF Acc (GCLX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ENGW.L achieves a 30.79% return, which is significantly lower than GCLX.L's 36.06% return.


ENGW.L

1D
-0.52%
1M
-0.82%
YTD
30.79%
6M
28.06%
1Y
48.84%
3Y*
15.70%
5Y*
10Y*

GCLX.L

1D
-0.90%
1M
3.33%
YTD
36.06%
6M
36.43%
1Y
88.67%
3Y*
5.24%
5Y*
-3.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGW.L vs. GCLX.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ENGW.L
SPDR MSCI World Energy UCITS ETF
30.79%7.20%3.55%-2.06%20.65%
GCLX.L
Invesco Global Clean Energy UCITS ETF Acc
36.06%32.48%-25.40%-15.38%-20.53%

Correlation

The correlation between ENGW.L and GCLX.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.24

The correlation between ENGW.L and GCLX.L shifts across timeframes, from -0.06 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ENGW.L vs. GCLX.L — Risk / Return Rank

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

ENGW.L
ENGW.L Risk / Return Rank: 6666
Overall Rank
ENGW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 7070
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 6262
Martin Ratio Rank

GCLX.L
GCLX.L Risk / Return Rank: 9595
Overall Rank
GCLX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GCLX.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCLX.L Omega Ratio Rank: 9494
Omega Ratio Rank
GCLX.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GCLX.L Martin Ratio Rank: 9494
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.

ENGW.L vs. GCLX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) and Invesco Global Clean Energy UCITS ETF Acc (GCLX.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.


ENGW.LGCLX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.41

1.67

-0.25

Calmar ratioReturn relative to maximum drawdown

3.34

8.26

-4.92

Martin ratioReturn relative to average drawdown

11.05

27.52

-16.48

ENGW.L vs. GCLX.L - Sharpe Ratio Comparison

The current ENGW.L Sharpe Ratio is 2.30, which is lower than the GCLX.L Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of ENGW.L and GCLX.L, 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


ENGW.LGCLX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

4.21

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

-0.24

+0.85

Drawdowns

ENGW.L vs. GCLX.L - Drawdown Comparison

The maximum ENGW.L drawdown since its inception was -21.65%, smaller than the maximum GCLX.L drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for ENGW.L and GCLX.L.


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Drawdown Indicators


ENGW.LGCLX.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-69.45%

+47.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-10.67%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-21.40%

-52.84%

+31.44%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-7.57%

-29.12%

+21.55%

Average Drawdown

Average peak-to-trough decline

-8.76%

-40.37%

+31.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.21%

+1.20%

Volatility

ENGW.L vs. GCLX.L - Volatility Comparison

SPDR MSCI World Energy UCITS ETF (ENGW.L) and Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) have volatilities of 8.05% and 8.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENGW.LGCLX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

8.47%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

14.49%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

20.98%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

25.59%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

26.20%

-3.41%

ENGW.L vs. GCLX.L - Expense Ratio Comparison

ENGW.L has a 0.30% expense ratio, which is lower than GCLX.L's 0.60% expense ratio.


Dividends

ENGW.L vs. GCLX.L - Dividend Comparison

Neither ENGW.L nor GCLX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ENGW.L and GCLX.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENGW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENGW.L is cheaper with a 0.30% expense ratio, compared with 0.60% for GCLX.L.

ENGW.L tracks MSCI World/Energy NR USD, while GCLX.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for ENGW.L and 0.60% for GCLX.L.

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