ENGY.L vs. FILL
Compare and contrast key facts about SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) and iShares MSCI Global Energy Producers ETF (FILL).
ENGY.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. ENGY.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Energy NR USD. It was launched on Dec 5, 2014. 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 ENGY.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: ENGY.L or FILL.
Key characteristics
| ENGY.L | FILL | |
|---|---|---|
| YTD Return | -3.87% | 5.62% |
| 1Y Return | -4.72% | 7.28% |
| 3Y Return (Ann) | 12.75% | 15.37% |
| 5Y Return (Ann) | 5.67% | 10.23% |
| Sharpe Ratio | -0.36 | 0.54 |
| Sortino Ratio | -0.38 | 0.82 |
| Omega Ratio | 0.95 | 1.10 |
| Calmar Ratio | -0.36 | 0.66 |
| Martin Ratio | -0.78 | 1.58 |
| Ulcer Index | 8.02% | 5.57% |
| Daily Std Dev | 17.14% | 16.19% |
| Max Drawdown | -58.70% | -65.98% |
| Current Drawdown | -15.53% | -8.59% |
Correlation
The correlation between ENGY.L and FILL is 0.72, 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
ENGY.L vs. FILL - Performance Comparison
In the year-to-date period, ENGY.L achieves a -3.87% return, which is significantly lower than FILL's 5.62% 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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ENGY.L vs. FILL - Expense Ratio Comparison
ENGY.L has a 0.18% expense ratio, which is lower than FILL's 0.39% expense ratio.
Risk-Adjusted Performance
ENGY.L vs. FILL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Energy UCITS ETF (ENGY.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
ENGY.L vs. FILL - Dividend Comparison
ENGY.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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGY.L SPDR® MSCI Europe 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
ENGY.L vs. FILL - Drawdown Comparison
The maximum ENGY.L drawdown since its inception was -58.70%, smaller than the maximum FILL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for ENGY.L and FILL. For additional features, visit the drawdowns tool.
Volatility
ENGY.L vs. FILL - Volatility Comparison
SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) has a higher volatility of 6.11% compared to iShares MSCI Global Energy Producers ETF (FILL) at 4.58%. This indicates that ENGY.L's price experiences larger fluctuations and is considered to be riskier than FILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.