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EXH1.DE vs. INRG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXH1.DE vs. INRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L). The values are adjusted to include any dividend payments, if applicable.

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EXH1.DE vs. INRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
33.86%27.13%-3.22%7.61%29.31%20.65%-21.80%11.26%-1.32%2.22%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
13.88%27.16%-20.99%-22.37%-0.03%-18.96%121.97%47.33%-4.64%5.18%
Different Trading Currencies

EXH1.DE is traded in EUR, while INRG.L is traded in GBp. To make them comparable, the INRG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXH1.DE achieves a 33.86% return, which is significantly higher than INRG.L's 13.88% return. Over the past 10 years, EXH1.DE has outperformed INRG.L with an annualized return of 12.39%, while INRG.L has yielded a comparatively lower 8.54% annualized return.


EXH1.DE

1D
-2.75%
1M
9.29%
YTD
33.86%
6M
41.98%
1Y
51.19%
3Y*
21.58%
5Y*
20.19%
10Y*
12.39%

INRG.L

1D
2.88%
1M
2.48%
YTD
13.88%
6M
19.58%
1Y
52.06%
3Y*
-3.24%
5Y*
-4.23%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXH1.DE vs. INRG.L - Expense Ratio Comparison

EXH1.DE has a 0.47% expense ratio, which is lower than INRG.L's 0.65% expense ratio.


Return for Risk

EXH1.DE vs. INRG.L — Risk / Return Rank

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

EXH1.DE
EXH1.DE Risk / Return Rank: 9494
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 9494
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9696
Martin Ratio Rank

INRG.L
INRG.L Risk / Return Rank: 9494
Overall Rank
INRG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INRG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
INRG.L Omega Ratio Rank: 9292
Omega Ratio Rank
INRG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
INRG.L Martin Ratio Rank: 9292
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.

EXH1.DE vs. INRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.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.


EXH1.DEINRG.LDifference

Sharpe ratio

Return per unit of total volatility

2.51

2.19

+0.32

Sortino ratio

Return per unit of downside risk

2.88

2.96

-0.08

Omega ratio

Gain probability vs. loss probability

1.46

1.36

+0.10

Calmar ratio

Return relative to maximum drawdown

3.56

4.15

-0.59

Martin ratio

Return relative to average drawdown

18.10

12.13

+5.97

EXH1.DE vs. INRG.L - Sharpe Ratio Comparison

The current EXH1.DE Sharpe Ratio is 2.51, which is comparable to the INRG.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of EXH1.DE and INRG.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


EXH1.DEINRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

2.19

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

-0.17

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.33

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.08

+0.33

Correlation

The correlation between EXH1.DE and INRG.L is 0.47, 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

EXH1.DE vs. INRG.L - Dividend Comparison

EXH1.DE's dividend yield for the trailing twelve months is around 2.89%, more than INRG.L's 1.18% yield.


TTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.89%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
1.18%1.34%1.24%0.80%0.51%0.74%0.48%1.60%2.81%2.83%2.73%2.55%

Drawdowns

EXH1.DE vs. INRG.L - Drawdown Comparison

The maximum EXH1.DE drawdown since its inception was -55.76%, smaller than the maximum INRG.L drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for EXH1.DE and INRG.L.


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Drawdown Indicators


EXH1.DEINRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-85.70%

+29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-19.10%

-12.62%

-6.48%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-57.62%

+36.66%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

-65.78%

+10.02%

Current Drawdown

Current decline from peak

-2.75%

-41.53%

+38.78%

Average Drawdown

Average peak-to-trough decline

-13.71%

-58.14%

+44.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.37%

-1.49%

Volatility

EXH1.DE vs. INRG.L - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) is 6.38%, while iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a volatility of 7.51%. This indicates that EXH1.DE experiences smaller price fluctuations and is considered to be less risky than INRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH1.DEINRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

7.51%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

18.59%

-5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

23.65%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

25.08%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

25.46%

-1.39%