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EYED.L vs. NEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EYED.L vs. NEE

Last updated Jun 5, 2026

EYED.L (iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)) is Energy Equities fund tracking the MSCI World/Energy NR USD, while NEE (NextEra Energy, Inc.) is a stock. Over the past 3 years, EYED.L returned 17.65%/yr vs 5.37%/yr for NEE. At a 0.10 correlation, their price movements are largely independent.

Performance

EYED.L vs. NEE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) and NextEra Energy, Inc. (NEE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EYED.L is traded in GBP, while NEE is traded in USD. To make them comparable, the NEE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EYED.L achieves a 34.28% return, which is significantly higher than NEE's 7.89% return.

EYED.L

1D
-1.18%
1M
-2.75%
YTD
34.28%
6M
30.34%
1Y
58.34%
3Y*
17.65%
5Y*
—
10Y*
—

NEE

1D
1.30%
1M
-10.19%
YTD
7.89%
6M
2.73%
1Y
26.46%
3Y*
5.37%
5Y*
7.19%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYED.L vs. NEE - Yearly Performance Comparison

2026 (YTD)2025202420232022
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)		34.28%20.20%-10.02%5.93%5.36%
NEE
NextEra Energy, Inc.		7.89%7.25%23.59%-29.03%0.44%

Correlation

The correlation between EYED.L and NEE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2022

0.10

Compare stocks, funds, or ETFs

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iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)

NextEra Energy, Inc.

Often compared with EYED.L:
EYED.L vs. GXLE.LEYED.L vs. ESIE.LEYED.L vs. XSEN.LEYED.L vs. CWEU.LEYED.L vs. NCLP.LEYED.L vs. RNRU.LEYED.L vs. ANRJ.L
Often compared with NEE:
NEE vs. CEGNEE vs. DUKNEE vs. VSTNEE vs. FSLRNEE vs. NRGNEE vs. SPYNEE vs. BEPC

Return for Risk

EYED.L vs. NEE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EYED.L
EYED.L Risk / Return Rank: 7878
Overall Rank
EYED.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EYED.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
EYED.L Omega Ratio Rank: 7777
Omega Ratio Rank
EYED.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
EYED.L Martin Ratio Rank: 7777
Martin Ratio Rank
NEE
NEE Risk / Return Rank: 7171
Overall Rank
NEE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6868
Sortino Ratio Rank
NEE Omega Ratio Rank: 6767
Omega Ratio Rank
NEE Calmar Ratio Rank: 7272
Calmar Ratio Rank
NEE Martin Ratio Rank: 7676
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.

EYED.L vs. NEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) and NextEra Energy, Inc. (NEE). 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.

EYED.LNEEDifference
Sharpe ratioReturn per unit of total volatility
2.60
1.12

+1.48

Sortino ratioReturn per unit of downside risk
3.09
1.64

+1.45

Omega ratioGain probability vs. loss probability

1.45

1.21

+0.24

Calmar ratioReturn relative to maximum drawdown

4.79

1.96

+2.83

Martin ratioReturn relative to average drawdown

14.52

5.48

+9.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EYED.L vs. NEE - Sharpe Ratio Comparison

The current EYED.L Sharpe Ratio is 2.60, which is higher than the NEE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EYED.L and NEE, 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

EYED.LNEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.12

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.27

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.56

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.63

+0.04

Drawdowns

EYED.L vs. NEE - Drawdown Comparison

The maximum EYED.L drawdown since its inception was -25.34%, smaller than the maximum NEE drawdown of -47.37%. Use the drawdown chart below to compare losses from any high point for EYED.L and NEE.

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Drawdown Indicators

EYED.LNEEDifference

Max Drawdown

Largest peak-to-trough decline

-25.34%

-47.37%

+22.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-13.58%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-25.34%

-31.97%

+6.63%

Max Drawdown (5Y)

Largest decline over 5 years

—

-47.37%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.37%

—

Current Drawdown

Current decline from peak

-7.53%

-11.24%

+3.71%

Average Drawdown

Average peak-to-trough decline

-8.26%

-9.02%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

4.84%

-0.83%

Volatility

EYED.L vs. NEE - Volatility Comparison

The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) is 8.43%, while NextEra Energy, Inc. (NEE) has a volatility of 9.09%. This indicates that EYED.L experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EYED.LNEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

9.09%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

18.97%

16.88%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

23.76%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.02%

26.52%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

25.97%

-4.95%

Dividends

EYED.L vs. NEE - Dividend Comparison

EYED.L's dividend yield for the trailing twelve months is around 3.87%, more than NEE's 2.05% yield.

PositionTTM20252024202320222021202020192018201720162015
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)		3.87%5.09%5.79%5.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
NextEra Energy, Inc.		2.05%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%

Frequently Asked Questions

EYED.L and NEE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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