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

Performance

EYED.L vs. RENG.L - 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 L&G Clean Energy UCITS ETF (RENG.L). The values are adjusted to include any dividend payments, if applicable.

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EYED.L vs. RENG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
38.35%20.20%-10.02%5.93%5.37%
RENG.L
L&G Clean Energy UCITS ETF
21.08%40.21%-12.86%-13.13%3.46%
Different Trading Currencies

EYED.L is traded in GBP, while RENG.L is traded in GBp. To make them comparable, the RENG.L 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 38.35% return, which is significantly higher than RENG.L's 21.08% return.


EYED.L

1D
-4.72%
1M
13.75%
YTD
38.35%
6M
44.02%
1Y
47.24%
3Y*
17.74%
5Y*
10Y*

RENG.L

1D
2.94%
1M
2.88%
YTD
21.08%
6M
30.29%
1Y
78.42%
3Y*
7.75%
5Y*
4.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EYED.L vs. RENG.L - Expense Ratio Comparison

EYED.L has a 0.18% expense ratio, which is lower than RENG.L's 0.49% expense ratio.


Return for Risk

EYED.L vs. RENG.L — 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: 9090
Overall Rank
EYED.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EYED.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EYED.L Omega Ratio Rank: 8989
Omega Ratio Rank
EYED.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EYED.L Martin Ratio Rank: 8989
Martin Ratio Rank

RENG.L
RENG.L Risk / Return Rank: 9898
Overall Rank
RENG.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RENG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RENG.L Omega Ratio Rank: 9696
Omega Ratio Rank
RENG.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENG.L Martin Ratio Rank: 9898
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. RENG.L - 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 L&G Clean Energy UCITS ETF (RENG.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.


EYED.LRENG.LDifference

Sharpe ratio

Return per unit of total volatility

2.15

3.35

-1.20

Sortino ratio

Return per unit of downside risk

2.61

3.88

-1.27

Omega ratio

Gain probability vs. loss probability

1.39

1.54

-0.15

Calmar ratio

Return relative to maximum drawdown

3.49

8.79

-5.30

Martin ratio

Return relative to average drawdown

12.33

29.02

-16.69

EYED.L vs. RENG.L - Sharpe Ratio Comparison

The current EYED.L Sharpe Ratio is 2.15, which is lower than the RENG.L Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of EYED.L and RENG.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


EYED.LRENG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

3.35

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.34

+0.44

Correlation

The correlation between EYED.L and RENG.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EYED.L vs. RENG.L - Dividend Comparison

EYED.L's dividend yield for the trailing twelve months is around 3.68%, while RENG.L has not paid dividends to shareholders.


TTM202520242023
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
3.68%5.09%5.79%5.09%
RENG.L
L&G Clean Energy UCITS ETF
0.00%0.00%0.00%0.00%

Drawdowns

EYED.L vs. RENG.L - Drawdown Comparison

The maximum EYED.L drawdown since its inception was -25.34%, smaller than the maximum RENG.L drawdown of -45.48%. Use the drawdown chart below to compare losses from any high point for EYED.L and RENG.L.


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Drawdown Indicators


EYED.LRENG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.34%

-45.48%

+20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-10.56%

-7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-40.27%

Current Drawdown

Current decline from peak

-4.72%

0.00%

-4.72%

Average Drawdown

Average peak-to-trough decline

-8.30%

-21.25%

+12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.68%

+1.25%

Volatility

EYED.L vs. RENG.L - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) has a higher volatility of 9.31% compared to L&G Clean Energy UCITS ETF (RENG.L) at 7.29%. This indicates that EYED.L's price experiences larger fluctuations and is considered to be riskier than RENG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EYED.LRENG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

7.29%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

17.56%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

23.28%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

21.73%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

22.22%

-1.87%