EYED.L vs. WNDG.L
EYED.L (iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)) and WNDG.L (Global X Wind Energy UCITS ETF USD Accumulating) are both Energy Equities funds - EYED.L tracks the MSCI World/Energy NR USD while WNDG.L tracks the S&P Global Clean Energy TR USD. Both are passively managed. Over the past 3 years, EYED.L returned 17.65%/yr vs -0.34%/yr for WNDG.L. At a 0.24 correlation, their price movements are largely independent. EYED.L charges 0.18%/yr vs 0.50%/yr for WNDG.L.
Performance
EYED.L vs. WNDG.L - Performance Comparison
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Returns By Period
In the year-to-date period, EYED.L achieves a 34.28% return, which is significantly higher than WNDG.L's 16.77% return.
EYED.L
- 1D
- -1.18%
- 1M
- -2.75%
- YTD
- 34.28%
- 6M
- 30.34%
- 1Y
- 58.34%
- 3Y*
- 17.65%
- 5Y*
- —
- 10Y*
- —
WNDG.L
- 1D
- -1.72%
- 1M
- -7.33%
- YTD
- 16.77%
- 6M
- 17.87%
- 1Y
- 43.50%
- 3Y*
- -0.34%
- 5Y*
- —
- 10Y*
- —
EYED.L vs. WNDG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EYED.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) | 34.28% | 20.20% | -10.02% | 5.93% | 5.36% |
WNDG.L Global X Wind Energy UCITS ETF USD Accumulating | 16.77% | 23.53% | -18.76% | -23.82% | 4.09% |
Correlation
The correlation between EYED.L and WNDG.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2022 | 0.24 |
The correlation between EYED.L and WNDG.L shifts across timeframes, from 0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EYED.L vs. WNDG.L — Risk / Return Rank
EYED.L
WNDG.L
EYED.L vs. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.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.L | WNDG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 4.94 | -0.15 |
| Martin ratioReturn relative to average drawdown | 14.52 | 16.13 | -1.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EYED.L | WNDG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.23 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | -0.17 | +0.84 |
Drawdowns
EYED.L vs. WNDG.L - Drawdown Comparison
The maximum EYED.L drawdown since its inception was -25.34%, smaller than the maximum WNDG.L drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for EYED.L and WNDG.L.
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Drawdown Indicators
| EYED.L | WNDG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.34% | -52.03% | +26.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -8.76% | -3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -25.34% | -39.56% | +14.22% |
Current DrawdownCurrent decline from peak | -7.53% | -21.30% | +13.77% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -28.82% | +20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 2.69% | +1.32% |
Volatility
EYED.L vs. WNDG.L - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) has a higher volatility of 8.43% compared to Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) at 4.77%. This indicates that EYED.L's price experiences larger fluctuations and is considered to be riskier than WNDG.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.L | WNDG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 4.77% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 13.61% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 19.43% | +2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 20.70% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 20.70% | +0.32% |
EYED.L vs. WNDG.L - Expense Ratio Comparison
EYED.L has a 0.18% expense ratio, which is lower than WNDG.L's 0.50% expense ratio.
Dividends
EYED.L vs. WNDG.L - Dividend Comparison
EYED.L's dividend yield for the trailing twelve months is around 3.87%, while WNDG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EYED.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) | 3.87% | 5.09% | 5.79% | 5.09% |
WNDG.L Global X Wind Energy UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EYED.L and WNDG.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EYED.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EYED.L is cheaper with a 0.18% expense ratio, compared with 0.50% for WNDG.L.
EYED.L tracks MSCI World/Energy NR USD, while WNDG.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Global X. Their fees differ too: 0.18% for EYED.L and 0.50% for WNDG.L.
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