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GCED.L vs. RNRU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCED.L vs. RNRU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Clean Energy UCITS ETF Dist (GCED.L) and Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L). The values are adjusted to include any dividend payments, if applicable.

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GCED.L vs. RNRU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GCED.L
Invesco Global Clean Energy UCITS ETF Dist
9.19%41.92%-26.55%-10.54%-30.72%-5.35%
RNRU.L
Global X Renewable Energy Producers UCITS ETF USD Accumulating
12.48%34.24%-23.20%-15.25%-10.91%-0.60%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GCED.L achieves a 9.19% return, which is significantly lower than RNRU.L's 12.48% return.


GCED.L

1D
0.17%
1M
-4.54%
YTD
9.19%
6M
18.46%
1Y
71.94%
3Y*
-1.86%
5Y*
-10.10%
10Y*

RNRU.L

1D
1.05%
1M
0.21%
YTD
12.48%
6M
21.40%
1Y
57.42%
3Y*
2.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCED.L vs. RNRU.L - Expense Ratio Comparison

GCED.L has a 0.60% expense ratio, which is higher than RNRU.L's 0.50% expense ratio.


Return for Risk

GCED.L vs. RNRU.L — Risk / Return Rank

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

GCED.L
GCED.L Risk / Return Rank: 9797
Overall Rank
GCED.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GCED.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
GCED.L Omega Ratio Rank: 9595
Omega Ratio Rank
GCED.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
GCED.L Martin Ratio Rank: 9797
Martin Ratio Rank

RNRU.L
RNRU.L Risk / Return Rank: 9898
Overall Rank
RNRU.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RNRU.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RNRU.L Omega Ratio Rank: 9797
Omega Ratio Rank
RNRU.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RNRU.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.

GCED.L vs. RNRU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Dist (GCED.L) and Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.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.


GCED.LRNRU.LDifference

Sharpe ratio

Return per unit of total volatility

3.07

2.94

+0.13

Sortino ratio

Return per unit of downside risk

3.70

3.62

+0.08

Omega ratio

Gain probability vs. loss probability

1.49

1.50

-0.01

Calmar ratio

Return relative to maximum drawdown

5.20

5.96

-0.76

Martin ratio

Return relative to average drawdown

19.59

24.13

-4.53

GCED.L vs. RNRU.L - Sharpe Ratio Comparison

The current GCED.L Sharpe Ratio is 3.07, which is comparable to the RNRU.L Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of GCED.L and RNRU.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


GCED.LRNRU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

2.94

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.15

-0.24

Correlation

The correlation between GCED.L and RNRU.L is 0.74, 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.


Dividends

GCED.L vs. RNRU.L - Dividend Comparison

GCED.L's dividend yield for the trailing twelve months is around 1.90%, while RNRU.L has not paid dividends to shareholders.


TTM20252024202320222021
GCED.L
Invesco Global Clean Energy UCITS ETF Dist
1.90%2.09%1.43%0.68%0.09%0.20%
RNRU.L
Global X Renewable Energy Producers UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GCED.L vs. RNRU.L - Drawdown Comparison

The maximum GCED.L drawdown since its inception was -72.10%, which is greater than RNRU.L's maximum drawdown of -51.05%. Use the drawdown chart below to compare losses from any high point for GCED.L and RNRU.L.


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Drawdown Indicators


GCED.LRNRU.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.10%

-53.53%

-18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-7.57%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-69.99%

Current Drawdown

Current decline from peak

-45.40%

-23.60%

-21.80%

Average Drawdown

Average peak-to-trough decline

-45.12%

-29.35%

-15.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.95%

+1.63%

Volatility

GCED.L vs. RNRU.L - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Dist (GCED.L) has a higher volatility of 7.35% compared to Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L) at 6.67%. This indicates that GCED.L's price experiences larger fluctuations and is considered to be riskier than RNRU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCED.LRNRU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

6.67%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

13.01%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

19.46%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.37%

21.10%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.86%

21.10%

+7.76%