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GCEX.L vs. CTEK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCEX.L vs. CTEK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Global Clean Energy UCITS ETF USD (Dist) (GCEX.L) and Global X CleanTech UCITS ETF USD (Acc) (CTEK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GCEX.L is traded in GBp, while CTEK.L is traded in USD. To make them comparable, the CTEK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GCEX.L achieves a 12.15% return, which is significantly higher than CTEK.L's 7.14% return.


GCEX.L

1D
-1.35%
1M
-11.57%
6M
3.71%
YTD
12.15%
1Y
35.81%
3Y*
-2.66%
5Y*
-7.05%
10Y*

CTEK.L

1D
-1.82%
1M
-18.78%
6M
-5.73%
YTD
7.14%
1Y
39.48%
3Y*
-8.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCEX.L vs. CTEK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GCEX.L
Invesco Global Clean Energy UCITS ETF USD (Dist)
12.15%32.21%-25.34%-15.45%-22.40%-16.14%
CTEK.L
Global X CleanTech UCITS ETF USD (Acc)
7.14%42.48%-32.39%-25.67%-7.47%-20.00%

Correlation

The correlation between GCEX.L and CTEK.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.89

The correlation between GCEX.L and CTEK.L has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

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Return for Risk

GCEX.L vs. CTEK.L — Risk / Return Rank

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

GCEX.L
GCEX.L Risk / Return Rank: 5656
Overall Rank
GCEX.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GCEX.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
GCEX.L Omega Ratio Rank: 6060
Omega Ratio Rank
GCEX.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
GCEX.L Martin Ratio Rank: 5151
Martin Ratio Rank

CTEK.L
CTEK.L Risk / Return Rank: 3636
Overall Rank
CTEK.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CTEK.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CTEK.L Omega Ratio Rank: 3434
Omega Ratio Rank
CTEK.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
CTEK.L Martin Ratio Rank: 3636
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.

GCEX.L vs. CTEK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF USD (Dist) (GCEX.L) and Global X CleanTech UCITS ETF USD (Acc) (CTEK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GCEX.LCTEK.LDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratioReturn relative to maximum drawdown

1.84

1.36

+0.48

Martin ratioReturn relative to average drawdown

6.42

4.29

+2.13

GCEX.L vs. CTEK.L - Sharpe Ratio Comparison

The current GCEX.L Sharpe Ratio is 1.59, which is higher than the CTEK.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GCEX.L and CTEK.L, 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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Drawdowns

GCEX.L vs. CTEK.L - Drawdown Comparison

The maximum GCEX.L drawdown since its inception was -78.22%, which is greater than CTEK.L's maximum drawdown of -72.61%. Use the drawdown chart below to compare losses from any high point for GCEX.L and CTEK.L.


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Drawdown Indicators


GCEX.LCTEK.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.22%

-72.61%

-5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

-28.82%

+9.50%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-63.40%

+10.59%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-58.41%

-43.21%

-15.20%

Average Drawdown

Average peak-to-trough decline

-57.38%

-41.64%

-15.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

9.18%

-3.62%

Volatility

GCEX.L vs. CTEK.L - Volatility Comparison

The current volatility for Invesco Global Clean Energy UCITS ETF USD (Dist) (GCEX.L) is 8.34%, while Global X CleanTech UCITS ETF USD (Acc) (CTEK.L) has a volatility of 13.19%. This indicates that GCEX.L experiences smaller price fluctuations and is considered to be less risky than CTEK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCEX.LCTEK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

13.19%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

17.32%

27.88%

-10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

37.84%

-15.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

35.35%

-9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.91%

35.35%

-6.44%

GCEX.L vs. CTEK.L - Expense Ratio Comparison

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


Dividends

GCEX.L vs. CTEK.L - Dividend Comparison

GCEX.L's dividend yield for the trailing twelve months is around 1.43%, while CTEK.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
CTEK.L
Global X CleanTech UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
GCEX.L
Invesco Global Clean Energy UCITS ETF USD (Dist)
1.43%2.07%1.38%0.69%0.09%0.19%

Frequently Asked Questions


GCEX.L and CTEK.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTEK.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTEK.L is cheaper with a 0.50% expense ratio, compared with 0.60% for GCEX.L.

GCEX.L tracks WilderHill New Energy Global Innovation Index, while CTEK.L tracks Indxx Global CleanTech v2 Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.60% for GCEX.L and 0.50% for CTEK.L.

Portfolio Optimizer

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