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

Performance

GCEX.L vs. HTWG.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 L&G Hydrogen Economy UCITS ETF (HTWG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCEX.L achieves a 13.68% return, which is significantly lower than HTWG.L's 25.01% return.


GCEX.L

1D
-1.21%
1M
-9.97%
6M
4.82%
YTD
13.68%
1Y
41.65%
3Y*
-1.60%
5Y*
-6.80%
10Y*

HTWG.L

1D
-4.05%
1M
-13.60%
6M
11.26%
YTD
25.01%
1Y
55.17%
3Y*
11.44%
5Y*
-0.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
GCEX.L
Invesco Global Clean Energy UCITS ETF USD (Dist)
13.68%32.21%-25.34%-15.45%-22.40%-42.73%
HTWG.L
L&G Hydrogen Economy UCITS ETF
25.01%30.68%-6.72%-8.50%-29.54%-10.82%

Correlation

The correlation between GCEX.L and HTWG.L is 0.84, 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

0.84

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

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2021

0.86

The correlation between GCEX.L and HTWG.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

GCEX.L vs. HTWG.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: 6363
Overall Rank
GCEX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GCEX.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
GCEX.L Omega Ratio Rank: 6666
Omega Ratio Rank
GCEX.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
GCEX.L Martin Ratio Rank: 5656
Martin Ratio Rank

HTWG.L
HTWG.L Risk / Return Rank: 6060
Overall Rank
HTWG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HTWG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
HTWG.L Omega Ratio Rank: 5959
Omega Ratio Rank
HTWG.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
HTWG.L Martin Ratio Rank: 5454
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. HTWG.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 L&G Hydrogen Economy UCITS ETF (HTWG.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.LHTWG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

2.27

2.34

-0.08

Martin ratioReturn relative to average drawdown

7.65

7.30

+0.35

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

The current GCEX.L Sharpe Ratio is 1.84, which is comparable to the HTWG.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GCEX.L and HTWG.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. HTWG.L - Drawdown Comparison

The maximum GCEX.L drawdown since its inception was -78.22%, which is greater than HTWG.L's maximum drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for GCEX.L and HTWG.L.


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Drawdown Indicators


GCEX.LHTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.22%

-65.19%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.30%

-23.46%

+5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-31.88%

-20.93%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

-56.98%

-11.42%

Current Drawdown

Current decline from peak

-57.84%

-31.28%

-26.56%

Average Drawdown

Average peak-to-trough decline

-57.38%

-44.70%

-12.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

7.54%

-2.11%

Volatility

GCEX.L vs. HTWG.L - Volatility Comparison

The current volatility for Invesco Global Clean Energy UCITS ETF USD (Dist) (GCEX.L) is 8.34%, while L&G Hydrogen Economy UCITS ETF (HTWG.L) has a volatility of 11.57%. This indicates that GCEX.L experiences smaller price fluctuations and is considered to be less risky than HTWG.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.LHTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

11.57%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

22.30%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

31.36%

-8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

26.70%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.91%

26.89%

+2.02%

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

GCEX.L has a 0.60% expense ratio, which is higher than HTWG.L's 0.49% expense ratio.


Dividends

GCEX.L vs. HTWG.L - Dividend Comparison

GCEX.L's dividend yield for the trailing twelve months is around 1.41%, while HTWG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
GCEX.L
Invesco Global Clean Energy UCITS ETF USD (Dist)
1.41%2.07%1.38%0.69%0.09%0.19%
HTWG.L
L&G Hydrogen Economy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GCEX.L and HTWG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HTWG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HTWG.L is cheaper with a 0.49% expense ratio, compared with 0.60% for GCEX.L.

GCEX.L tracks WilderHill New Energy Global Innovation Index, while HTWG.L tracks Solactive Hydrogen Economy Index NTR. They also come from different issuers: Invesco and L&G. Their fees differ too: 0.60% for GCEX.L and 0.49% for HTWG.L.

Portfolio Optimizer

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