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

Performance

GCEX.L vs. RNRG.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 Renewable Energy Producers UCITS ETF USD (Acc) (RNRG.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 RNRG.L is traded in USD. To make them comparable, the RNRG.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 RNRG.L's 8.57% 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*

RNRG.L

1D
-0.22%
1M
-4.20%
6M
3.19%
YTD
8.57%
1Y
25.78%
3Y*
0.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCEX.L vs. RNRG.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%-3.62%
RNRG.L
Global X Renewable Energy Producers UCITS ETF USD (Acc)
8.57%24.50%-21.66%-19.22%-0.15%-2.85%

Correlation

The correlation between GCEX.L and RNRG.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2021

0.70

The correlation between GCEX.L and RNRG.L has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

GCEX.L vs. RNRG.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

RNRG.L
RNRG.L Risk / Return Rank: 5252
Overall Rank
RNRG.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RNRG.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
RNRG.L Omega Ratio Rank: 4949
Omega Ratio Rank
RNRG.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
RNRG.L Martin Ratio Rank: 5050
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. RNRG.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 Renewable Energy Producers UCITS ETF USD (Acc) (RNRG.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.LRNRG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

1.84

1.88

-0.04

Martin ratioReturn relative to average drawdown

6.42

6.81

-0.39

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

The current GCEX.L Sharpe Ratio is 1.59, which is comparable to the RNRG.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of GCEX.L and RNRG.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. RNRG.L - Drawdown Comparison

The maximum GCEX.L drawdown since its inception was -78.22%, which is greater than RNRG.L's maximum drawdown of -53.69%. Use the drawdown chart below to compare losses from any high point for GCEX.L and RNRG.L.


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Drawdown Indicators


GCEX.LRNRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.22%

-53.69%

-24.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

-13.63%

-5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-36.82%

-15.99%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-58.41%

-27.63%

-30.78%

Average Drawdown

Average peak-to-trough decline

-57.38%

-29.00%

-28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

3.77%

+1.79%

Volatility

GCEX.L vs. RNRG.L - Volatility Comparison

Invesco Global Clean Energy UCITS ETF USD (Dist) (GCEX.L) has a higher volatility of 8.34% compared to Global X Renewable Energy Producers UCITS ETF USD (Acc) (RNRG.L) at 4.69%. This indicates that GCEX.L's price experiences larger fluctuations and is considered to be riskier than RNRG.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.LRNRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

4.69%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.32%

13.49%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

17.09%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

19.42%

+6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.91%

19.42%

+9.49%

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

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


Dividends

GCEX.L vs. RNRG.L - Dividend Comparison

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


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

Frequently Asked Questions


GCEX.L and RNRG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

RNRG.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 RNRG.L tracks Indxx Renewable Energy Producers 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 RNRG.L.

Portfolio Optimizer

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