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GCLE.L vs. EYED.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCLE.L vs. EYED.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Clean Energy UCITS ETF Acc (GCLE.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L). The values are adjusted to include any dividend payments, if applicable.

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GCLE.L vs. EYED.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GCLE.L
Invesco Global Clean Energy UCITS ETF Acc
9.02%41.98%-26.51%-10.51%-1.50%
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
42.80%29.27%-11.52%11.52%14.81%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GCLE.L achieves a 9.02% return, which is significantly lower than EYED.L's 42.80% return.


GCLE.L

1D
0.18%
1M
-4.76%
YTD
9.02%
6M
18.30%
1Y
71.92%
3Y*
-1.88%
5Y*
-10.08%
10Y*

EYED.L

1D
1.48%
1M
20.38%
YTD
42.80%
6M
51.02%
1Y
58.17%
3Y*
22.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCLE.L vs. EYED.L - Expense Ratio Comparison

GCLE.L has a 0.60% expense ratio, which is higher than EYED.L's 0.18% expense ratio.


Return for Risk

GCLE.L vs. EYED.L — Risk / Return Rank

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

GCLE.L
GCLE.L Risk / Return Rank: 9797
Overall Rank
GCLE.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GCLE.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
GCLE.L Omega Ratio Rank: 9696
Omega Ratio Rank
GCLE.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
GCLE.L Martin Ratio Rank: 9797
Martin Ratio Rank

EYED.L
EYED.L Risk / Return Rank: 9292
Overall Rank
EYED.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EYED.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
EYED.L Omega Ratio Rank: 9494
Omega Ratio Rank
EYED.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
EYED.L Martin Ratio Rank: 8484
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.

GCLE.L vs. EYED.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (GCLE.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.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.


GCLE.LEYED.LDifference

Sharpe ratio

Return per unit of total volatility

3.06

2.57

+0.48

Sortino ratio

Return per unit of downside risk

3.68

3.05

+0.63

Omega ratio

Gain probability vs. loss probability

1.49

1.45

+0.04

Calmar ratio

Return relative to maximum drawdown

5.17

3.03

+2.14

Martin ratio

Return relative to average drawdown

19.65

12.67

+6.98

GCLE.L vs. EYED.L - Sharpe Ratio Comparison

The current GCLE.L Sharpe Ratio is 3.06, which is comparable to the EYED.L Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of GCLE.L and EYED.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


GCLE.LEYED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

2.57

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

1.10

-1.49

Correlation

The correlation between GCLE.L and EYED.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GCLE.L vs. EYED.L - Dividend Comparison

GCLE.L has not paid dividends to shareholders, while EYED.L's dividend yield for the trailing twelve months is around 3.51%.


TTM202520242023
GCLE.L
Invesco Global Clean Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
3.51%5.09%5.79%5.09%

Drawdowns

GCLE.L vs. EYED.L - Drawdown Comparison

The maximum GCLE.L drawdown since its inception was -72.13%, which is greater than EYED.L's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for GCLE.L and EYED.L.


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Drawdown Indicators


GCLE.LEYED.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.13%

-25.34%

-46.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-18.75%

+5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-69.94%

Current Drawdown

Current decline from peak

-45.50%

0.00%

-45.50%

Average Drawdown

Average peak-to-trough decline

-45.15%

-8.30%

-36.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.51%

-1.95%

Volatility

GCLE.L vs. EYED.L - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (GCLE.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) have volatilities of 7.75% and 7.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCLE.LEYED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

7.94%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

14.63%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.61%

22.51%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.52%

21.43%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.03%

21.43%

+7.60%