PortfoliosLab logoPortfoliosLab logo
GCLE.L vs. GCED.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCLE.L vs. GCED.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 Invesco Global Clean Energy UCITS ETF Dist (GCED.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
GCLE.L
Invesco Global Clean Energy UCITS ETF Acc
9.02%41.98%-26.51%-10.51%-30.63%-22.82%
GCED.L
Invesco Global Clean Energy UCITS ETF Dist
9.19%41.92%-26.55%-10.54%-30.72%-22.60%

Returns By Period

The year-to-date returns for both investments are quite close, with GCLE.L having a 9.02% return and GCED.L slightly higher at 9.19%.


GCLE.L

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

GCED.L

1D
0.17%
1M
-4.54%
YTD
9.19%
6M
18.46%
1Y
71.94%
3Y*
-1.86%
5Y*
-10.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both GCLE.L and GCED.L have an expense ratio of 0.60%.


Return for Risk

GCLE.L vs. GCED.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

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
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. GCED.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 Invesco Global Clean Energy UCITS ETF Dist (GCED.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.LGCED.LDifference

Sharpe ratio

Return per unit of total volatility

3.06

3.07

-0.01

Sortino ratio

Return per unit of downside risk

3.68

3.70

-0.02

Omega ratio

Gain probability vs. loss probability

1.49

1.49

0.00

Calmar ratio

Return relative to maximum drawdown

5.17

5.20

-0.03

Martin ratio

Return relative to average drawdown

19.65

19.59

+0.06

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

The current GCLE.L Sharpe Ratio is 3.06, which is comparable to the GCED.L Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of GCLE.L and GCED.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.


Loading graphics...

Sharpe Ratios by Period


GCLE.LGCED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

3.07

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.36

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.39

0.00

Correlation

The correlation between GCLE.L and GCED.L is 0.99, 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

GCLE.L vs. GCED.L - Dividend Comparison

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


TTM20252024202320222021
GCLE.L
Invesco Global Clean Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
GCED.L
Invesco Global Clean Energy UCITS ETF Dist
1.90%2.09%1.43%0.68%0.09%0.20%

Drawdowns

GCLE.L vs. GCED.L - Drawdown Comparison

The maximum GCLE.L drawdown since its inception was -72.13%, roughly equal to the maximum GCED.L drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for GCLE.L and GCED.L.


Loading graphics...

Drawdown Indicators


GCLE.LGCED.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.13%

-72.10%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-13.48%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-69.94%

-69.99%

+0.05%

Current Drawdown

Current decline from peak

-45.50%

-45.40%

-0.10%

Average Drawdown

Average peak-to-trough decline

-45.15%

-45.12%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.58%

-0.02%

Volatility

GCLE.L vs. GCED.L - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (GCLE.L) has a higher volatility of 7.75% compared to Invesco Global Clean Energy UCITS ETF Dist (GCED.L) at 7.35%. This indicates that GCLE.L's price experiences larger fluctuations and is considered to be riskier than GCED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GCLE.LGCED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

7.35%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

16.29%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.61%

23.51%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.52%

28.37%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.03%

28.86%

+0.17%