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GCLX.L vs. CWEU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCLX.L vs. CWEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) and Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L). The values are adjusted to include any dividend payments, if applicable.

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GCLX.L vs. CWEU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GCLX.L
Invesco Global Clean Energy UCITS ETF Acc
13.54%32.48%-25.40%-15.38%-22.45%-3.54%
CWEU.L
Amundi MSCI World Energy UCITS ETF-C USD
28.26%17.28%-19.78%-2.65%59.88%14.38%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GCLX.L achieves a 13.54% return, which is significantly lower than CWEU.L's 28.26% return.


GCLX.L

1D
2.15%
1M
-1.14%
YTD
13.54%
6M
20.07%
1Y
69.72%
3Y*
-3.28%
5Y*
-8.84%
10Y*

CWEU.L

1D
-2.14%
1M
9.41%
YTD
28.26%
6M
32.99%
1Y
54.09%
3Y*
7.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCLX.L vs. CWEU.L - Expense Ratio Comparison

GCLX.L has a 0.60% expense ratio, which is higher than CWEU.L's 0.25% expense ratio.


Return for Risk

GCLX.L vs. CWEU.L — Risk / Return Rank

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

GCLX.L
GCLX.L Risk / Return Rank: 9797
Overall Rank
GCLX.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GCLX.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
GCLX.L Omega Ratio Rank: 9696
Omega Ratio Rank
GCLX.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
GCLX.L Martin Ratio Rank: 9797
Martin Ratio Rank

CWEU.L
CWEU.L Risk / Return Rank: 9797
Overall Rank
CWEU.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CWEU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CWEU.L Omega Ratio Rank: 9797
Omega Ratio Rank
CWEU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
CWEU.L Martin Ratio Rank: 9898
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.

GCLX.L vs. CWEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) and Amundi MSCI World Energy UCITS ETF-C USD (CWEU.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.


GCLX.LCWEU.LDifference

Sharpe ratio

Return per unit of total volatility

3.18

3.38

-0.20

Sortino ratio

Return per unit of downside risk

3.82

4.39

-0.57

Omega ratio

Gain probability vs. loss probability

1.52

1.64

-0.12

Calmar ratio

Return relative to maximum drawdown

6.51

3.17

+3.34

Martin ratio

Return relative to average drawdown

20.94

12.58

+8.36

GCLX.L vs. CWEU.L - Sharpe Ratio Comparison

The current GCLX.L Sharpe Ratio is 3.18, which is comparable to the CWEU.L Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of GCLX.L and CWEU.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


GCLX.LCWEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

3.38

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

1.41

-1.79

Correlation

The correlation between GCLX.L and CWEU.L is 0.14, 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

GCLX.L vs. CWEU.L - Dividend Comparison

Neither GCLX.L nor CWEU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GCLX.L vs. CWEU.L - Drawdown Comparison

The maximum GCLX.L drawdown since its inception was -69.45%, which is greater than CWEU.L's maximum drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for GCLX.L and CWEU.L.


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Drawdown Indicators


GCLX.LCWEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.45%

-29.78%

-39.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-6.84%

-5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-40.85%

-1.91%

-38.94%

Average Drawdown

Average peak-to-trough decline

-40.60%

-9.01%

-31.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.10%

+1.22%

Volatility

GCLX.L vs. CWEU.L - Volatility Comparison

The current volatility for Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) is 5.76%, while Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) has a volatility of 7.17%. This indicates that GCLX.L experiences smaller price fluctuations and is considered to be less risky than CWEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCLX.LCWEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

7.17%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.51%

11.69%

+3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

17.42%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.77%

34.62%

-8.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.24%

34.62%

-8.38%