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

Performance

GCLX.L vs. RAYG.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 Global X Solar UCITS ETF USD Accumulating (RAYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GCLX.L is traded in GBp, while RAYG.L is traded in GBP. To make them comparable, the RAYG.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 36.06% return, which is significantly higher than RAYG.L's 21.50% return.


GCLX.L

1D
-0.90%
1M
3.33%
YTD
36.06%
6M
36.43%
1Y
88.67%
3Y*
5.24%
5Y*
-3.55%
10Y*

RAYG.L

1D
-2.44%
1M
4.77%
YTD
21.50%
6M
25.77%
1Y
84.67%
3Y*
-4.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
GCLX.L
Invesco Global Clean Energy UCITS ETF Acc
36.06%32.48%-25.40%-15.38%-5.26%
RAYG.L
Global X Solar UCITS ETF USD Accumulating
21.50%30.23%-27.04%-36.40%16.05%

Correlation

The correlation between GCLX.L and RAYG.L is 0.62, 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

0.62

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

0.66

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.65

The correlation between GCLX.L and RAYG.L has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

GCLX.L vs. RAYG.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: 9595
Overall Rank
GCLX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GCLX.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCLX.L Omega Ratio Rank: 9494
Omega Ratio Rank
GCLX.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GCLX.L Martin Ratio Rank: 9494
Martin Ratio Rank

RAYG.L
RAYG.L Risk / Return Rank: 8080
Overall Rank
RAYG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RAYG.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RAYG.L Omega Ratio Rank: 7070
Omega Ratio Rank
RAYG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
RAYG.L Martin Ratio Rank: 7777
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. RAYG.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 Global X Solar UCITS ETF USD Accumulating (RAYG.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.LRAYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.67

1.41

+0.25

Calmar ratioReturn relative to maximum drawdown

8.26

5.82

+2.45

Martin ratioReturn relative to average drawdown

27.52

14.72

+12.80

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

The current GCLX.L Sharpe Ratio is 4.21, which is higher than the RAYG.L Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of GCLX.L and RAYG.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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Sharpe Ratios by Period


GCLX.LRAYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.21

2.69

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.11

-0.13

Drawdowns

GCLX.L vs. RAYG.L - Drawdown Comparison

The maximum GCLX.L drawdown since its inception was -69.45%, roughly equal to the maximum RAYG.L drawdown of -71.14%. Use the drawdown chart below to compare losses from any high point for GCLX.L and RAYG.L.


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Drawdown Indicators


GCLX.LRAYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.45%

-71.14%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-14.48%

+3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-52.84%

-58.12%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-29.12%

-42.21%

+13.09%

Average Drawdown

Average peak-to-trough decline

-40.37%

-42.80%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

5.73%

-2.52%

Volatility

GCLX.L vs. RAYG.L - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) and Global X Solar UCITS ETF USD Accumulating (RAYG.L) have volatilities of 8.47% and 8.58%, 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


GCLX.LRAYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

8.58%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

21.55%

-7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

31.33%

-10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.59%

32.59%

-7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.20%

32.59%

-6.39%

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

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


Dividends

GCLX.L vs. RAYG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GCLX.L and RAYG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

RAYG.L is cheaper with a 0.50% expense ratio, compared with 0.60% for GCLX.L.

Both ETFs track S&P Global Clean Energy TR USD. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.60% for GCLX.L and 0.50% for RAYG.L.

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