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

Performance

GCLX.L vs. WDEE.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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.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 WDEE.L is traded in USD. To make them comparable, the WDEE.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 WDEE.L's 30.50% 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*

WDEE.L

1D
-0.74%
1M
-1.16%
YTD
30.50%
6M
26.32%
1Y
40.90%
3Y*
15.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
GCLX.L
Invesco Global Clean Energy UCITS ETF Acc
36.06%32.48%-25.40%-17.65%
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
30.50%1.24%5.84%4.65%

Correlation

The correlation between GCLX.L and WDEE.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.24

The correlation between GCLX.L and WDEE.L shifts across timeframes, from -0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GCLX.L vs. WDEE.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

WDEE.L
WDEE.L Risk / Return Rank: 6666
Overall Rank
WDEE.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 6060
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 6767
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. WDEE.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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.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.LWDEE.LDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.67

1.36

+0.30

Calmar ratioReturn relative to maximum drawdown

8.26

3.43

+4.83

Martin ratioReturn relative to average drawdown

27.52

10.75

+16.77

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

The current GCLX.L Sharpe Ratio is 4.21, which is higher than the WDEE.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of GCLX.L and WDEE.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.LWDEE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.21

2.09

+2.12

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

0.67

-0.91

Drawdowns

GCLX.L vs. WDEE.L - Drawdown Comparison

The maximum GCLX.L drawdown since its inception was -69.45%, which is greater than WDEE.L's maximum drawdown of -21.91%. Use the drawdown chart below to compare losses from any high point for GCLX.L and WDEE.L.


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Drawdown Indicators


GCLX.LWDEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.45%

-21.91%

-47.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-11.86%

+1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-52.84%

-21.91%

-30.93%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-29.12%

-5.47%

-23.65%

Average Drawdown

Average peak-to-trough decline

-40.37%

-7.26%

-33.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.79%

-0.58%

Volatility

GCLX.L vs. WDEE.L - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) has a higher volatility of 8.47% compared to Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) at 7.32%. This indicates that GCLX.L's price experiences larger fluctuations and is considered to be riskier than WDEE.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.LWDEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

7.32%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

15.99%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

19.54%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.59%

19.34%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.20%

19.34%

+6.86%

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

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


Dividends

GCLX.L vs. WDEE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GCLX.L and WDEE.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDEE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDEE.L is cheaper with a 0.18% expense ratio, compared with 0.60% for GCLX.L.

GCLX.L tracks S&P Global Clean Energy TR USD, while WDEE.L tracks S&P World Energy Targeted & Screened Index. Their fees differ too: 0.60% for GCLX.L and 0.18% for WDEE.L.

Portfolio Optimizer

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