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IESU.L vs. NXTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IESU.L vs. NXTG.L

Last updated Jul 16, 2026
Documentation

IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) and NXTG.L (First Trust Indxx NextG UCITS ETF) are both Global Equities funds - IESU.L tracks the iShares S&P 500 Energy Sector UCITS ETF USD (Acc) while NXTG.L tracks the First Trust Indxx NextG UCITS ETF. Both are passively managed. Over the past 10 years, IESU.L returned 8.35%/yr vs 6.94%/yr for NXTG.L. At a 0.19 correlation, their price movements are largely independent.

Performance

IESU.L vs. NXTG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and First Trust Indxx NextG UCITS ETF (NXTG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IESU.L achieves a 25.22% return, which is significantly lower than NXTG.L's 39.36% return. Over the past 10 years, IESU.L has outperformed NXTG.L with an annualized return of 8.35%, while NXTG.L has yielded a comparatively lower 6.94% annualized return.

IESU.L

1D
0.70%
1M
1.19%
6M
16.95%
YTD
25.22%
1Y
30.64%
3Y*
13.17%
5Y*
22.17%
10Y*
8.35%

NXTG.L

1D
-0.50%
1M
-5.27%
6M
36.55%
YTD
39.36%
1Y
56.77%
3Y*
16.78%
5Y*
9.76%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESU.L vs. NXTG.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)		25.22%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%
NXTG.L
First Trust Indxx NextG UCITS ETF		39.36%19.23%14.96%0.29%-24.39%15.88%4.17%8.33%-27.67%22.13%

Correlation

The correlation between IESU.L and NXTG.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.15

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.19

The correlation between IESU.L and NXTG.L shifts across timeframes, from -0.15 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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iShares S&P 500 Energy Sector UCITS ETF USD (Acc)

First Trust Indxx NextG UCITS ETF

Return for Risk

IESU.L vs. NXTG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IESU.L
IESU.L Risk / Return Rank: 4444
Overall Rank
IESU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 4646
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 3737
Martin Ratio Rank
NXTG.L
NXTG.L Risk / Return Rank: 5555
Overall Rank
NXTG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NXTG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
NXTG.L Omega Ratio Rank: 9292
Omega Ratio Rank
NXTG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NXTG.L Martin Ratio Rank: 3838
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.

IESU.L vs. NXTG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and First Trust Indxx NextG UCITS ETF (NXTG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IESU.LNXTG.LDifference
Sharpe ratioReturn per unit of total volatility
1.36
1.23

+0.13

Sortino ratioReturn per unit of downside risk
1.80
2.01

-0.21

Omega ratioGain probability vs. loss probability

1.25

1.50

-0.25

Calmar ratioReturn relative to maximum drawdown

1.91

2.26

-0.35

Martin ratioReturn relative to average drawdown

4.65

4.72

-0.07

IESU.L vs. NXTG.L - Sharpe Ratio Comparison

The current IESU.L Sharpe Ratio is 1.36, which is comparable to the NXTG.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of IESU.L and NXTG.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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Drawdowns

IESU.L vs. NXTG.L - Drawdown Comparison

The maximum IESU.L drawdown since its inception was -63.88%, which is greater than NXTG.L's maximum drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for IESU.L and NXTG.L.

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Drawdown Indicators

IESU.LNXTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.88%

-45.94%

-17.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-25.38%

+8.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-31.89%

+5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-32.91%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

-45.94%

-16.22%

Current Drawdown

Current decline from peak

-13.00%

-9.51%

-3.49%

Average Drawdown

Average peak-to-trough decline

-20.51%

-19.86%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.14%

12.16%

-5.02%

Volatility

IESU.L vs. NXTG.L - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a higher volatility of 7.43% compared to First Trust Indxx NextG UCITS ETF (NXTG.L) at 6.66%. This indicates that IESU.L's price experiences larger fluctuations and is considered to be riskier than NXTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IESU.LNXTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

6.66%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

21.63%

15.57%

+6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

46.75%

-22.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

43.04%

-13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.15%

32.80%

-3.65%

Dividends

IESU.L vs. NXTG.L - Dividend Comparison

Neither IESU.L nor NXTG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IESU.L and NXTG.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IESU.L tracks iShares S&P 500 Energy Sector UCITS ETF USD (Acc), while NXTG.L tracks First Trust Indxx NextG UCITS ETF. They also come from different issuers: iShares and First Trust.

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