PortfoliosLab logoPortfoliosLab logo
INRG.L vs. EXH1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INRG.L vs. EXH1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

INRG.L is traded in GBp, while EXH1.DE is traded in EUR. To make them comparable, the EXH1.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, INRG.L achieves a 39.09% return, which is significantly higher than EXH1.DE's 31.60% return. Both investments have delivered pretty close results over the past 10 years, with INRG.L having a 12.64% annualized return and EXH1.DE not far behind at 12.34%.


INRG.L

1D
-2.01%
1M
8.39%
YTD
39.09%
6M
35.51%
1Y
82.63%
3Y*
5.64%
5Y*
2.72%
10Y*
12.64%

EXH1.DE

1D
-0.62%
1M
-4.40%
YTD
31.60%
6M
29.21%
1Y
59.83%
3Y*
21.45%
5Y*
19.71%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INRG.L vs. EXH1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
39.09%34.75%-24.39%-23.83%5.52%-23.71%135.23%39.22%-2.66%10.46%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
31.60%33.75%-7.44%5.46%36.39%12.14%-17.39%5.47%0.07%6.59%

Correlation

The correlation between INRG.L and EXH1.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.30

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

0.30

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2007

0.45

Over the past year, the correlation between INRG.L and EXH1.DE has dropped to 0.17 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

INRG.L vs. EXH1.DE — Risk / Return Rank

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

INRG.L
INRG.L Risk / Return Rank: 9191
Overall Rank
INRG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
INRG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
INRG.L Omega Ratio Rank: 8787
Omega Ratio Rank
INRG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
INRG.L Martin Ratio Rank: 8989
Martin Ratio Rank

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
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.

INRG.L vs. EXH1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). 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.


INRG.LEXH1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.53

1.58

-0.05

Calmar ratioReturn relative to maximum drawdown

6.64

8.74

-2.10

Martin ratioReturn relative to average drawdown

19.87

26.88

-7.01

INRG.L vs. EXH1.DE - Sharpe Ratio Comparison

The current INRG.L Sharpe Ratio is 3.42, which is comparable to the EXH1.DE Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of INRG.L and EXH1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


INRG.LEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

3.29

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.91

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.24

-0.23

Drawdowns

INRG.L vs. EXH1.DE - Drawdown Comparison

The maximum INRG.L drawdown since its inception was -85.09%, which is greater than EXH1.DE's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for INRG.L and EXH1.DE.


Loading charts...

Drawdown Indicators


INRG.LEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.09%

-53.39%

-31.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-6.82%

-5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-44.29%

-21.04%

-23.25%

Max Drawdown (5Y)

Largest decline over 5 years

-57.38%

-21.04%

-36.34%

Max Drawdown (10Y)

Largest decline over 10 years

-65.47%

-53.39%

-12.08%

Current Drawdown

Current decline from peak

-27.35%

-4.54%

-22.81%

Average Drawdown

Average peak-to-trough decline

-56.54%

-13.69%

-42.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

2.22%

+1.93%

Volatility

INRG.L vs. EXH1.DE - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a higher volatility of 9.58% compared to iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) at 5.72%. This indicates that INRG.L's price experiences larger fluctuations and is considered to be riskier than EXH1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


INRG.LEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

5.72%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

14.56%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

18.13%

+5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

21.32%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.33%

23.60%

+1.73%

INRG.L vs. EXH1.DE - Expense Ratio Comparison

INRG.L has a 0.65% expense ratio, which is higher than EXH1.DE's 0.47% expense ratio.


Dividends

INRG.L vs. EXH1.DE - Dividend Comparison

INRG.L's dividend yield for the trailing twelve months is around 1.09%, less than EXH1.DE's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
1.09%1.77%1.58%1.00%0.62%1.01%0.61%2.05%3.68%3.69%3.65%3.90%

Frequently Asked Questions


INRG.L and EXH1.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXH1.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXH1.DE is cheaper with a 0.47% expense ratio, compared with 0.65% for INRG.L.

INRG.L tracks S&P Global Clean Energy TR USD, while EXH1.DE tracks STOXX® Europe 600 Oil & Gas. Their fees differ too: 0.65% for INRG.L and 0.47% for EXH1.DE.

Portfolio Optimizer

Find the right allocation for INRG.L and EXH1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer