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

Performance

INRG.L vs. WDEE.L - 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 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

INRG.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

The year-to-date returns for both stocks are quite close, with INRG.L having a 25.38% return and WDEE.L slightly lower at 24.76%.


INRG.L

1D
-3.49%
1M
-10.15%
YTD
25.38%
6M
24.63%
1Y
62.61%
3Y*
3.90%
5Y*
-0.72%
10Y*
11.03%

WDEE.L

1D
0.00%
1M
-5.14%
YTD
24.76%
6M
26.15%
1Y
34.71%
3Y*
14.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
25.38%34.16%-24.63%-19.77%
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
24.76%1.24%5.84%5.35%

Correlation

The correlation between INRG.L and WDEE.L is -0.08, 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

-0.08

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2023

0.15

The correlation between INRG.L and WDEE.L shifts across timeframes, from -0.08 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

INRG.L vs. WDEE.L — 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: 8181
Overall Rank
INRG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
INRG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
INRG.L Omega Ratio Rank: 7575
Omega Ratio Rank
INRG.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
INRG.L Martin Ratio Rank: 7676
Martin Ratio Rank

WDEE.L
WDEE.L Risk / Return Rank: 5353
Overall Rank
WDEE.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 4747
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 5353
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. WDEE.L - 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 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.

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.


INRG.LWDEE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.39

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

4.16

2.91

+1.25

Martin ratioReturn relative to average drawdown

12.70

8.35

+4.35

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

The current INRG.L Sharpe Ratio is 2.44, which is higher than the WDEE.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of INRG.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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Drawdowns

INRG.L vs. WDEE.L - Drawdown Comparison

The maximum INRG.L drawdown since its inception was -92.06%, 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 INRG.L and WDEE.L.


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Drawdown Indicators


INRG.LWDEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-92.06%

-21.91%

-70.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.97%

-11.86%

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-43.59%

-21.91%

-21.68%

Max Drawdown (5Y)

Largest decline over 5 years

-57.62%

Max Drawdown (10Y)

Largest decline over 10 years

-65.78%

Current Drawdown

Current decline from peak

-61.76%

-9.63%

-52.13%

Average Drawdown

Average peak-to-trough decline

-74.76%

-7.28%

-67.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.14%

+0.78%

Volatility

INRG.L vs. WDEE.L - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a higher volatility of 10.07% compared to Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) at 6.80%. This indicates that INRG.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


INRG.LWDEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

6.80%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.60%

16.51%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

25.52%

19.58%

+5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

19.37%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.45%

19.37%

+6.08%

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

INRG.L has a 0.65% expense ratio, which is higher than WDEE.L's 0.18% expense ratio.


Dividends

INRG.L vs. WDEE.L - Dividend Comparison

INRG.L's dividend yield for the trailing twelve months is around 0.91%, while WDEE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
0.91%1.34%1.24%0.80%0.51%0.74%0.48%1.60%2.81%2.83%2.73%2.55%
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INRG.L and WDEE.L have a correlation of -0.08, 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 0.65% for INRG.L.

INRG.L tracks S&P Global Clean Energy TR USD, while WDEE.L tracks S&P World Energy Targeted & Screened Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.65% for INRG.L and 0.18% for WDEE.L.

Portfolio Optimizer

Find the right allocation for INRG.L and WDEE.L

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

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