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

Performance

INRG.L vs. WENS.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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 WENS.L is traded in GBP. To make them comparable, the WENS.L 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 WENS.L's 31.38% return.


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%

WENS.L

1D
-0.43%
1M
-0.63%
YTD
31.38%
6M
26.68%
1Y
44.00%
3Y*
13.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
39.09%34.75%-24.39%-23.83%5.62%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
31.38%3.24%2.09%-2.00%17.73%

Correlation

The correlation between INRG.L and WENS.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 Jul 1, 2022

0.16

The correlation between INRG.L and WENS.L shifts across timeframes, from -0.08 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

INRG.L vs. WENS.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: 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

WENS.L
WENS.L Risk / Return Rank: 5959
Overall Rank
WENS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 6262
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 5656
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. WENS.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.


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

+1.36

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

6.64

2.99

+3.65

Martin ratioReturn relative to average drawdown

19.87

9.66

+10.21

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

The current INRG.L Sharpe Ratio is 3.42, which is higher than the WENS.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of INRG.L and WENS.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


INRG.LWENS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

2.06

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.59

-0.57

Drawdowns

INRG.L vs. WENS.L - Drawdown Comparison

The maximum INRG.L drawdown since its inception was -85.09%, which is greater than WENS.L's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for INRG.L and WENS.L.


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Drawdown Indicators


INRG.LWENS.LDifference

Max Drawdown

Largest peak-to-trough decline

-85.09%

-22.49%

-62.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-14.63%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-44.29%

-22.49%

-21.80%

Max Drawdown (5Y)

Largest decline over 5 years

-57.38%

Max Drawdown (10Y)

Largest decline over 10 years

-65.47%

Current Drawdown

Current decline from peak

-27.35%

-7.62%

-19.73%

Average Drawdown

Average peak-to-trough decline

-56.54%

-9.15%

-47.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

4.54%

-0.39%

Volatility

INRG.L vs. WENS.L - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a higher volatility of 9.58% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) at 7.96%. This indicates that INRG.L's price experiences larger fluctuations and is considered to be riskier than WENS.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.LWENS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

7.96%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

18.19%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

21.33%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

21.49%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.33%

21.49%

+3.84%

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

INRG.L has a 0.65% expense ratio, which is higher than WENS.L's 0.25% expense ratio.


Dividends

INRG.L vs. WENS.L - Dividend Comparison

INRG.L's dividend yield for the trailing twelve months is around 1.09%, while WENS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
0.00%0.00%1.75%3.61%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INRG.L and WENS.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, WENS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WENS.L is cheaper with a 0.25% expense ratio, compared with 0.65% for INRG.L.

INRG.L tracks S&P Global Clean Energy TR USD, while WENS.L tracks MSCI World/Energy NR USD. Their fees differ too: 0.65% for INRG.L and 0.25% for WENS.L.

Portfolio Optimizer

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

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