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IOGP.L vs. MLPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOGP.L vs. MLPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IOGP.L having a 20.93% return and MLPS.L slightly higher at 21.07%. Both investments have delivered pretty close results over the past 10 years, with IOGP.L having a 6.62% annualized return and MLPS.L not far ahead at 6.82%.


IOGP.L

1D
0.74%
1M
2.20%
6M
20.88%
YTD
20.93%
1Y
26.42%
3Y*
9.43%
5Y*
16.91%
10Y*
6.62%

MLPS.L

1D
0.29%
1M
6.45%
6M
15.12%
YTD
21.07%
1Y
19.53%
3Y*
17.73%
5Y*
18.88%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOGP.L vs. MLPS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOGP.L
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)
20.93%6.27%-0.86%2.69%37.85%67.31%-31.65%8.07%-20.89%-4.74%
MLPS.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
21.07%2.45%22.60%19.38%31.92%36.78%-31.20%7.20%-14.64%-8.96%

Correlation

The correlation between IOGP.L and MLPS.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.68

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

0.76

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

0.72

Correlation (All Time)
Calculated using the full available price history since May 20, 2013

0.70

The correlation between IOGP.L and MLPS.L has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

IOGP.L vs. MLPS.L — Risk / Return Rank

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

IOGP.L
IOGP.L Risk / Return Rank: 3535
Overall Rank
IOGP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IOGP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IOGP.L Omega Ratio Rank: 3636
Omega Ratio Rank
IOGP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IOGP.L Martin Ratio Rank: 3232
Martin Ratio Rank

MLPS.L
MLPS.L Risk / Return Rank: 4949
Overall Rank
MLPS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MLPS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MLPS.L Omega Ratio Rank: 4444
Omega Ratio Rank
MLPS.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
MLPS.L Martin Ratio Rank: 4444
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.

IOGP.L vs. MLPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.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.


IOGP.LMLPS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.35

2.32

-0.97

Martin ratioReturn relative to average drawdown

3.54

5.60

-2.06

IOGP.L vs. MLPS.L - Sharpe Ratio Comparison

The current IOGP.L Sharpe Ratio is 1.04, which is comparable to the MLPS.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IOGP.L and MLPS.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

IOGP.L vs. MLPS.L - Drawdown Comparison

The maximum IOGP.L drawdown since its inception was -83.55%, roughly equal to the maximum MLPS.L drawdown of -82.23%. Use the drawdown chart below to compare losses from any high point for IOGP.L and MLPS.L.


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Drawdown Indicators


IOGP.LMLPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.55%

-82.23%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-8.39%

-11.10%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-17.67%

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.42%

-21.76%

-10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-74.36%

-75.70%

+1.34%

Current Drawdown

Current decline from peak

-13.83%

-1.40%

-12.43%

Average Drawdown

Average peak-to-trough decline

-33.69%

-27.93%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

3.48%

+3.97%

Volatility

IOGP.L vs. MLPS.L - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) has a higher volatility of 6.52% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) at 3.29%. This indicates that IOGP.L's price experiences larger fluctuations and is considered to be riskier than MLPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IOGP.LMLPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

3.29%

+3.23%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

10.97%

+10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

25.30%

14.47%

+10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.30%

20.16%

+10.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.70%

28.33%

+4.37%

IOGP.L vs. MLPS.L - Expense Ratio Comparison

IOGP.L has a 0.55% expense ratio, which is higher than MLPS.L's 0.50% expense ratio.


Dividends

IOGP.L vs. MLPS.L - Dividend Comparison

Neither IOGP.L nor MLPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IOGP.L and MLPS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MLPS.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MLPS.L is cheaper with a 0.50% expense ratio, compared with 0.55% for IOGP.L.

IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while MLPS.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for IOGP.L and 0.50% for MLPS.L.

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