PortfoliosLab logoPortfoliosLab logo
IOGP.L vs. NRJL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOGP.L vs. NRJL.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 Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IOGP.L is traded in USD, while NRJL.L is traded in GBP. To make them comparable, the NRJL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IOGP.L achieves a 20.93% return, which is significantly lower than NRJL.L's 22.68% return. Over the past 10 years, IOGP.L has underperformed NRJL.L with an annualized return of 6.62%, while NRJL.L has yielded a comparatively higher 8.61% annualized return.


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%

NRJL.L

1D
-1.21%
1M
-10.50%
6M
15.47%
YTD
22.68%
1Y
51.21%
3Y*
7.31%
5Y*
0.72%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOGP.L vs. NRJL.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%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
22.68%45.70%-13.04%-18.80%-18.49%-6.26%37.17%53.22%-12.97%26.13%

Correlation

The correlation between IOGP.L and NRJL.L is -0.11, 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

-0.11

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

0.19

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

0.29

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.37

The correlation between IOGP.L and NRJL.L shifts across timeframes, from -0.11 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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

IOGP.L vs. NRJL.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

NRJL.L
NRJL.L Risk / Return Rank: 8585
Overall Rank
NRJL.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 8282
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
NRJL.L Martin Ratio Rank: 8787
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. NRJL.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 Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.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.LNRJL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.35

3.95

-2.60

Martin ratioReturn relative to average drawdown

3.54

13.63

-10.09

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

The current IOGP.L Sharpe Ratio is 1.04, which is lower than the NRJL.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IOGP.L and NRJL.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.


Loading charts...

Drawdowns

IOGP.L vs. NRJL.L - Drawdown Comparison

The maximum IOGP.L drawdown since its inception was -83.55%, which is greater than NRJL.L's maximum drawdown of -57.04%. Use the drawdown chart below to compare losses from any high point for IOGP.L and NRJL.L.


Loading charts...

Drawdown Indicators


IOGP.LNRJL.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.55%

-57.04%

-26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-12.90%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-39.74%

+12.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.42%

-56.16%

+23.74%

Max Drawdown (10Y)

Largest decline over 10 years

-74.36%

-57.04%

-17.32%

Current Drawdown

Current decline from peak

-13.83%

-12.90%

-0.93%

Average Drawdown

Average peak-to-trough decline

-33.69%

-28.36%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

3.75%

+3.70%

Volatility

IOGP.L vs. NRJL.L - Volatility Comparison

The current volatility for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) is 6.52%, while Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) has a volatility of 9.46%. This indicates that IOGP.L experiences smaller price fluctuations and is considered to be less risky than NRJL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IOGP.LNRJL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

9.46%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

19.90%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.30%

23.24%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.30%

24.47%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.70%

23.75%

+8.95%

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

IOGP.L has a 0.55% expense ratio, which is lower than NRJL.L's 0.60% expense ratio.


Dividends

IOGP.L vs. NRJL.L - Dividend Comparison

IOGP.L has not paid dividends to shareholders, while NRJL.L's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM202520242023202220212020201920182017
IOGP.L
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
0.34%0.42%0.73%0.77%0.24%0.32%0.70%1.02%0.59%0.79%

Frequently Asked Questions


IOGP.L and NRJL.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IOGP.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IOGP.L is cheaper with a 0.55% expense ratio, compared with 0.60% for NRJL.L.

IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while NRJL.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.55% for IOGP.L and 0.60% for NRJL.L.

Portfolio Optimizer

Find the right allocation for IOGP.L and NRJL.L

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