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IS0D.DE vs. G1CD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0D.DE vs. G1CD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and Invesco Global Clean Energy UCITS ETF Dist (G1CD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly lower than G1CD.DE's 35.16% return.


IS0D.DE

1D
0.10%
1M
1.29%
YTD
30.64%
6M
22.28%
1Y
36.59%
3Y*
11.88%
5Y*
17.33%
10Y*
6.95%

G1CD.DE

1D
-0.69%
1M
3.04%
YTD
35.16%
6M
36.31%
1Y
84.42%
3Y*
5.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0D.DE vs. G1CD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
30.64%-4.44%3.13%-0.98%23.82%
G1CD.DE
Invesco Global Clean Energy UCITS ETF Dist
35.16%28.09%-22.10%-13.60%-7.76%

Correlation

The correlation between IS0D.DE and G1CD.DE is -0.07, 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

-0.07

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

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.26

The correlation between IS0D.DE and G1CD.DE shifts across timeframes, from -0.07 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0D.DE vs. G1CD.DE — Risk / Return Rank

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

IS0D.DE
IS0D.DE Risk / Return Rank: 3737
Overall Rank
IS0D.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 3434
Martin Ratio Rank

G1CD.DE
G1CD.DE Risk / Return Rank: 9494
Overall Rank
G1CD.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
G1CD.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
G1CD.DE Omega Ratio Rank: 9393
Omega Ratio Rank
G1CD.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
G1CD.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.

IS0D.DE vs. G1CD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and Invesco Global Clean Energy UCITS ETF Dist (G1CD.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.


IS0D.DEG1CD.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.57

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.24

1.62

-0.38

Calmar ratioReturn relative to maximum drawdown

2.02

7.85

-5.82

Martin ratioReturn relative to average drawdown

5.02

27.83

-22.81

IS0D.DE vs. G1CD.DE - Sharpe Ratio Comparison

The current IS0D.DE Sharpe Ratio is 1.33, which is lower than the G1CD.DE Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of IS0D.DE and G1CD.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.


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Sharpe Ratios by Period


IS0D.DEG1CD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

3.90

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.07

+0.02

Drawdowns

IS0D.DE vs. G1CD.DE - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than G1CD.DE's maximum drawdown of -64.00%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and G1CD.DE.


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Drawdown Indicators


IS0D.DEG1CD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-64.00%

-15.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-10.60%

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

-52.73%

+21.93%

Max Drawdown (5Y)

Largest decline over 5 years

-32.34%

Max Drawdown (10Y)

Largest decline over 10 years

-73.73%

Current Drawdown

Current decline from peak

-9.82%

-16.50%

+6.68%

Average Drawdown

Average peak-to-trough decline

-27.09%

-35.01%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.18%

3.00%

+4.18%

Volatility

IS0D.DE vs. G1CD.DE - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and Invesco Global Clean Energy UCITS ETF Dist (G1CD.DE) have volatilities of 7.78% and 8.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0D.DEG1CD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

8.16%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

14.33%

+8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

21.33%

+5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

25.12%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.12%

25.12%

+8.00%

IS0D.DE vs. G1CD.DE - Expense Ratio Comparison

IS0D.DE has a 0.55% expense ratio, which is lower than G1CD.DE's 0.60% expense ratio.


Dividends

IS0D.DE vs. G1CD.DE - Dividend Comparison

IS0D.DE has not paid dividends to shareholders, while G1CD.DE's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM2025202420232022
G1CD.DE
Invesco Global Clean Energy UCITS ETF Dist
1.52%2.08%1.37%0.70%0.09%
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS0D.DE and G1CD.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0D.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0D.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for G1CD.DE.

IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while G1CD.DE tracks WilderHill New Energy Global Innovation. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for IS0D.DE and 0.60% for G1CD.DE.

Portfolio Optimizer

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