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

Performance

IS0D.DE vs. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). 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 stocks are quite close, with IS0D.DE having a 19.06% return and SMLD.DE slightly lower at 18.69%. Over the past 10 years, IS0D.DE has underperformed SMLD.DE with an annualized return of 6.16%, while SMLD.DE has yielded a comparatively higher 6.57% annualized return.


IS0D.DE

1D
-0.33%
1M
-6.02%
YTD
19.06%
6M
21.02%
1Y
21.84%
3Y*
8.97%
5Y*
14.44%
10Y*
6.16%

SMLD.DE

1D
0.39%
1M
-2.20%
YTD
18.69%
6M
18.95%
1Y
15.35%
3Y*
16.24%
5Y*
17.39%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
19.06%-4.44%3.15%-0.98%44.41%86.31%-39.10%13.52%-18.96%-15.75%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
18.69%-8.84%28.79%15.50%39.45%46.81%-37.59%12.61%-11.81%-19.80%

Correlation

The correlation between IS0D.DE and SMLD.DE is 0.73, 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

0.73

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

0.67

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

0.75

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

0.73

Correlation (All Time)
Calculated using the full available price history since May 16, 2013

0.69

The correlation between IS0D.DE and SMLD.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

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Return for Risk

IS0D.DE vs. SMLD.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: 2424
Overall Rank
IS0D.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 2525
Martin Ratio Rank

SMLD.DE
SMLD.DE Risk / Return Rank: 2727
Overall Rank
SMLD.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 2727
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. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.

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.


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

-0.12

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.16

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.17

1.58

-0.41

Martin ratioReturn relative to average drawdown

3.19

3.51

-0.32

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

The current IS0D.DE Sharpe Ratio is 0.80, which is comparable to the SMLD.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IS0D.DE and SMLD.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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Drawdowns

IS0D.DE vs. SMLD.DE - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -83.80%, roughly equal to the maximum SMLD.DE drawdown of -83.65%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and SMLD.DE.


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Drawdown Indicators


IS0D.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.80%

-83.65%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.52%

-9.68%

-8.84%

Max Drawdown (3Y)

Largest decline over 3 years

-30.79%

-22.99%

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-22.99%

-9.33%

Max Drawdown (10Y)

Largest decline over 10 years

-73.71%

-76.32%

+2.61%

Current Drawdown

Current decline from peak

-17.79%

-5.10%

-12.69%

Average Drawdown

Average peak-to-trough decline

-38.83%

-34.05%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

4.35%

+2.47%

Volatility

IS0D.DE vs. SMLD.DE - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.81% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) at 5.19%. This indicates that IS0D.DE's price experiences larger fluctuations and is considered to be riskier than SMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0D.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

5.19%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

22.95%

13.06%

+9.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

16.55%

+10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

20.36%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.49%

29.10%

+4.39%

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

IS0D.DE has a 0.55% expense ratio, which is higher than SMLD.DE's 0.50% expense ratio.


Dividends

IS0D.DE vs. SMLD.DE - Dividend Comparison

IS0D.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.83%.


PositionTTM20252024202320222021202020192018201720162015
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.83%8.45%7.99%8.81%8.09%8.24%11.54%9.90%9.70%8.60%7.76%9.80%

Frequently Asked Questions


IS0D.DE and SMLD.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SMLD.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for IS0D.DE.

IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while SMLD.DE tracks Morningstar MLP Composite. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for IS0D.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

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