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ISUN.L vs. RAYS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISUN.L vs. RAYS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Solar Energy UCITS ETF Acc (ISUN.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISUN.L is traded in USD, while RAYS.L is traded in GBp. To make them comparable, the RAYS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISUN.L having a 39.92% return and RAYS.L slightly lower at 38.83%.


ISUN.L

1D
-2.43%
1M
14.82%
YTD
39.92%
6M
44.99%
1Y
106.55%
3Y*
-1.20%
5Y*
10Y*

RAYS.L

1D
-1.89%
1M
14.84%
YTD
38.83%
6M
43.87%
1Y
105.96%
3Y*
-1.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISUN.L vs. RAYS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISUN.L
Invesco Solar Energy UCITS ETF Acc
39.92%45.70%-36.88%-26.04%-7.51%-7.86%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
38.83%46.65%-37.40%-25.89%-6.14%-8.68%

Correlation

The correlation between ISUN.L and RAYS.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2021

0.83

The correlation between ISUN.L and RAYS.L shifts across timeframes, from 0.83 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISUN.L vs. RAYS.L — Risk / Return Rank

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

ISUN.L
ISUN.L Risk / Return Rank: 8787
Overall Rank
ISUN.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISUN.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
ISUN.L Omega Ratio Rank: 7676
Omega Ratio Rank
ISUN.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISUN.L Martin Ratio Rank: 9090
Martin Ratio Rank

RAYS.L
RAYS.L Risk / Return Rank: 8989
Overall Rank
RAYS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8080
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9191
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.

ISUN.L vs. RAYS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar Energy UCITS ETF Acc (ISUN.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.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.


ISUN.LRAYS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

8.38

8.50

-0.12

Martin ratioReturn relative to average drawdown

20.69

21.02

-0.33

ISUN.L vs. RAYS.L - Sharpe Ratio Comparison

The current ISUN.L Sharpe Ratio is 3.08, which is comparable to the RAYS.L Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of ISUN.L and RAYS.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


ISUN.LRAYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

3.12

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.12

0.00

Drawdowns

ISUN.L vs. RAYS.L - Drawdown Comparison

The maximum ISUN.L drawdown since its inception was -74.01%, roughly equal to the maximum RAYS.L drawdown of -73.91%. Use the drawdown chart below to compare losses from any high point for ISUN.L and RAYS.L.


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Drawdown Indicators


ISUN.LRAYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.01%

-73.91%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-12.40%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-64.50%

-64.65%

+0.15%

Current Drawdown

Current decline from peak

-30.78%

-30.97%

+0.19%

Average Drawdown

Average peak-to-trough decline

-44.62%

-43.72%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

5.02%

+0.11%

Volatility

ISUN.L vs. RAYS.L - Volatility Comparison

Invesco Solar Energy UCITS ETF Acc (ISUN.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.L) have volatilities of 13.17% and 12.58%, 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


ISUN.LRAYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.17%

12.58%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

22.54%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

34.48%

33.75%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.46%

38.45%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.46%

38.45%

+4.01%

ISUN.L vs. RAYS.L - Expense Ratio Comparison

Both ISUN.L and RAYS.L have an expense ratio of 0.69%.


Dividends

ISUN.L vs. RAYS.L - Dividend Comparison

Neither ISUN.L nor RAYS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, ISUN.L and RAYS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.69% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ISUN.L and RAYS.L have the same expense ratio: 0.69% per year.

ISUN.L tracks MAC Global Solar Energy Index, while RAYS.L tracks S&P Global Clean Energy TR USD.

Portfolio Optimizer

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