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

Performance

ISUN.L vs. WENS.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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 WENS.L is traded in GBP. To make them comparable, the WENS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISUN.L achieves a 16.34% return, which is significantly lower than WENS.L's 18.97% return.


ISUN.L

1D
-3.21%
1M
-16.50%
YTD
16.34%
6M
13.62%
1Y
72.55%
3Y*
-5.80%
5Y*
10Y*

WENS.L

1D
0.00%
1M
-9.08%
YTD
18.97%
6M
20.23%
1Y
29.44%
3Y*
15.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
ISUN.L
Invesco Solar Energy UCITS ETF Acc
16.34%45.72%-37.31%-25.55%5.81%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
18.97%14.79%2.12%3.17%16.86%

Correlation

The correlation between ISUN.L and WENS.L is -0.05, 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

-0.05

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.21

The correlation between ISUN.L and WENS.L shifts across timeframes, from -0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISUN.L vs. WENS.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: 6969
Overall Rank
ISUN.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ISUN.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ISUN.L Omega Ratio Rank: 5959
Omega Ratio Rank
ISUN.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ISUN.L Martin Ratio Rank: 6969
Martin Ratio Rank

WENS.L
WENS.L Risk / Return Rank: 5050
Overall Rank
WENS.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 5353
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 4545
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. WENS.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.


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

+0.68

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

3.28

2.00

+1.27

Martin ratioReturn relative to average drawdown

11.06

6.56

+4.50

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

The current ISUN.L Sharpe Ratio is 2.07, which is higher than the WENS.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ISUN.L and WENS.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

ISUN.L vs. WENS.L - Drawdown Comparison

The maximum ISUN.L drawdown since its inception was -74.06%, which is greater than WENS.L's maximum drawdown of -18.66%. Use the drawdown chart below to compare losses from any high point for ISUN.L and WENS.L.


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Drawdown Indicators


ISUN.LWENS.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.06%

-18.66%

-55.40%

Max Drawdown (1Y)

Largest decline over 1 year

-22.04%

-14.78%

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-64.64%

-18.66%

-45.98%

Current Drawdown

Current decline from peak

-42.54%

-14.64%

-27.90%

Average Drawdown

Average peak-to-trough decline

-42.07%

-5.06%

-37.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

4.50%

+2.04%

Volatility

ISUN.L vs. WENS.L - Volatility Comparison

Invesco Solar Energy UCITS ETF Acc (ISUN.L) has a higher volatility of 11.87% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) at 7.34%. This indicates that ISUN.L's price experiences larger fluctuations and is considered to be riskier than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISUN.LWENS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.87%

7.34%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

25.74%

18.78%

+6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

34.86%

21.24%

+13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.82%

22.45%

+15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.82%

22.45%

+15.37%

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

ISUN.L has a 0.69% expense ratio, which is higher than WENS.L's 0.25% expense ratio.


Dividends

ISUN.L vs. WENS.L - Dividend Comparison

ISUN.L has not paid dividends to shareholders, while WENS.L's dividend yield for the trailing twelve months is around 2.83%.


PositionTTM2025202420232022
ISUN.L
Invesco Solar Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
2.83%3.25%3.52%3.61%1.77%

Frequently Asked Questions


ISUN.L and WENS.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WENS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WENS.L is cheaper with a 0.25% expense ratio, compared with 0.69% for ISUN.L.

ISUN.L tracks MAC Global Solar Energy Index, while WENS.L tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.69% for ISUN.L and 0.25% for WENS.L.

Portfolio Optimizer

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