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IUAA.L vs. RENW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUAA.L vs. RENW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) and L&G Clean Energy UCITS ETF (RENW.DE). The values are adjusted to include any dividend payments, if applicable.

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IUAA.L vs. RENW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IUAA.L
iShares US Aggregate Bond UCITS ETF USD Acc
-0.45%7.27%1.28%4.87%-12.82%-2.02%1.09%
RENW.DE
L&G Clean Energy UCITS ETF
19.30%52.71%-14.80%-8.49%-8.64%-6.88%23.45%
Different Trading Currencies

IUAA.L is traded in USD, while RENW.DE is traded in EUR. To make them comparable, the RENW.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUAA.L achieves a -0.45% return, which is significantly lower than RENW.DE's 19.30% return.


IUAA.L

1D
0.26%
1M
-1.33%
YTD
-0.45%
6M
0.85%
1Y
3.79%
3Y*
3.45%
5Y*
-0.00%
10Y*

RENW.DE

1D
3.76%
1M
3.05%
YTD
19.30%
6M
28.11%
1Y
84.24%
3Y*
10.81%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUAA.L vs. RENW.DE - Expense Ratio Comparison

IUAA.L has a 0.25% expense ratio, which is lower than RENW.DE's 0.49% expense ratio.


Return for Risk

IUAA.L vs. RENW.DE — Risk / Return Rank

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

IUAA.L
IUAA.L Risk / Return Rank: 3535
Overall Rank
IUAA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IUAA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUAA.L Omega Ratio Rank: 3434
Omega Ratio Rank
IUAA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IUAA.L Martin Ratio Rank: 3434
Martin Ratio Rank

RENW.DE
RENW.DE Risk / Return Rank: 9797
Overall Rank
RENW.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RENW.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
RENW.DE Omega Ratio Rank: 9595
Omega Ratio Rank
RENW.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENW.DE Martin Ratio Rank: 9898
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.

IUAA.L vs. RENW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) and L&G Clean Energy UCITS ETF (RENW.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.


IUAA.LRENW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.78

3.23

-2.45

Sortino ratio

Return per unit of downside risk

1.09

3.80

-2.71

Omega ratio

Gain probability vs. loss probability

1.15

1.53

-0.38

Calmar ratio

Return relative to maximum drawdown

0.99

7.46

-6.47

Martin ratio

Return relative to average drawdown

3.42

29.50

-26.08

IUAA.L vs. RENW.DE - Sharpe Ratio Comparison

The current IUAA.L Sharpe Ratio is 0.78, which is lower than the RENW.DE Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of IUAA.L and RENW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUAA.LRENW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

3.23

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.14

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.31

-0.03

Correlation

The correlation between IUAA.L and RENW.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IUAA.L vs. RENW.DE - Dividend Comparison

Neither IUAA.L nor RENW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUAA.L vs. RENW.DE - Drawdown Comparison

The maximum IUAA.L drawdown since its inception was -19.02%, smaller than the maximum RENW.DE drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for IUAA.L and RENW.DE.


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Drawdown Indicators


IUAA.LRENW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-43.93%

+24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-14.24%

+10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-42.30%

+24.19%

Current Drawdown

Current decline from peak

-3.72%

0.00%

-3.72%

Average Drawdown

Average peak-to-trough decline

-5.61%

-17.85%

+12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

2.59%

-1.45%

Volatility

IUAA.L vs. RENW.DE - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) is 1.39%, while L&G Clean Energy UCITS ETF (RENW.DE) has a volatility of 8.51%. This indicates that IUAA.L experiences smaller price fluctuations and is considered to be less risky than RENW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUAA.LRENW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

8.51%

-7.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

18.68%

-16.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

25.92%

-21.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

24.03%

-18.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

24.40%

-19.09%