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IUES.L vs. ENGE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUES.L vs. ENGE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) and SPDR MSCI Europe Energy UCITS ETF (ENGE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUES.L is traded in USD, while ENGE.L is traded in GBP. To make them comparable, the ENGE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUES.L achieves a 30.45% return, which is significantly lower than ENGE.L's 33.14% return.


IUES.L

1D
-0.36%
1M
-1.09%
YTD
30.45%
6M
29.22%
1Y
46.28%
3Y*
16.84%
5Y*
20.33%
10Y*
9.21%

ENGE.L

1D
-0.74%
1M
-3.05%
YTD
33.14%
6M
30.54%
1Y
56.86%
3Y*
20.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUES.L vs. ENGE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
30.45%9.82%3.87%-0.63%16.85%
ENGE.L
SPDR MSCI Europe Energy UCITS ETF
33.14%29.19%-10.70%11.50%11.78%

Correlation

The correlation between IUES.L and ENGE.L is 0.74, 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

0.74

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.74

The correlation between IUES.L and ENGE.L has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

IUES.L vs. ENGE.L — Risk / Return Rank

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

IUES.L
IUES.L Risk / Return Rank: 6060
Overall Rank
IUES.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 5959
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 5757
Martin Ratio Rank

ENGE.L
ENGE.L Risk / Return Rank: 7878
Overall Rank
ENGE.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ENGE.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
ENGE.L Omega Ratio Rank: 7878
Omega Ratio Rank
ENGE.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENGE.L Martin Ratio Rank: 7777
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.

IUES.L vs. ENGE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) and SPDR MSCI Europe Energy UCITS ETF (ENGE.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.


IUES.LENGE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

3.18

5.77

-2.59

Martin ratioReturn relative to average drawdown

9.97

18.32

-8.35

IUES.L vs. ENGE.L - Sharpe Ratio Comparison

The current IUES.L Sharpe Ratio is 2.12, which is comparable to the ENGE.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of IUES.L and ENGE.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


IUES.LENGE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.54

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.69

-0.38

Drawdowns

IUES.L vs. ENGE.L - Drawdown Comparison

The maximum IUES.L drawdown since its inception was -66.78%, which is greater than ENGE.L's maximum drawdown of -24.19%. Use the drawdown chart below to compare losses from any high point for IUES.L and ENGE.L.


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Drawdown Indicators


IUES.LENGE.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.78%

-24.19%

-42.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-9.81%

-4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-23.33%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.98%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

Current Drawdown

Current decline from peak

-7.45%

-5.80%

-1.65%

Average Drawdown

Average peak-to-trough decline

-14.21%

-6.42%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

3.10%

+1.53%

Volatility

IUES.L vs. ENGE.L - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) and SPDR MSCI Europe Energy UCITS ETF (ENGE.L) have volatilities of 8.13% and 8.27%, 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


IUES.LENGE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

8.27%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.58%

19.10%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

22.34%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

24.32%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.49%

24.32%

+4.17%

IUES.L vs. ENGE.L - Expense Ratio Comparison

IUES.L has a 0.15% expense ratio, which is lower than ENGE.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUES.L vs. ENGE.L - Dividend Comparison

Neither IUES.L nor ENGE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUES.L and ENGE.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUES.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUES.L is cheaper with a 0.15% expense ratio, compared with 0.18% for ENGE.L.

Both ETFs track MSCI World/Energy NR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for IUES.L and 0.18% for ENGE.L.

Portfolio Optimizer

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