PortfoliosLab logoPortfoliosLab logo
MLPD.L vs. EIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPD.L vs. EIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L) and EIP Growth and Income Fund (NEW) (EIPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MLPD.L vs. EIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
18.10%2.33%22.53%19.70%31.84%36.86%-31.37%7.22%-14.92%-8.67%
EIPIX
EIP Growth and Income Fund (NEW)
18.96%11.31%26.74%6.25%16.19%21.80%-9.85%23.09%-11.68%-0.68%

Returns By Period

The year-to-date returns for both investments are quite close, with MLPD.L having a 18.10% return and EIPIX slightly higher at 18.96%.


MLPD.L

1D
-0.38%
1M
3.53%
YTD
18.10%
6M
18.70%
1Y
9.37%
3Y*
19.63%
5Y*
21.27%
10Y*
9.87%

EIPIX

1D
-0.15%
1M
1.86%
YTD
18.96%
6M
19.69%
1Y
23.90%
3Y*
21.08%
5Y*
18.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MLPD.L vs. EIPIX - Expense Ratio Comparison

MLPD.L has a 0.50% expense ratio, which is lower than EIPIX's 1.25% expense ratio.


Return for Risk

MLPD.L vs. EIPIX — Risk / Return Rank

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

MLPD.L
MLPD.L Risk / Return Rank: 2626
Overall Rank
MLPD.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MLPD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
MLPD.L Omega Ratio Rank: 2929
Omega Ratio Rank
MLPD.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
MLPD.L Martin Ratio Rank: 2222
Martin Ratio Rank

EIPIX
EIPIX Risk / Return Rank: 8585
Overall Rank
EIPIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EIPIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
EIPIX Omega Ratio Rank: 8686
Omega Ratio Rank
EIPIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
EIPIX Martin Ratio Rank: 8686
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.

MLPD.L vs. EIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L) and EIP Growth and Income Fund (NEW) (EIPIX). 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.


MLPD.LEIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.71

-1.22

Sortino ratio

Return per unit of downside risk

0.75

2.18

-1.42

Omega ratio

Gain probability vs. loss probability

1.11

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

0.53

1.95

-1.42

Martin ratio

Return relative to average drawdown

1.33

9.16

-7.83

MLPD.L vs. EIPIX - Sharpe Ratio Comparison

The current MLPD.L Sharpe Ratio is 0.49, which is lower than the EIPIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MLPD.L and EIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MLPD.LEIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.71

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

1.17

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.54

-0.39

Correlation

The correlation between MLPD.L and EIPIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MLPD.L vs. EIPIX - Dividend Comparison

MLPD.L's dividend yield for the trailing twelve months is around 7.61%, less than EIPIX's 13.21% yield.


TTM20252024202320222021202020192018201720162015
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
7.61%8.21%8.18%8.60%7.98%8.57%11.03%10.06%9.87%8.15%8.14%9.96%
EIPIX
EIP Growth and Income Fund (NEW)
13.21%15.71%7.60%4.09%25.10%3.44%4.02%3.44%3.45%1.77%0.78%0.00%

Drawdowns

MLPD.L vs. EIPIX - Drawdown Comparison

The maximum MLPD.L drawdown since its inception was -82.22%, which is greater than EIPIX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for MLPD.L and EIPIX.


Loading graphics...

Drawdown Indicators


MLPD.LEIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.22%

-43.98%

-38.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-12.61%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

-16.71%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-75.74%

Current Drawdown

Current decline from peak

-1.46%

-0.15%

-1.31%

Average Drawdown

Average peak-to-trough decline

-28.57%

-5.09%

-23.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.81%

2.69%

+4.12%

Volatility

MLPD.L vs. EIPIX - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L) has a higher volatility of 4.12% compared to EIP Growth and Income Fund (NEW) (EIPIX) at 2.88%. This indicates that MLPD.L's price experiences larger fluctuations and is considered to be riskier than EIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MLPD.LEIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

2.88%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

7.30%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

14.40%

+4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

15.63%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.48%

18.84%

+9.64%