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MLPQ.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPQ.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPQ.L achieves a 21.07% return, which is significantly lower than IESU.L's 28.61% return. Over the past 10 years, MLPQ.L has underperformed IESU.L with an annualized return of 6.58%, while IESU.L has yielded a comparatively higher 8.50% annualized return.


MLPQ.L

1D
0.64%
1M
6.04%
6M
14.63%
YTD
21.07%
1Y
19.13%
3Y*
16.60%
5Y*
19.46%
10Y*
6.58%

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPQ.L vs. IESU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
21.07%-4.55%24.63%12.94%47.46%38.65%-33.55%3.85%-10.58%-16.33%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%

Correlation

The correlation between MLPQ.L and IESU.L is 0.73, 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

0.73

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

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.72

The correlation between MLPQ.L and IESU.L has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

MLPQ.L vs. IESU.L — Risk / Return Rank

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

MLPQ.L
MLPQ.L Risk / Return Rank: 4242
Overall Rank
MLPQ.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MLPQ.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
MLPQ.L Omega Ratio Rank: 3838
Omega Ratio Rank
MLPQ.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
MLPQ.L Martin Ratio Rank: 3838
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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.

MLPQ.L vs. IESU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.


MLPQ.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratioReturn relative to maximum drawdown

2.10

2.07

+0.03

Martin ratioReturn relative to average drawdown

4.55

5.01

-0.46

MLPQ.L vs. IESU.L - Sharpe Ratio Comparison

The current MLPQ.L Sharpe Ratio is 1.16, which is comparable to the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MLPQ.L and IESU.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

MLPQ.L vs. IESU.L - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -81.18%, which is greater than IESU.L's maximum drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for MLPQ.L and IESU.L.


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Drawdown Indicators


MLPQ.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.18%

-63.88%

-17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-17.34%

+8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

-26.36%

+4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

-26.36%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

-62.16%

-11.91%

Current Drawdown

Current decline from peak

-1.81%

-10.65%

+8.84%

Average Drawdown

Average peak-to-trough decline

-34.84%

-20.50%

-14.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

7.16%

-2.97%

Volatility

MLPQ.L vs. IESU.L - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) is 3.98%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that MLPQ.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPQ.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

7.50%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

21.74%

-8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

24.54%

-8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

29.08%

-5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.97%

29.16%

-0.19%

MLPQ.L vs. IESU.L - Expense Ratio Comparison

MLPQ.L has a 0.50% expense ratio, which is higher than IESU.L's 0.15% expense ratio.


Dividends

MLPQ.L vs. IESU.L - Dividend Comparison

Neither MLPQ.L nor IESU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MLPQ.L and IESU.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.50% for MLPQ.L.

MLPQ.L tracks MSCI World/Energy NR USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for MLPQ.L and 0.15% for IESU.L.

Portfolio Optimizer

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