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

Performance

MLPQ.L vs. SPOG.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 Oil & Gas Exploration & Production UCITS ETF (SPOG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
15.58%-4.55%24.63%12.94%47.46%38.65%-33.55%3.85%-9.99%-16.88%
SPOG.L
iShares Oil & Gas Exploration & Production UCITS ETF
33.87%-0.88%0.57%-2.90%54.40%69.37%-33.93%4.75%-17.09%-12.48%

Returns By Period

In the year-to-date period, MLPQ.L achieves a 15.58% return, which is significantly lower than SPOG.L's 33.87% return. Both investments have delivered pretty close results over the past 10 years, with MLPQ.L having a 10.23% annualized return and SPOG.L not far behind at 10.11%.


MLPQ.L

1D
-4.01%
1M
-1.26%
YTD
15.58%
6M
15.47%
1Y
2.50%
3Y*
15.47%
5Y*
21.41%
10Y*
10.23%

SPOG.L

1D
-5.80%
1M
9.16%
YTD
33.87%
6M
37.31%
1Y
28.12%
3Y*
12.85%
5Y*
21.09%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MLPQ.L has a 0.50% expense ratio, which is lower than SPOG.L's 0.55% expense ratio.


Return for Risk

MLPQ.L vs. SPOG.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: 1414
Overall Rank
MLPQ.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MLPQ.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
MLPQ.L Omega Ratio Rank: 1414
Omega Ratio Rank
MLPQ.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
MLPQ.L Martin Ratio Rank: 1414
Martin Ratio Rank

SPOG.L
SPOG.L Risk / Return Rank: 5454
Overall Rank
SPOG.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPOG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPOG.L Omega Ratio Rank: 4949
Omega Ratio Rank
SPOG.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
SPOG.L Martin Ratio Rank: 4747
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. SPOG.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 Oil & Gas Exploration & Production UCITS ETF (SPOG.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.


MLPQ.LSPOG.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.02

-0.90

Sortino ratio

Return per unit of downside risk

0.29

1.41

-1.12

Omega ratio

Gain probability vs. loss probability

1.04

1.20

-0.16

Calmar ratio

Return relative to maximum drawdown

0.17

1.96

-1.79

Martin ratio

Return relative to average drawdown

0.34

4.94

-4.60

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

The current MLPQ.L Sharpe Ratio is 0.13, which is lower than the SPOG.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of MLPQ.L and SPOG.L, 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


MLPQ.LSPOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.02

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.72

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.32

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.16

+0.02

Correlation

The correlation between MLPQ.L and SPOG.L is 0.70, 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

MLPQ.L vs. SPOG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MLPQ.L vs. SPOG.L - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -75.62%, roughly equal to the maximum SPOG.L drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for MLPQ.L and SPOG.L.


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Drawdown Indicators


MLPQ.LSPOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.62%

-76.49%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-20.37%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-32.90%

+13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

-71.97%

-2.10%

Current Drawdown

Current decline from peak

-4.80%

-6.52%

+1.72%

Average Drawdown

Average peak-to-trough decline

-20.24%

-26.68%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

5.58%

+0.60%

Volatility

MLPQ.L vs. SPOG.L - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) is 5.99%, while iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) has a volatility of 11.31%. This indicates that MLPQ.L experiences smaller price fluctuations and is considered to be less risky than SPOG.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.LSPOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

11.31%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

18.51%

-7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

27.32%

-8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

29.08%

-9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

31.78%

-3.86%