MLPS.L vs. DUK
Compare and contrast key facts about Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) and Duke Energy Corporation (DUK).
MLPS.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Energy NR USD. It was launched on May 15, 2013.
Performance
MLPS.L vs. DUK - Performance Comparison
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MLPS.L vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLPS.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF | 14.41% | 2.44% | 22.62% | 19.38% | 31.92% | 36.78% | -31.20% | 7.20% | -14.89% | -8.69% |
DUK Duke Energy Corporation | 12.63% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Returns By Period
In the year-to-date period, MLPS.L achieves a 14.41% return, which is significantly higher than DUK's 12.63% return. Both investments have delivered pretty close results over the past 10 years, with MLPS.L having a 9.54% annualized return and DUK not far behind at 9.28%.
MLPS.L
- 1D
- -3.20%
- 1M
- -1.65%
- YTD
- 14.41%
- 6M
- 14.18%
- 1Y
- 5.62%
- 3Y*
- 18.35%
- 5Y*
- 20.49%
- 10Y*
- 9.54%
DUK
- 1D
- -0.03%
- 1M
- -0.55%
- YTD
- 12.63%
- 6M
- 8.80%
- 1Y
- 11.95%
- 3Y*
- 15.11%
- 5Y*
- 10.55%
- 10Y*
- 9.28%
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Return for Risk
MLPS.L vs. DUK — Risk / Return Rank
MLPS.L
DUK
MLPS.L vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) and Duke Energy Corporation (DUK). 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.
| MLPS.L | DUK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.75 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.11 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.02 | -0.70 |
Martin ratioReturn relative to average drawdown | 1.06 | 2.40 | -1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MLPS.L | DUK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.75 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.60 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.46 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.50 | -0.36 |
Correlation
The correlation between MLPS.L and DUK is 0.06, 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
MLPS.L vs. DUK - Dividend Comparison
MLPS.L has not paid dividends to shareholders, while DUK's dividend yield for the trailing twelve months is around 3.24%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLPS.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DUK Duke Energy Corporation | 3.24% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
Drawdowns
MLPS.L vs. DUK - Drawdown Comparison
The maximum MLPS.L drawdown since its inception was -82.23%, which is greater than DUK's maximum drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for MLPS.L and DUK.
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Drawdown Indicators
| MLPS.L | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.23% | -71.92% | -10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.38% | -10.88% | -6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -24.16% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -75.70% | -37.37% | -38.33% |
Current DrawdownCurrent decline from peak | -4.62% | -1.92% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -28.58% | -10.88% | -17.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 4.64% | -0.02% |
Volatility
MLPS.L vs. DUK - Volatility Comparison
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) has a higher volatility of 5.14% compared to Duke Energy Corporation (DUK) at 4.39%. This indicates that MLPS.L's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLPS.L | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.39% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 10.44% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 15.99% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.60% | 17.76% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 20.36% | +8.32% |