NRJL.L vs. ESIE.L
Compare and contrast key facts about Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L).
NRJL.L and ESIE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NRJL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on Oct 10, 2007. ESIE.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Nov 18, 2020. Both NRJL.L and ESIE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NRJL.L vs. ESIE.L - Performance Comparison
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NRJL.L vs. ESIE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 18.52% | 130.90% | -11.57% | -22.89% | 20.78% | 36.43% | 7.67% |
ESIE.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 37.70% | 20.13% | -9.70% | 6.04% | 44.68% | 26.96% | 1.47% |
Returns By Period
In the year-to-date period, NRJL.L achieves a 18.52% return, which is significantly lower than ESIE.L's 37.70% return.
NRJL.L
- 1D
- 3.32%
- 1M
- -2.64%
- YTD
- 18.52%
- 6M
- 119.89%
- 1Y
- 191.91%
- 3Y*
- 22.86%
- 5Y*
- 26.22%
- 10Y*
- —
ESIE.L
- 1D
- -4.57%
- 1M
- 12.93%
- YTD
- 37.70%
- 6M
- 43.65%
- 1Y
- 46.63%
- 3Y*
- 17.71%
- 5Y*
- 21.80%
- 10Y*
- —
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NRJL.L vs. ESIE.L - Expense Ratio Comparison
NRJL.L has a 0.60% expense ratio, which is higher than ESIE.L's 0.18% expense ratio.
Return for Risk
NRJL.L vs. ESIE.L — Risk / Return Rank
NRJL.L
ESIE.L
NRJL.L vs. ESIE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.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.
| NRJL.L | ESIE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.66 | 2.08 | +0.58 |
Sortino ratioReturn per unit of downside risk | 9.62 | 2.57 | +7.05 |
Omega ratioGain probability vs. loss probability | 2.40 | 1.38 | +1.02 |
Calmar ratioReturn relative to maximum drawdown | 22.34 | 3.50 | +18.84 |
Martin ratioReturn relative to average drawdown | 77.72 | 12.14 | +65.58 |
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
| NRJL.L | ESIE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 2.08 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.91 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.92 | -0.31 |
Correlation
The correlation between NRJL.L and ESIE.L is 0.24, 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
NRJL.L vs. ESIE.L - Dividend Comparison
NRJL.L's dividend yield for the trailing twelve months is around 35.50%, while ESIE.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 35.50% | 42.07% | 0.73% | 0.77% | 23.99% | 31.56% |
ESIE.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NRJL.L vs. ESIE.L - Drawdown Comparison
The maximum NRJL.L drawdown since its inception was -51.06%, which is greater than ESIE.L's maximum drawdown of -27.35%. Use the drawdown chart below to compare losses from any high point for NRJL.L and ESIE.L.
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Drawdown Indicators
| NRJL.L | ESIE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.06% | -27.35% | -23.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -17.96% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -51.06% | -27.35% | -23.71% |
Current DrawdownCurrent decline from peak | -3.97% | -4.57% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -8.27% | -14.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.98% | -1.53% |
Volatility
NRJL.L vs. ESIE.L - Volatility Comparison
The current volatility for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) is 7.46%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) has a volatility of 9.51%. This indicates that NRJL.L experiences smaller price fluctuations and is considered to be less risky than ESIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRJL.L | ESIE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 9.51% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 54.75% | 15.25% | +39.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.73% | 22.31% | +49.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.49% | 23.97% | +21.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.32% | 24.32% | +20.00% |