NRJL.L vs. INRG.L
Compare and contrast key facts about Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L).
NRJL.L and INRG.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. INRG.L is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on Jul 9, 2007. Both NRJL.L and INRG.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRJL.L or INRG.L.
Key characteristics
| NRJL.L | INRG.L | |
|---|---|---|
| YTD Return | -9.59% | -21.00% |
| 1Y Return | 2.61% | -8.06% |
| 3Y Return (Ann) | -17.52% | -18.11% |
| Sharpe Ratio | 0.07 | -0.38 |
| Sortino Ratio | 0.25 | -0.42 |
| Omega Ratio | 1.03 | 0.95 |
| Calmar Ratio | 0.03 | -0.15 |
| Martin Ratio | 0.18 | -0.79 |
| Ulcer Index | 7.96% | 11.12% |
| Daily Std Dev | 19.88% | 23.12% |
| Max Drawdown | -48.33% | -84.98% |
| Current Drawdown | -45.51% | -59.50% |
Correlation
The correlation between NRJL.L and INRG.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NRJL.L vs. INRG.L - Performance Comparison
In the year-to-date period, NRJL.L achieves a -9.59% return, which is significantly higher than INRG.L's -21.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NRJL.L vs. INRG.L - Expense Ratio Comparison
NRJL.L has a 0.60% expense ratio, which is lower than INRG.L's 0.65% expense ratio.
Risk-Adjusted Performance
NRJL.L vs. INRG.L - Risk-Adjusted Performance 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 Global Clean Energy UCITS ETF USD (Dist) (INRG.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.
Dividends
NRJL.L vs. INRG.L - Dividend Comparison
NRJL.L's dividend yield for the trailing twelve months is around 85.04%, more than INRG.L's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 85.04% | 76.88% | 23.99% | 31.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INRG.L iShares Global Clean Energy UCITS ETF USD (Dist) | 1.24% | 1.00% | 0.62% | 1.01% | 0.61% | 2.05% | 3.68% | 3.69% | 3.65% | 3.90% | 3.05% | 2.70% |
Drawdowns
NRJL.L vs. INRG.L - Drawdown Comparison
The maximum NRJL.L drawdown since its inception was -48.33%, smaller than the maximum INRG.L drawdown of -84.98%. Use the drawdown chart below to compare losses from any high point for NRJL.L and INRG.L. For additional features, visit the drawdowns tool.
Volatility
NRJL.L vs. INRG.L - Volatility Comparison
The current volatility for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) is 7.96%, while iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a volatility of 8.87%. This indicates that NRJL.L experiences smaller price fluctuations and is considered to be less risky than INRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.