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NRJL.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NRJL.L vs. MWRD.L

Last updated Jun 5, 2026

NRJL.L (Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - NRJL.L is a Energy Equities fund tracking the S&P Global Clean Energy TR USD, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. At a 0.46 correlation, their price movements are largely independent. NRJL.L charges 0.60%/yr vs 0.08%/yr for MWRD.L.

Performance

NRJL.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NRJL.L is traded in GBP, while MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

NRJL.L

1D
-2.12%
1M
1.03%
YTD
36.32%
6M
130.93%
1Y
206.01%
3Y*
29.93%
5Y*
31.39%
10Y*
—

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRJL.L vs. MWRD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist		36.32%130.90%-11.57%-22.89%20.78%36.43%19.52%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-8.73%23.78%10.18%

Correlation

The correlation between NRJL.L and MWRD.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.46

The correlation between NRJL.L and MWRD.L shifts across timeframes, from 0.22 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.

NRJL.L vs. MWRD.L - Sectors Allocation Comparison

Sectors
NRJL.L
MWRD.L

Industrials

46.9%
10.6%

Utilities

31.6%
2.4%

Basic Materials

10.9%
3.8%

Technology

10.4%
24.7%

Consumer Cyclical

0.2%
10.5%

Financial Services

0.0%
14.7%

Communication Services

0.0%
7.5%

Healthcare

0.0%
12.4%

Consumer Defensive

0.0%
6.7%

Energy

0.0%
4.4%

Real Estate

-

2.4%

Industrials

NRJL.L
46.9%
MWRD.L
10.6%

Utilities

NRJL.L
31.6%
MWRD.L
2.4%

Basic Materials

NRJL.L
10.9%
MWRD.L
3.8%

Technology

NRJL.L
10.4%
MWRD.L
24.7%

Consumer Cyclical

NRJL.L
0.2%
MWRD.L
10.5%

Financial Services

NRJL.L
0.0%
MWRD.L
14.7%

Communication Services

NRJL.L
0.0%
MWRD.L
7.5%

Healthcare

NRJL.L
0.0%
MWRD.L
12.4%

Consumer Defensive

NRJL.L
0.0%
MWRD.L
6.7%

Energy

NRJL.L
0.0%
MWRD.L
4.4%

Real Estate

NRJL.L

-

MWRD.L
2.4%

Compare stocks, funds, or ETFs

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Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist

Amundi Index MSCI World

Often compared with NRJL.L:
NRJL.L vs. INRG.LNRJL.L vs. WATL.LNRJL.L vs. ICLNNRJL.L vs. SMGB.LNRJL.L vs. LYM9.DENRJL.L vs. NCLP.LNRJL.L vs. GLD
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

NRJL.L vs. MWRD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NRJL.L
NRJL.L Risk / Return Rank: 9696
Overall Rank
NRJL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 9898
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
NRJL.L Martin Ratio Rank: 9898
Martin Ratio Rank
MWRD.L
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.

NRJL.L vs. MWRD.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 Amundi Index MSCI World (MWRD.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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.85

—

—

Sortino ratioReturn per unit of downside risk
10.58

—

—

Omega ratioGain probability vs. loss probability

2.46

—

—

Calmar ratioReturn relative to maximum drawdown

23.97

—

—

Martin ratioReturn relative to average drawdown

85.38

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NRJL.L vs. MWRD.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

NRJL.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

—

—

Drawdowns

NRJL.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

NRJL.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.06%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-40.78%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-51.06%

—

—

Current Drawdown

Current decline from peak

-2.51%

—

—

Average Drawdown

Average peak-to-trough decline

-22.13%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

—

—

Volatility

NRJL.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

NRJL.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

54.66%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

71.66%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.42%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.84%

—

—

NRJL.L vs. MWRD.L - Expense Ratio Comparison

NRJL.L has a 0.60% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.

Dividends

NRJL.L vs. MWRD.L - Dividend Comparison

NRJL.L's dividend yield for the trailing twelve months is around 30.86%, while MWRD.L has not paid dividends to shareholders.

PositionTTM20252024202320222021
MWRD.L
Amundi Index MSCI World		0.00%0.00%0.00%0.00%0.00%0.00%
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist		30.86%42.07%0.73%0.77%23.99%31.56%

Frequently Asked Questions

NRJL.L and MWRD.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.60% for NRJL.L.

NRJL.L is categorized as Energy Equities, while MWRD.L is Global Equities. NRJL.L tracks S&P Global Clean Energy TR USD, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.60% for NRJL.L and 0.08% for MWRD.L.

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