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NRJL.L vs. XSLR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NRJL.L vs. XSLR.DE - 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 Xtrackers IE Physical Silver ETC Securities (XSLR.DE). 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 XSLR.DE is traded in EUR. To make them comparable, the XSLR.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, NRJL.L achieves a 38.38% return, which is significantly higher than XSLR.DE's -20.93% return.


NRJL.L

1D
2.18%
1M
-0.27%
YTD
38.38%
6M
37.58%
1Y
79.01%
3Y*
11.14%
5Y*
2.89%
10Y*
9.77%

XSLR.DE

1D
0.00%
1M
-20.54%
YTD
-20.93%
6M
-20.93%
1Y
70.14%
3Y*
35.49%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRJL.L vs. XSLR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
38.38%35.47%-11.56%-22.87%-8.74%-5.40%38.72%
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
-20.93%141.83%25.20%-6.16%16.81%-12.71%45.95%

Correlation

The correlation between NRJL.L and XSLR.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.28

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

0.25

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

0.23

The correlation between NRJL.L and XSLR.DE shifts across timeframes, from 0.23 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NRJL.L vs. XSLR.DE — 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: 9797
Sharpe Ratio Rank
NRJL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
NRJL.L Omega Ratio Rank: 9595
Omega Ratio Rank
NRJL.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
NRJL.L Martin Ratio Rank: 9696
Martin Ratio Rank

XSLR.DE
XSLR.DE Risk / Return Rank: 3535
Overall Rank
XSLR.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSLR.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XSLR.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XSLR.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XSLR.DE Martin Ratio Rank: 2727
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.

NRJL.L vs. XSLR.DE - 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 Xtrackers IE Physical Silver ETC Securities (XSLR.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRJL.LXSLR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.61

1.25

+0.36

Calmar ratioReturn relative to maximum drawdown

7.92

1.51

+6.40

Martin ratioReturn relative to average drawdown

28.54

3.39

+25.16

NRJL.L vs. XSLR.DE - Sharpe Ratio Comparison

The current NRJL.L Sharpe Ratio is 3.73, which is higher than the XSLR.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NRJL.L and XSLR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NRJL.L vs. XSLR.DE - Drawdown Comparison

The maximum NRJL.L drawdown since its inception was -54.56%, which is greater than XSLR.DE's maximum drawdown of -46.55%. Use the drawdown chart below to compare losses from any high point for NRJL.L and XSLR.DE.


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Drawdown Indicators


NRJL.LXSLR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-46.55%

-8.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-46.55%

+36.62%

Max Drawdown (3Y)

Largest decline over 3 years

-39.16%

-46.55%

+7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-54.10%

-46.55%

-7.55%

Max Drawdown (10Y)

Largest decline over 10 years

-54.56%

Current Drawdown

Current decline from peak

-3.27%

-45.80%

+42.53%

Average Drawdown

Average peak-to-trough decline

-23.11%

-14.45%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

20.78%

-18.02%

Volatility

NRJL.L vs. XSLR.DE - Volatility Comparison

The current volatility for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) is 9.59%, while Xtrackers IE Physical Silver ETC Securities (XSLR.DE) has a volatility of 14.17%. This indicates that NRJL.L experiences smaller price fluctuations and is considered to be less risky than XSLR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRJL.LXSLR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

14.17%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

52.73%

-35.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

59.85%

-38.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

34.84%

-12.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.32%

34.93%

-13.61%

NRJL.L vs. XSLR.DE - Expense Ratio Comparison

NRJL.L has a 0.60% expense ratio, which is higher than XSLR.DE's 0.20% expense ratio.


Dividends

NRJL.L vs. XSLR.DE - Dividend Comparison

NRJL.L's dividend yield for the trailing twelve months is around 0.30%, while XSLR.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
NRJL.L
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist
0.30%0.42%0.73%0.77%0.24%0.32%0.70%1.02%0.59%0.79%
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NRJL.L and XSLR.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSLR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSLR.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for NRJL.L.

NRJL.L is categorized as Energy Equities, while XSLR.DE is Silver. NRJL.L tracks S&P Global Clean Energy TR USD, while XSLR.DE tracks LBMA Silver Price. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.60% for NRJL.L and 0.20% for XSLR.DE.

Portfolio Optimizer

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