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RAYG.L vs. RAYS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYG.L vs. RAYS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Solar UCITS ETF USD Accumulating (RAYG.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, RAYG.L achieves a 24.53% return, which is significantly lower than RAYS.L's 41.92% return.


RAYG.L

1D
-0.88%
1M
9.70%
YTD
24.53%
6M
30.05%
1Y
92.04%
3Y*
-4.29%
5Y*
10Y*

RAYS.L

1D
-1.03%
1M
21.09%
YTD
41.92%
6M
47.18%
1Y
114.79%
3Y*
-2.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAYG.L vs. RAYS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
RAYG.L
Global X Solar UCITS ETF USD Accumulating
24.53%30.23%-27.04%-36.40%16.05%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
41.92%36.36%-36.34%-29.61%25.80%

Correlation

The correlation between RAYG.L and RAYS.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.77

The correlation between RAYG.L and RAYS.L has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

RAYG.L vs. RAYS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RAYG.L
RAYG.L Risk / Return Rank: 8484
Overall Rank
RAYG.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RAYG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
RAYG.L Omega Ratio Rank: 7575
Omega Ratio Rank
RAYG.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
RAYG.L Martin Ratio Rank: 8181
Martin Ratio Rank

RAYS.L
RAYS.L Risk / Return Rank: 9191
Overall Rank
RAYS.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8282
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9292
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.

RAYG.L vs. RAYS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Solar UCITS ETF USD Accumulating (RAYG.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.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.


RAYG.LRAYS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.44

1.50

-0.05

Calmar ratioReturn relative to maximum drawdown

6.32

9.60

-3.28

Martin ratioReturn relative to average drawdown

16.04

23.29

-7.25

RAYG.L vs. RAYS.L - Sharpe Ratio Comparison

The current RAYG.L Sharpe Ratio is 2.93, which is comparable to the RAYS.L Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of RAYG.L and RAYS.L, 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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Sharpe Ratios by Period


RAYG.LRAYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.93

3.48

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.10

0.00

Drawdowns

RAYG.L vs. RAYS.L - Drawdown Comparison

The maximum RAYG.L drawdown since its inception was -71.14%, roughly equal to the maximum RAYS.L drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for RAYG.L and RAYS.L.


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Drawdown Indicators


RAYG.LRAYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-73.42%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-11.90%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-58.12%

-64.82%

+6.70%

Current Drawdown

Current decline from peak

-40.76%

-31.51%

-9.25%

Average Drawdown

Average peak-to-trough decline

-42.80%

-41.70%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

4.91%

+0.81%

Volatility

RAYG.L vs. RAYS.L - Volatility Comparison

The current volatility for Global X Solar UCITS ETF USD Accumulating (RAYG.L) is 8.30%, while Invesco Solar Energy UCITS ETF Acc (RAYS.L) has a volatility of 12.28%. This indicates that RAYG.L experiences smaller price fluctuations and is considered to be less risky than RAYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAYG.LRAYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

12.28%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

21.44%

22.01%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

31.26%

32.96%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.58%

36.87%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.58%

36.87%

-4.29%

RAYG.L vs. RAYS.L - Expense Ratio Comparison

RAYG.L has a 0.50% expense ratio, which is lower than RAYS.L's 0.69% expense ratio.


Dividends

RAYG.L vs. RAYS.L - Dividend Comparison

Neither RAYG.L nor RAYS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RAYG.L and RAYS.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAYG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAYG.L is cheaper with a 0.50% expense ratio, compared with 0.69% for RAYS.L.

Both ETFs track S&P Global Clean Energy TR USD. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for RAYG.L and 0.69% for RAYS.L.

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