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

Performance

RAYS.L vs. EYED.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Solar Energy UCITS ETF Acc (RAYS.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, RAYS.L achieves a 39.17% return, which is significantly higher than EYED.L's 34.28% return.


RAYS.L

1D
-1.94%
1M
15.83%
YTD
39.17%
6M
42.81%
1Y
107.94%
3Y*
-3.85%
5Y*
10Y*

EYED.L

1D
-1.18%
1M
-2.75%
YTD
34.28%
6M
30.34%
1Y
58.34%
3Y*
17.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
RAYS.L
Invesco Solar Energy UCITS ETF Acc
39.17%36.36%-36.34%-29.61%-7.01%
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
34.28%20.20%-10.02%5.93%5.36%

Correlation

The correlation between RAYS.L and EYED.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2022

0.18

The correlation between RAYS.L and EYED.L shifts across timeframes, from -0.10 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

RAYS.L
RAYS.L Risk / Return Rank: 8989
Overall Rank
RAYS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8080
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9191
Martin Ratio Rank

EYED.L
EYED.L Risk / Return Rank: 7878
Overall Rank
EYED.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EYED.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
EYED.L Omega Ratio Rank: 7777
Omega Ratio Rank
EYED.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
EYED.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar Energy UCITS ETF Acc (RAYS.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.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.


RAYS.LEYED.LDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.47

1.45

+0.02

Calmar ratioReturn relative to maximum drawdown

9.02

4.79

+4.24

Martin ratioReturn relative to average drawdown

21.84

14.52

+7.32

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

The current RAYS.L Sharpe Ratio is 3.27, which is comparable to the EYED.L Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of RAYS.L and EYED.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


RAYS.LEYED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.27

2.60

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.67

-0.78

Drawdowns

RAYS.L vs. EYED.L - Drawdown Comparison

The maximum RAYS.L drawdown since its inception was -73.42%, which is greater than EYED.L's maximum drawdown of -25.34%. Use the drawdown chart below to compare losses from any high point for RAYS.L and EYED.L.


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Drawdown Indicators


RAYS.LEYED.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.42%

-25.34%

-48.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.12%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-64.74%

-25.34%

-39.40%

Current Drawdown

Current decline from peak

-32.84%

-7.53%

-25.31%

Average Drawdown

Average peak-to-trough decline

-41.69%

-8.26%

-33.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

4.01%

+0.92%

Volatility

RAYS.L vs. EYED.L - Volatility Comparison

Invesco Solar Energy UCITS ETF Acc (RAYS.L) has a higher volatility of 12.48% compared to iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) at 8.43%. This indicates that RAYS.L's price experiences larger fluctuations and is considered to be riskier than EYED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAYS.LEYED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.48%

8.43%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

18.97%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

32.89%

22.35%

+10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.87%

21.02%

+15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.87%

21.02%

+15.85%

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

RAYS.L has a 0.69% expense ratio, which is higher than EYED.L's 0.18% expense ratio.


Dividends

RAYS.L vs. EYED.L - Dividend Comparison

RAYS.L has not paid dividends to shareholders, while EYED.L's dividend yield for the trailing twelve months is around 3.87%.


PositionTTM202520242023
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
3.87%5.09%5.79%5.09%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


RAYS.L and EYED.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EYED.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EYED.L is cheaper with a 0.18% expense ratio, compared with 0.69% for RAYS.L.

RAYS.L tracks S&P Global Clean Energy TR USD, while EYED.L tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.69% for RAYS.L and 0.18% for EYED.L.

Portfolio Optimizer

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