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

Performance

RAYS.L vs. RAYG.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 Global X Solar UCITS ETF USD Accumulating (RAYG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
RAYS.L
Invesco Solar Energy UCITS ETF Acc
14.75%36.36%-36.34%-29.61%25.80%
RAYG.L
Global X Solar UCITS ETF USD Accumulating
13.74%30.23%-27.04%-36.40%16.05%
Different Trading Currencies

RAYS.L is traded in GBp, while RAYG.L is traded in GBP. To make them comparable, the RAYG.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 14.75% return, which is significantly higher than RAYG.L's 13.74% return.


RAYS.L

1D
3.51%
1M
1.27%
YTD
14.75%
6M
27.14%
1Y
77.68%
3Y*
-12.31%
5Y*
10Y*

RAYG.L

1D
1.42%
1M
0.55%
YTD
13.74%
6M
17.72%
1Y
60.65%
3Y*
-11.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

RAYS.L vs. RAYG.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: 9292
Overall Rank
RAYS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8585
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9292
Martin Ratio Rank

RAYG.L
RAYG.L Risk / Return Rank: 8484
Overall Rank
RAYG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RAYG.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
RAYG.L Omega Ratio Rank: 7676
Omega Ratio Rank
RAYG.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
RAYG.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. RAYG.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 Global X Solar UCITS ETF USD Accumulating (RAYG.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.LRAYG.LDifference

Sharpe ratio

Return per unit of total volatility

2.20

1.83

+0.37

Sortino ratio

Return per unit of downside risk

2.83

2.44

+0.39

Omega ratio

Gain probability vs. loss probability

1.35

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

5.83

4.18

+1.65

Martin ratio

Return relative to average drawdown

14.10

9.37

+4.74

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

The current RAYS.L Sharpe Ratio is 2.20, which is comparable to the RAYG.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of RAYS.L and RAYG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RAYS.LRAYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.83

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.16

-0.06

Correlation

The correlation between RAYS.L and RAYG.L is 0.77, 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.


Dividends

RAYS.L vs. RAYG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

RAYS.L vs. RAYG.L - Drawdown Comparison

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


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Drawdown Indicators


RAYS.LRAYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.42%

-71.14%

-2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-14.48%

-0.80%

Current Drawdown

Current decline from peak

-44.62%

-45.90%

+1.28%

Average Drawdown

Average peak-to-trough decline

-41.72%

-42.74%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

6.46%

-1.04%

Volatility

RAYS.L vs. RAYG.L - Volatility Comparison

The current volatility for Invesco Solar Energy UCITS ETF Acc (RAYS.L) is 7.97%, while Global X Solar UCITS ETF USD Accumulating (RAYG.L) has a volatility of 10.12%. This indicates that RAYS.L experiences smaller price fluctuations and is considered to be less risky than RAYG.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.LRAYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

10.12%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

23.59%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

35.18%

33.09%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.88%

32.72%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.88%

32.72%

+4.16%