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RENG.L vs. EEUD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RENG.L vs. EEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Clean Energy UCITS ETF (RENG.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L). The values are adjusted to include any dividend payments, if applicable.

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RENG.L vs. EEUD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RENG.L
L&G Clean Energy UCITS ETF
17.62%40.21%-12.86%-13.13%2.03%-6.20%19.80%
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
-1.13%23.28%3.38%13.27%-6.77%17.17%3.25%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, RENG.L achieves a 17.62% return, which is significantly higher than EEUD.L's -1.13% return.


RENG.L

1D
1.14%
1M
-0.07%
YTD
17.62%
6M
28.42%
1Y
75.56%
3Y*
6.72%
5Y*
3.75%
10Y*

EEUD.L

1D
0.97%
1M
-9.11%
YTD
-1.13%
6M
5.38%
1Y
16.06%
3Y*
10.17%
5Y*
8.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RENG.L vs. EEUD.L - Expense Ratio Comparison

RENG.L has a 0.49% expense ratio, which is higher than EEUD.L's 0.12% expense ratio.


Return for Risk

RENG.L vs. EEUD.L — Risk / Return Rank

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

RENG.L
RENG.L Risk / Return Rank: 9797
Overall Rank
RENG.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RENG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RENG.L Omega Ratio Rank: 9696
Omega Ratio Rank
RENG.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENG.L Martin Ratio Rank: 9898
Martin Ratio Rank

EEUD.L
EEUD.L Risk / Return Rank: 5959
Overall Rank
EEUD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EEUD.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
EEUD.L Omega Ratio Rank: 6363
Omega Ratio Rank
EEUD.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
EEUD.L Martin Ratio Rank: 5252
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.

RENG.L vs. EEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Clean Energy UCITS ETF (RENG.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.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.


RENG.LEEUD.LDifference

Sharpe ratio

Return per unit of total volatility

3.25

1.15

+2.10

Sortino ratio

Return per unit of downside risk

3.77

1.53

+2.24

Omega ratio

Gain probability vs. loss probability

1.52

1.23

+0.29

Calmar ratio

Return relative to maximum drawdown

6.95

1.36

+5.59

Martin ratio

Return relative to average drawdown

24.95

5.02

+19.93

RENG.L vs. EEUD.L - Sharpe Ratio Comparison

The current RENG.L Sharpe Ratio is 3.25, which is higher than the EEUD.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of RENG.L and EEUD.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


RENG.LEEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

1.15

+2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.63

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.57

-0.26

Correlation

The correlation between RENG.L and EEUD.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RENG.L vs. EEUD.L - Dividend Comparison

RENG.L has not paid dividends to shareholders, while EEUD.L's dividend yield for the trailing twelve months is around 2.57%.


TTM2025202420232022202120202019
RENG.L
L&G Clean Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
2.57%2.54%2.94%2.76%2.92%2.30%1.92%2.72%

Drawdowns

RENG.L vs. EEUD.L - Drawdown Comparison

The maximum RENG.L drawdown since its inception was -45.48%, which is greater than EEUD.L's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for RENG.L and EEUD.L.


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Drawdown Indicators


RENG.LEEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.48%

-27.37%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-11.10%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-40.27%

-18.30%

-21.97%

Current Drawdown

Current decline from peak

-2.38%

-9.11%

+6.73%

Average Drawdown

Average peak-to-trough decline

-21.27%

-4.06%

-17.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.00%

-0.06%

Volatility

RENG.L vs. EEUD.L - Volatility Comparison

L&G Clean Energy UCITS ETF (RENG.L) has a higher volatility of 8.33% compared to iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) at 6.33%. This indicates that RENG.L's price experiences larger fluctuations and is considered to be riskier than EEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RENG.LEEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

6.33%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.40%

9.20%

+8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

13.97%

+9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.69%

13.81%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

15.64%

+6.56%