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RENW.DE vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RENW.DE vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Clean Energy UCITS ETF (RENW.DE) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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RENW.DE vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RENW.DE
L&G Clean Energy UCITS ETF
20.87%35.27%-9.64%-11.30%-3.32%1.09%18.53%
VPL
Vanguard FTSE Pacific ETF
12.07%16.92%8.39%12.12%-9.94%8.67%6.72%
Different Trading Currencies

RENW.DE is traded in EUR, while VPL is traded in USD. To make them comparable, the VPL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, RENW.DE achieves a 20.87% return, which is significantly higher than VPL's 12.07% return.


RENW.DE

1D
3.38%
1M
3.89%
YTD
20.87%
6M
29.61%
1Y
71.48%
3Y*
8.35%
5Y*
3.81%
10Y*

VPL

1D
1.99%
1M
-5.62%
YTD
12.07%
6M
17.90%
1Y
32.94%
3Y*
15.15%
5Y*
7.69%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RENW.DE vs. VPL - Expense Ratio Comparison

RENW.DE has a 0.49% expense ratio, which is higher than VPL's 0.08% expense ratio.


Return for Risk

RENW.DE vs. VPL — Risk / Return Rank

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

RENW.DE
RENW.DE Risk / Return Rank: 9797
Overall Rank
RENW.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RENW.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
RENW.DE Omega Ratio Rank: 9595
Omega Ratio Rank
RENW.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENW.DE Martin Ratio Rank: 9898
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9191
Calmar Ratio Rank
VPL 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.

RENW.DE vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Clean Energy UCITS ETF (RENW.DE) and Vanguard FTSE Pacific ETF (VPL). 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.


RENW.DEVPLDifference

Sharpe ratio

Return per unit of total volatility

2.88

1.63

+1.26

Sortino ratio

Return per unit of downside risk

3.47

2.17

+1.30

Omega ratio

Gain probability vs. loss probability

1.48

1.34

+0.14

Calmar ratio

Return relative to maximum drawdown

6.94

2.86

+4.09

Martin ratio

Return relative to average drawdown

27.27

10.70

+16.57

RENW.DE vs. VPL - Sharpe Ratio Comparison

The current RENW.DE Sharpe Ratio is 2.88, which is higher than the VPL Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of RENW.DE and VPL, 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


RENW.DEVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

1.63

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.51

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.29

+0.06

Correlation

The correlation between RENW.DE and VPL is 0.47, 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

RENW.DE vs. VPL - Dividend Comparison

RENW.DE has not paid dividends to shareholders, while VPL's dividend yield for the trailing twelve months is around 3.22%.


TTM20252024202320222021202020192018201720162015
RENW.DE
L&G Clean Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPL
Vanguard FTSE Pacific ETF
3.22%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

RENW.DE vs. VPL - Drawdown Comparison

The maximum RENW.DE drawdown since its inception was -43.93%, smaller than the maximum VPL drawdown of -50.09%. Use the drawdown chart below to compare losses from any high point for RENW.DE and VPL.


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Drawdown Indicators


RENW.DEVPLDifference

Max Drawdown

Largest peak-to-trough decline

-43.93%

-55.49%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-13.33%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-42.30%

-31.09%

-11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

0.00%

-8.40%

+8.40%

Average Drawdown

Average peak-to-trough decline

-17.85%

-11.71%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.29%

-0.70%

Volatility

RENW.DE vs. VPL - Volatility Comparison

The current volatility for L&G Clean Energy UCITS ETF (RENW.DE) is 8.04%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 8.72%. This indicates that RENW.DE experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RENW.DEVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

8.72%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

13.83%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

20.34%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

15.16%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.39%

16.59%

+5.80%