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RENW.L vs. HTWO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RENW.L vs. HTWO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Clean Energy UCITS ETF USD (Acc) (RENW.L) and L&G Hydrogen Economy UCITS ETF USD (Acc) (HTWO.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RENW.L achieves a 22.11% return, which is significantly lower than HTWO.L's 25.90% return.


RENW.L

1D
-1.07%
1M
-10.32%
6M
13.78%
YTD
22.11%
1Y
44.29%
3Y*
13.16%
5Y*
5.30%
10Y*

HTWO.L

1D
0.39%
1M
-14.21%
6M
11.54%
YTD
25.90%
1Y
53.68%
3Y*
12.22%
5Y*
-1.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RENW.L vs. HTWO.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RENW.L
L&G Clean Energy UCITS ETF USD (Acc)
22.11%51.27%-14.25%-8.27%-8.82%-16.14%
HTWO.L
L&G Hydrogen Economy UCITS ETF USD (Acc)
25.90%40.50%-8.00%-3.49%-37.13%-33.03%

Correlation

The correlation between RENW.L and HTWO.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2021

0.85

The correlation between RENW.L and HTWO.L has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

RENW.L vs. HTWO.L — Risk / Return Rank

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

RENW.L
RENW.L Risk / Return Rank: 6969
Overall Rank
RENW.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RENW.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
RENW.L Omega Ratio Rank: 6464
Omega Ratio Rank
RENW.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
RENW.L Martin Ratio Rank: 7171
Martin Ratio Rank

HTWO.L
HTWO.L Risk / Return Rank: 6262
Overall Rank
HTWO.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HTWO.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
HTWO.L Omega Ratio Rank: 6060
Omega Ratio Rank
HTWO.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTWO.L Martin Ratio Rank: 5454
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.L vs. HTWO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Clean Energy UCITS ETF USD (Acc) (RENW.L) and L&G Hydrogen Economy UCITS ETF USD (Acc) (HTWO.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RENW.LHTWO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

2.66

2.30

+0.36

Martin ratioReturn relative to average drawdown

9.46

6.91

+2.55

RENW.L vs. HTWO.L - Sharpe Ratio Comparison

The current RENW.L Sharpe Ratio is 1.70, which is comparable to the HTWO.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of RENW.L and HTWO.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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Drawdowns

RENW.L vs. HTWO.L - Drawdown Comparison

The maximum RENW.L drawdown since its inception was -48.58%, smaller than the maximum HTWO.L drawdown of -68.35%. Use the drawdown chart below to compare losses from any high point for RENW.L and HTWO.L.


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Drawdown Indicators


RENW.LHTWO.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-68.35%

+19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.56%

-23.23%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-32.23%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-59.35%

+15.58%

Current Drawdown

Current decline from peak

-16.56%

-33.88%

+17.32%

Average Drawdown

Average peak-to-trough decline

-23.61%

-48.83%

+25.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

7.74%

-3.07%

Volatility

RENW.L vs. HTWO.L - Volatility Comparison

The current volatility for L&G Clean Energy UCITS ETF USD (Acc) (RENW.L) is 8.97%, while L&G Hydrogen Economy UCITS ETF USD (Acc) (HTWO.L) has a volatility of 10.56%. This indicates that RENW.L experiences smaller price fluctuations and is considered to be less risky than HTWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RENW.LHTWO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

10.56%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

20.81%

23.62%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

25.96%

32.48%

-6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

29.27%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

29.37%

-4.39%

RENW.L vs. HTWO.L - Expense Ratio Comparison

Both RENW.L and HTWO.L have an expense ratio of 0.49%.


Dividends

RENW.L vs. HTWO.L - Dividend Comparison

Neither RENW.L nor HTWO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RENW.L and HTWO.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RENW.L and HTWO.L have the same expense ratio: 0.49% per year.

RENW.L tracks Solactive Clean Energy Index NTR, while HTWO.L tracks Solactive Hydrogen Economy Index NTR.

Portfolio Optimizer

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