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RENW.L vs. LUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RENW.L vs. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RENW.L is traded in USD, while LUK2.L is traded in GBp. To make them comparable, the LUK2.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RENW.L achieves a 22.11% return, which is significantly higher than LUK2.L's 12.79% 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*

LUK2.L

1D
0.46%
1M
2.55%
6M
7.10%
YTD
12.79%
1Y
36.40%
3Y*
25.34%
5Y*
16.78%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RENW.L vs. LUK2.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RENW.L
L&G Clean Energy UCITS ETF USD (Acc)
22.11%51.27%-14.25%-8.27%-8.82%-7.46%24.52%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
12.79%54.57%7.98%12.21%-7.34%33.53%8.30%

Correlation

The correlation between RENW.L and LUK2.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.57

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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2020

0.59

The correlation between RENW.L and LUK2.L shifts across timeframes, from 0.49 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RENW.L vs. LUK2.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

LUK2.L
LUK2.L Risk / Return Rank: 5757
Overall Rank
LUK2.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 6464
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4646
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. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.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.LLUK2.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.66

1.92

+0.74

Martin ratioReturn relative to average drawdown

9.46

5.46

+4.01

RENW.L vs. LUK2.L - Sharpe Ratio Comparison

The current RENW.L Sharpe Ratio is 1.70, which is comparable to the LUK2.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of RENW.L and LUK2.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. LUK2.L - Drawdown Comparison

The maximum RENW.L drawdown since its inception was -48.58%, smaller than the maximum LUK2.L drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for RENW.L and LUK2.L.


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Drawdown Indicators


RENW.LLUK2.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-64.37%

+15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.56%

-18.89%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-25.12%

-7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-34.17%

-9.60%

Max Drawdown (10Y)

Largest decline over 10 years

-64.37%

Current Drawdown

Current decline from peak

-16.56%

-6.38%

-10.18%

Average Drawdown

Average peak-to-trough decline

-23.61%

-13.04%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

6.65%

-1.98%

Volatility

RENW.L vs. LUK2.L - Volatility Comparison

L&G Clean Energy UCITS ETF USD (Acc) (RENW.L) has a higher volatility of 8.97% compared to L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L) at 5.99%. This indicates that RENW.L's price experiences larger fluctuations and is considered to be riskier than LUK2.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.LLUK2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

5.99%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.81%

20.97%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.96%

24.17%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

28.28%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

31.33%

-6.35%

RENW.L vs. LUK2.L - Expense Ratio Comparison

RENW.L has a 0.49% expense ratio, which is lower than LUK2.L's 0.50% expense ratio.


Dividends

RENW.L vs. LUK2.L - Dividend Comparison

Neither RENW.L nor LUK2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RENW.L and LUK2.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RENW.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RENW.L is cheaper with a 0.49% expense ratio, compared with 0.50% for LUK2.L.

RENW.L is categorized as Alternative Energy Equities, while LUK2.L is Leveraged Equities. RENW.L tracks Solactive Clean Energy Index NTR, while LUK2.L tracks FTSE 100 Daily Leveraged Index. Their fees differ too: 0.49% for RENW.L and 0.50% for LUK2.L.

Portfolio Optimizer

Find the right allocation for RENW.L and LUK2.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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