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RNRG.L vs. RAYZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNRG.L vs. RAYZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Renewable Energy Producers UCITS ETF USD (Acc) (RNRG.L) and Global X Solar UCITS ETF USD (Acc) (RAYZ.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, RNRG.L achieves a 8.41% return, which is significantly higher than RAYZ.L's -11.74% return.


RNRG.L

1D
-0.39%
1M
-3.01%
6M
3.78%
YTD
8.41%
1Y
26.13%
3Y*
1.38%
5Y*
10Y*

RAYZ.L

1D
-2.79%
1M
-21.34%
6M
-17.20%
YTD
-11.74%
1Y
19.58%
3Y*
-13.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNRG.L vs. RAYZ.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
RNRG.L
Global X Renewable Energy Producers UCITS ETF USD (Acc)
8.41%34.05%-23.00%-14.97%-1.08%
RAYZ.L
Global X Solar UCITS ETF USD (Acc)
-11.74%39.95%-28.16%-32.65%4.13%

Correlation

The correlation between RNRG.L and RAYZ.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.56

The correlation between RNRG.L and RAYZ.L has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

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Return for Risk

RNRG.L vs. RAYZ.L — Risk / Return Rank

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

RNRG.L
RNRG.L Risk / Return Rank: 5252
Overall Rank
RNRG.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RNRG.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
RNRG.L Omega Ratio Rank: 4949
Omega Ratio Rank
RNRG.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
RNRG.L Martin Ratio Rank: 5050
Martin Ratio Rank

RAYZ.L
RAYZ.L Risk / Return Rank: 2222
Overall Rank
RAYZ.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RAYZ.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
RAYZ.L Omega Ratio Rank: 2222
Omega Ratio Rank
RAYZ.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
RAYZ.L Martin Ratio Rank: 2424
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.

RNRG.L vs. RAYZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Renewable Energy Producers UCITS ETF USD (Acc) (RNRG.L) and Global X Solar UCITS ETF USD (Acc) (RAYZ.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.


RNRG.LRAYZ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.24

1.12

+0.12

Calmar ratioReturn relative to maximum drawdown

1.84

0.61

+1.23

Martin ratioReturn relative to average drawdown

6.25

2.18

+4.07

RNRG.L vs. RAYZ.L - Sharpe Ratio Comparison

The current RNRG.L Sharpe Ratio is 1.43, which is higher than the RAYZ.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of RNRG.L and RAYZ.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

RNRG.L vs. RAYZ.L - Drawdown Comparison

The maximum RNRG.L drawdown since its inception was -51.14%, smaller than the maximum RAYZ.L drawdown of -69.13%. Use the drawdown chart below to compare losses from any high point for RNRG.L and RAYZ.L.


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Drawdown Indicators


RNRG.LRAYZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.14%

-69.13%

+17.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-31.77%

+17.66%

Max Drawdown (3Y)

Largest decline over 3 years

-37.17%

-56.80%

+19.63%

Current Drawdown

Current decline from peak

-19.88%

-52.81%

+32.93%

Average Drawdown

Average peak-to-trough decline

-26.53%

-40.53%

+14.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

8.98%

-4.81%

Volatility

RNRG.L vs. RAYZ.L - Volatility Comparison

The current volatility for Global X Renewable Energy Producers UCITS ETF USD (Acc) (RNRG.L) is 4.77%, while Global X Solar UCITS ETF USD (Acc) (RAYZ.L) has a volatility of 11.58%. This indicates that RNRG.L experiences smaller price fluctuations and is considered to be less risky than RAYZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNRG.LRAYZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

11.58%

-6.81%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

25.75%

-11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

34.35%

-16.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

34.25%

-12.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.44%

34.25%

-12.81%

RNRG.L vs. RAYZ.L - Expense Ratio Comparison

Both RNRG.L and RAYZ.L have an expense ratio of 0.50%.


Dividends

RNRG.L vs. RAYZ.L - Dividend Comparison

Neither RNRG.L nor RAYZ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RNRG.L and RAYZ.L have a correlation of 0.52, 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 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RNRG.L and RAYZ.L have the same expense ratio: 0.50% per year.

RNRG.L tracks Indxx Renewable Energy Producers v2 Index, while RAYZ.L tracks Solactive Solar v2 Index.

Portfolio Optimizer

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