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RNRG vs. BILZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNRG vs. BILZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Funds Global X Renewable Energy Producers ETF (RNRG) and PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). 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 achieves a 9.61% return, which is significantly higher than BILZ's 1.64% return.


RNRG

1D
0.88%
1M
-3.89%
YTD
9.61%
6M
10.89%
1Y
30.64%
3Y*
2.19%
5Y*
-4.43%
10Y*
3.99%

BILZ

1D
0.00%
1M
0.25%
YTD
1.64%
6M
1.75%
1Y
3.89%
3Y*
4.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNRG vs. BILZ - Yearly Performance Comparison


2026 (YTD)202520242023
RNRG
Global X Funds Global X Renewable Energy Producers ETF
9.61%29.61%-22.00%-6.31%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
1.64%4.21%5.25%2.87%

Correlation

The correlation between RNRG and BILZ is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

-0.08

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Return for Risk

RNRG vs. BILZ — Risk / Return Rank

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

RNRG
RNRG Risk / Return Rank: 6262
Overall Rank
RNRG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RNRG Sortino Ratio Rank: 5757
Sortino Ratio Rank
RNRG Omega Ratio Rank: 5353
Omega Ratio Rank
RNRG Calmar Ratio Rank: 7070
Calmar Ratio Rank
RNRG Martin Ratio Rank: 6969
Martin Ratio Rank

BILZ
BILZ Risk / Return Rank: 100100
Overall Rank
BILZ Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BILZ Sortino Ratio Rank: 100100
Sortino Ratio Rank
BILZ Omega Ratio Rank: 100100
Omega Ratio Rank
BILZ Calmar Ratio Rank: 100100
Calmar Ratio Rank
BILZ Martin Ratio Rank: 100100
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 vs. BILZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Funds Global X Renewable Energy Producers ETF (RNRG) and PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). 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.


RNRGBILZDifference
Sharpe ratioReturn per unit of total volatility

-16.78

Sortino ratioReturn per unit of downside risk

-116.07

Omega ratioGain probability vs. loss probability

1.32

47.43

-46.11

Calmar ratioReturn relative to maximum drawdown

3.42

197.44

-194.02

Martin ratioReturn relative to average drawdown

12.29

1,898.07

-1,885.79

RNRG vs. BILZ - Sharpe Ratio Comparison

The current RNRG Sharpe Ratio is 1.92, which is lower than the BILZ Sharpe Ratio of 18.70. The chart below compares the historical Sharpe Ratios of RNRG and BILZ, 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 vs. BILZ - Drawdown Comparison

The maximum RNRG drawdown since its inception was -58.79%, which is greater than BILZ's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for RNRG and BILZ.


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Drawdown Indicators


RNRGBILZDifference

Max Drawdown

Largest peak-to-trough decline

-58.79%

-0.52%

-58.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-0.02%

-8.98%

Max Drawdown (3Y)

Largest decline over 3 years

-35.23%

-0.17%

-35.06%

Max Drawdown (5Y)

Largest decline over 5 years

-52.17%

Max Drawdown (10Y)

Largest decline over 10 years

-58.79%

Current Drawdown

Current decline from peak

-35.14%

0.00%

-35.14%

Average Drawdown

Average peak-to-trough decline

-24.48%

-0.01%

-24.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.00%

+2.50%

Volatility

RNRG vs. BILZ - Volatility Comparison

Global X Funds Global X Renewable Energy Producers ETF (RNRG) has a higher volatility of 5.92% compared to PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) at 0.07%. This indicates that RNRG's price experiences larger fluctuations and is considered to be riskier than BILZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNRGBILZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

0.07%

+5.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

0.14%

+12.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

0.21%

+15.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

0.52%

+19.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

0.52%

+19.15%

RNRG vs. BILZ - Expense Ratio Comparison

RNRG has a 0.65% expense ratio, which is higher than BILZ's 0.14% expense ratio.


Dividends

RNRG vs. BILZ - Dividend Comparison

RNRG's dividend yield for the trailing twelve months is around 1.37%, less than BILZ's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
4.07%4.19%4.95%2.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RNRG
Global X Funds Global X Renewable Energy Producers ETF
1.37%1.50%1.48%1.44%1.15%1.10%3.16%2.97%5.22%4.14%5.02%3.48%

Frequently Asked Questions


RNRG and BILZ have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNRG has higher volatility (5.92%) compared to BILZ (0.07%). In terms of maximum drawdown, RNRG dropped -58.79% vs BILZ's -0.52%.

On 3-year performance, BILZ leads with 4.67% vs 2.19% for RNRG. On fees, BILZ is cheaper at 0.14% per year. On volatility, BILZ has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BILZ has performed better with a 4.67% return vs 2.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BILZ is cheaper with a 0.14% expense ratio, compared with 0.65% for RNRG.

BILZ has the higher dividend yield at 4.07%, compared with 1.37% for RNRG.

RNRG is categorized as Alternative Energy Equities, while BILZ is Ultrashort Bond. They also come from different issuers: Global X and PIMCO. Their fees differ too: 0.65% for RNRG and 0.14% for BILZ.

BILZ currently has the higher Sharpe Ratio (18.70 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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