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RNRU.L vs. GCLX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RNRU.L and GCLX.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

RNRU.L vs. GCLX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L) and Invesco Global Clean Energy UCITS ETF Acc (GCLX.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-19.03%
-10.39%
RNRU.L
GCLX.L

Key characteristics

Sharpe Ratio

RNRU.L:

-0.86

GCLX.L:

-0.62

Sortino Ratio

RNRU.L:

-1.12

GCLX.L:

-0.75

Omega Ratio

RNRU.L:

0.87

GCLX.L:

0.91

Calmar Ratio

RNRU.L:

-0.30

GCLX.L:

-0.22

Martin Ratio

RNRU.L:

-1.46

GCLX.L:

-1.06

Ulcer Index

RNRU.L:

10.05%

GCLX.L:

12.73%

Daily Std Dev

RNRU.L:

16.92%

GCLX.L:

21.59%

Max Drawdown

RNRU.L:

-48.99%

GCLX.L:

-62.11%

Current Drawdown

RNRU.L:

-48.71%

GCLX.L:

-60.57%

Returns By Period

In the year-to-date period, RNRU.L achieves a -4.16% return, which is significantly lower than GCLX.L's 0.27% return.


RNRU.L

YTD

-4.16%

1M

-5.38%

6M

-16.34%

1Y

-14.68%

5Y*

N/A

10Y*

N/A

GCLX.L

YTD

0.27%

1M

-2.98%

6M

-7.42%

1Y

-14.80%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RNRU.L vs. GCLX.L - Expense Ratio Comparison

RNRU.L has a 0.50% expense ratio, which is lower than GCLX.L's 0.60% expense ratio.


GCLX.L
Invesco Global Clean Energy UCITS ETF Acc
Expense ratio chart for GCLX.L: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for RNRU.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

RNRU.L vs. GCLX.L — Risk-Adjusted Performance Rank

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

RNRU.L
The Risk-Adjusted Performance Rank of RNRU.L is 11
Overall Rank
The Sharpe Ratio Rank of RNRU.L is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of RNRU.L is 11
Sortino Ratio Rank
The Omega Ratio Rank of RNRU.L is 11
Omega Ratio Rank
The Calmar Ratio Rank of RNRU.L is 22
Calmar Ratio Rank
The Martin Ratio Rank of RNRU.L is 11
Martin Ratio Rank

GCLX.L
The Risk-Adjusted Performance Rank of GCLX.L is 22
Overall Rank
The Sharpe Ratio Rank of GCLX.L is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of GCLX.L is 22
Sortino Ratio Rank
The Omega Ratio Rank of GCLX.L is 22
Omega Ratio Rank
The Calmar Ratio Rank of GCLX.L is 33
Calmar Ratio Rank
The Martin Ratio Rank of GCLX.L is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RNRU.L vs. GCLX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L) and Invesco Global Clean Energy UCITS ETF Acc (GCLX.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.


Sharpe ratio
The chart of Sharpe ratio for RNRU.L, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.57
The chart of Sortino ratio for RNRU.L, currently valued at -0.98, compared to the broader market0.005.0010.00-0.98-0.66
The chart of Omega ratio for RNRU.L, currently valued at 0.88, compared to the broader market0.501.001.502.002.503.000.880.92
The chart of Calmar ratio for RNRU.L, currently valued at -0.31, compared to the broader market0.005.0010.0015.0020.00-0.31-0.23
The chart of Martin ratio for RNRU.L, currently valued at -1.26, compared to the broader market0.0020.0040.0060.0080.00100.00-1.26-1.05
RNRU.L
GCLX.L

The current RNRU.L Sharpe Ratio is -0.86, which is lower than the GCLX.L Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of RNRU.L and GCLX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.78
-0.57
RNRU.L
GCLX.L

Dividends

RNRU.L vs. GCLX.L - Dividend Comparison

Neither RNRU.L nor GCLX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RNRU.L vs. GCLX.L - Drawdown Comparison

The maximum RNRU.L drawdown since its inception was -48.99%, smaller than the maximum GCLX.L drawdown of -62.11%. Use the drawdown chart below to compare losses from any high point for RNRU.L and GCLX.L. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-46.84%
-56.64%
RNRU.L
GCLX.L

Volatility

RNRU.L vs. GCLX.L - Volatility Comparison

The current volatility for Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L) is 4.58%, while Invesco Global Clean Energy UCITS ETF Acc (GCLX.L) has a volatility of 6.84%. This indicates that RNRU.L experiences smaller price fluctuations and is considered to be less risky than GCLX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.58%
6.84%
RNRU.L
GCLX.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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