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RNRU.L vs. RENG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNRU.L vs. RENG.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 L&G Clean Energy UCITS ETF (RENG.L). The values are adjusted to include any dividend payments, if applicable.

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RNRU.L vs. RENG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RNRU.L
Global X Renewable Energy Producers UCITS ETF USD Accumulating
15.52%24.83%-21.90%-19.50%-0.25%-2.90%
RENG.L
L&G Clean Energy UCITS ETF
21.08%40.21%-12.86%-13.13%2.03%-3.11%
Different Trading Currencies

RNRU.L is traded in GBP, while RENG.L is traded in GBp. To make them comparable, the RENG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, RNRU.L achieves a 15.52% return, which is significantly lower than RENG.L's 21.08% return.


RNRU.L

1D
1.00%
1M
3.23%
YTD
15.52%
6M
22.18%
1Y
54.96%
3Y*
0.04%
5Y*
10Y*

RENG.L

1D
2.94%
1M
2.88%
YTD
21.08%
6M
30.29%
1Y
78.42%
3Y*
7.75%
5Y*
4.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

RNRU.L has a 0.50% expense ratio, which is higher than RENG.L's 0.49% expense ratio.


Return for Risk

RNRU.L vs. RENG.L — Risk / Return Rank

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

RNRU.L
RNRU.L Risk / Return Rank: 9898
Overall Rank
RNRU.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RNRU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
RNRU.L Omega Ratio Rank: 9797
Omega Ratio Rank
RNRU.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RNRU.L Martin Ratio Rank: 9898
Martin Ratio Rank

RENG.L
RENG.L Risk / Return Rank: 9898
Overall Rank
RENG.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RENG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RENG.L Omega Ratio Rank: 9696
Omega Ratio Rank
RENG.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENG.L Martin Ratio Rank: 9898
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.

RNRU.L vs. RENG.L - Risk-Adjusted Trends Comparison

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


RNRU.LRENG.LDifference

Sharpe ratio

Return per unit of total volatility

3.25

3.35

-0.10

Sortino ratio

Return per unit of downside risk

4.06

3.88

+0.18

Omega ratio

Gain probability vs. loss probability

1.55

1.54

+0.02

Calmar ratio

Return relative to maximum drawdown

7.14

8.79

-1.65

Martin ratio

Return relative to average drawdown

27.68

29.02

-1.35

RNRU.L vs. RENG.L - Sharpe Ratio Comparison

The current RNRU.L Sharpe Ratio is 3.25, which is comparable to the RENG.L Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of RNRU.L and RENG.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.


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Sharpe Ratios by Period


RNRU.LRENG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

3.35

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.34

-0.50

Correlation

The correlation between RNRU.L and RENG.L is 0.74, 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.


Dividends

RNRU.L vs. RENG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

RNRU.L vs. RENG.L - Drawdown Comparison

The maximum RNRU.L drawdown since its inception was -53.53%, which is greater than RENG.L's maximum drawdown of -45.48%. Use the drawdown chart below to compare losses from any high point for RNRU.L and RENG.L.


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Drawdown Indicators


RNRU.LRENG.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.53%

-45.48%

-8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-10.56%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-40.27%

Current Drawdown

Current decline from peak

-22.83%

0.00%

-22.83%

Average Drawdown

Average peak-to-trough decline

-29.35%

-21.25%

-8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.68%

-0.73%

Volatility

RNRU.L vs. RENG.L - Volatility Comparison

The current volatility for Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L) is 4.65%, while L&G Clean Energy UCITS ETF (RENG.L) has a volatility of 7.29%. This indicates that RNRU.L experiences smaller price fluctuations and is considered to be less risky than RENG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNRU.LRENG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

7.29%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

17.56%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

23.28%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

21.73%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

22.22%

-3.83%