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

Performance

RNRU.L vs. XSEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L). The values are adjusted to include any dividend payments, if applicable.

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RNRU.L vs. XSEN.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%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
32.75%1.87%6.67%-5.89%82.86%-4.01%
Different Trading Currencies

RNRU.L is traded in GBP, while XSEN.L is traded in GBp. To make them comparable, the XSEN.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 XSEN.L's 32.75% return.


RNRU.L

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

XSEN.L

1D
-6.77%
1M
4.50%
YTD
32.75%
6M
35.33%
1Y
25.73%
3Y*
13.28%
5Y*
24.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

RNRU.L has a 0.50% expense ratio, which is higher than XSEN.L's 0.12% expense ratio.


Return for Risk

RNRU.L vs. XSEN.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

XSEN.L
XSEN.L Risk / Return Rank: 5656
Overall Rank
XSEN.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XSEN.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XSEN.L Omega Ratio Rank: 5353
Omega Ratio Rank
XSEN.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XSEN.L Martin Ratio Rank: 4848
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. XSEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.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.LXSEN.LDifference

Sharpe ratio

Return per unit of total volatility

3.25

1.08

+2.17

Sortino ratio

Return per unit of downside risk

4.06

1.47

+2.59

Omega ratio

Gain probability vs. loss probability

1.55

1.21

+0.34

Calmar ratio

Return relative to maximum drawdown

7.14

1.96

+5.17

Martin ratio

Return relative to average drawdown

27.68

5.30

+22.38

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

The current RNRU.L Sharpe Ratio is 3.25, which is higher than the XSEN.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RNRU.L and XSEN.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.LXSEN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

1.08

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.36

-0.52

Correlation

The correlation between RNRU.L and XSEN.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RNRU.L vs. XSEN.L - Dividend Comparison

RNRU.L has not paid dividends to shareholders, while XSEN.L's dividend yield for the trailing twelve months is around 2.04%.


TTM2025202420232022202120202019
RNRU.L
Global X Renewable Energy Producers UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
2.04%2.70%2.70%3.24%3.69%3.27%7.11%2.78%

Drawdowns

RNRU.L vs. XSEN.L - Drawdown Comparison

The maximum RNRU.L drawdown since its inception was -53.53%, smaller than the maximum XSEN.L drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for RNRU.L and XSEN.L.


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Drawdown Indicators


RNRU.LXSEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.53%

-62.46%

+8.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-18.81%

+11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

Current Drawdown

Current decline from peak

-22.83%

-7.43%

-15.40%

Average Drawdown

Average peak-to-trough decline

-29.35%

-17.93%

-11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

4.79%

-2.84%

Volatility

RNRU.L vs. XSEN.L - Volatility Comparison

The current volatility for Global X Renewable Energy Producers UCITS ETF USD Accumulating (RNRU.L) is 4.65%, while Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a volatility of 10.13%. This indicates that RNRU.L experiences smaller price fluctuations and is considered to be less risky than XSEN.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.LXSEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

10.13%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

15.97%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

23.68%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

25.72%

-7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

29.32%

-10.93%