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RNWZ vs. INFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNWZ vs. INFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) and ClearBridge Sustainable Infrastructure ETF (INFR). The values are adjusted to include any dividend payments, if applicable.

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RNWZ vs. INFR - Yearly Performance Comparison


2026 (YTD)2025202420232022
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
16.02%36.33%-7.36%-3.89%0.93%
INFR
ClearBridge Sustainable Infrastructure ETF
1.41%24.00%-6.23%5.20%-0.19%

Returns By Period

In the year-to-date period, RNWZ achieves a 16.02% return, which is significantly higher than INFR's 1.41% return.


RNWZ

1D
2.24%
1M
0.71%
YTD
16.02%
6M
25.57%
1Y
47.86%
3Y*
12.20%
5Y*
10Y*

INFR

1D
0.00%
1M
0.00%
YTD
1.41%
6M
6.28%
1Y
17.50%
3Y*
5.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RNWZ vs. INFR - Expense Ratio Comparison

RNWZ has a 0.75% expense ratio, which is higher than INFR's 0.59% expense ratio.


Return for Risk

RNWZ vs. INFR — Risk / Return Rank

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

RNWZ
RNWZ Risk / Return Rank: 9797
Overall Rank
RNWZ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RNWZ Sortino Ratio Rank: 9797
Sortino Ratio Rank
RNWZ Omega Ratio Rank: 9797
Omega Ratio Rank
RNWZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
RNWZ Martin Ratio Rank: 9797
Martin Ratio Rank

INFR
INFR Risk / Return Rank: 7878
Overall Rank
INFR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
INFR Sortino Ratio Rank: 7272
Sortino Ratio Rank
INFR Omega Ratio Rank: 7676
Omega Ratio Rank
INFR Calmar Ratio Rank: 8585
Calmar Ratio Rank
INFR Martin Ratio Rank: 8585
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.

RNWZ vs. INFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) and ClearBridge Sustainable Infrastructure ETF (INFR). 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.


RNWZINFRDifference

Sharpe ratio

Return per unit of total volatility

2.85

1.26

+1.59

Sortino ratio

Return per unit of downside risk

3.65

1.81

+1.84

Omega ratio

Gain probability vs. loss probability

1.54

1.29

+0.25

Calmar ratio

Return relative to maximum drawdown

4.79

2.51

+2.28

Martin ratio

Return relative to average drawdown

19.98

9.89

+10.09

RNWZ vs. INFR - Sharpe Ratio Comparison

The current RNWZ Sharpe Ratio is 2.85, which is higher than the INFR Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RNWZ and INFR, 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


RNWZINFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.26

+1.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.47

+0.18

Correlation

The correlation between RNWZ and INFR 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.


Dividends

RNWZ vs. INFR - Dividend Comparison

RNWZ's dividend yield for the trailing twelve months is around 1.93%, less than INFR's 2.49% yield.


TTM2025202420232022
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
1.93%2.12%2.36%3.87%0.01%
INFR
ClearBridge Sustainable Infrastructure ETF
2.49%2.52%2.36%3.06%0.00%

Drawdowns

RNWZ vs. INFR - Drawdown Comparison

The maximum RNWZ drawdown since its inception was -24.90%, which is greater than INFR's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for RNWZ and INFR.


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Drawdown Indicators


RNWZINFRDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-19.28%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-8.93%

-1.05%

Current Drawdown

Current decline from peak

0.00%

-0.70%

+0.70%

Average Drawdown

Average peak-to-trough decline

-7.44%

-5.16%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.27%

+0.13%

Volatility

RNWZ vs. INFR - Volatility Comparison

TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) has a higher volatility of 6.69% compared to ClearBridge Sustainable Infrastructure ETF (INFR) at 0.00%. This indicates that RNWZ's price experiences larger fluctuations and is considered to be riskier than INFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNWZINFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

0.00%

+6.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

5.26%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

14.68%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

14.64%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

14.64%

+2.24%