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S0LR.DE vs. EXH1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S0LR.DE vs. EXH1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Solar Energy UCITS ETF Acc (S0LR.DE) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S0LR.DE achieves a 39.14% return, which is significantly higher than EXH1.DE's 32.64% return.


S0LR.DE

1D
-2.10%
1M
15.39%
YTD
39.14%
6M
44.58%
1Y
102.95%
3Y*
-3.99%
5Y*
10Y*

EXH1.DE

1D
-0.74%
1M
-4.62%
YTD
32.64%
6M
30.47%
1Y
55.62%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S0LR.DE vs. EXH1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
S0LR.DE
Invesco Solar Energy UCITS ETF Acc
39.14%31.50%-33.95%-27.80%1.22%-8.13%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%7.61%29.31%9.87%

Correlation

The correlation between S0LR.DE and EXH1.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.28

Over the past year, the correlation between S0LR.DE and EXH1.DE has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

S0LR.DE vs. EXH1.DE — Risk / Return Rank

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

S0LR.DE
S0LR.DE Risk / Return Rank: 8787
Overall Rank
S0LR.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
S0LR.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
S0LR.DE Omega Ratio Rank: 7676
Omega Ratio Rank
S0LR.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
S0LR.DE Martin Ratio Rank: 9191
Martin Ratio Rank

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
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.

S0LR.DE vs. EXH1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar Energy UCITS ETF Acc (S0LR.DE) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). 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.


S0LR.DEEXH1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.44

1.52

-0.08

Calmar ratioReturn relative to maximum drawdown

8.71

8.05

+0.66

Martin ratioReturn relative to average drawdown

21.79

26.11

-4.32

S0LR.DE vs. EXH1.DE - Sharpe Ratio Comparison

The current S0LR.DE Sharpe Ratio is 3.02, which is comparable to the EXH1.DE Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of S0LR.DE and EXH1.DE, 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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Sharpe Ratios by Period


S0LR.DEEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

3.05

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.25

-0.36

Drawdowns

S0LR.DE vs. EXH1.DE - Drawdown Comparison

The maximum S0LR.DE drawdown since its inception was -73.43%, which is greater than EXH1.DE's maximum drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for S0LR.DE and EXH1.DE.


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Drawdown Indicators


S0LR.DEEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.43%

-55.76%

-17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-6.87%

-4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-65.01%

-20.96%

-44.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-32.82%

-4.62%

-28.20%

Average Drawdown

Average peak-to-trough decline

-39.70%

-13.64%

-26.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

2.12%

+2.59%

Volatility

S0LR.DE vs. EXH1.DE - Volatility Comparison

Invesco Solar Energy UCITS ETF Acc (S0LR.DE) has a higher volatility of 12.56% compared to iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) at 5.94%. This indicates that S0LR.DE's price experiences larger fluctuations and is considered to be riskier than EXH1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S0LR.DEEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

5.94%

+6.62%

Volatility (6M)

Calculated over the trailing 6-month period

23.50%

14.85%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

33.92%

18.20%

+15.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.23%

21.63%

+14.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.23%

24.08%

+12.15%

S0LR.DE vs. EXH1.DE - Expense Ratio Comparison

S0LR.DE has a 0.69% expense ratio, which is higher than EXH1.DE's 0.47% expense ratio.


Dividends

S0LR.DE vs. EXH1.DE - Dividend Comparison

S0LR.DE has not paid dividends to shareholders, while EXH1.DE's dividend yield for the trailing twelve months is around 2.98%.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
S0LR.DE
Invesco Solar Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


S0LR.DE and EXH1.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXH1.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXH1.DE is cheaper with a 0.47% expense ratio, compared with 0.69% for S0LR.DE.

S0LR.DE tracks MAC Global Solar Energy, while EXH1.DE tracks STOXX® Europe 600 Oil & Gas. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.69% for S0LR.DE and 0.47% for EXH1.DE.

Portfolio Optimizer

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