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SMLD.DE vs. SMLP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLD.DE vs. SMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SMLD.DE having a 20.75% return and SMLP.DE slightly higher at 21.07%. Over the past 10 years, SMLD.DE has outperformed SMLP.DE with an annualized return of 15.33%, while SMLP.DE has yielded a comparatively lower 6.71% annualized return.


SMLD.DE

1D
-0.66%
1M
0.52%
YTD
20.75%
6M
14.96%
1Y
13.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%

SMLP.DE

1D
-0.67%
1M
0.55%
YTD
21.07%
6M
14.97%
1Y
13.65%
3Y*
15.69%
5Y*
18.35%
10Y*
6.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLD.DE vs. SMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%-27.45%24.27%-4.73%-12.47%
SMLP.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc
21.07%-9.11%28.88%15.48%39.72%46.65%-37.48%12.48%-11.75%-19.80%

Correlation

The correlation between SMLD.DE and SMLP.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2014

0.90

The correlation between SMLD.DE and SMLP.DE has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

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Return for Risk

SMLD.DE vs. SMLP.DE — Risk / Return Rank

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

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SMLP.DE
SMLP.DE Risk / Return Rank: 2525
Overall Rank
SMLP.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMLP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SMLP.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLP.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SMLP.DE Martin Ratio Rank: 2525
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.

SMLD.DE vs. SMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.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.


SMLD.DESMLP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

0.92

1.41

-0.49

Martin ratioReturn relative to average drawdown

1.91

3.20

-1.29

SMLD.DE vs. SMLP.DE - Sharpe Ratio Comparison

The current SMLD.DE Sharpe Ratio is 0.51, which is lower than the SMLP.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SMLD.DE and SMLP.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


SMLD.DESMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.83

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.89

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.23

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.10

+0.19

Drawdowns

SMLD.DE vs. SMLP.DE - Drawdown Comparison

The maximum SMLD.DE drawdown since its inception was -73.78%, smaller than the maximum SMLP.DE drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for SMLD.DE and SMLP.DE.


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Drawdown Indicators


SMLD.DESMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-79.34%

+5.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-9.62%

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-22.99%

-22.58%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-22.58%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

-76.25%

+5.46%

Current Drawdown

Current decline from peak

-3.47%

-3.45%

-0.02%

Average Drawdown

Average peak-to-trough decline

-17.76%

-25.61%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

4.25%

+2.91%

Volatility

SMLD.DE vs. SMLP.DE - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) have volatilities of 5.38% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLD.DESMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.21%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

12.78%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

16.31%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

20.44%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

28.59%

+6.11%

SMLD.DE vs. SMLP.DE - Expense Ratio Comparison

Both SMLD.DE and SMLP.DE have an expense ratio of 0.50%.


Dividends

SMLD.DE vs. SMLP.DE - Dividend Comparison

SMLD.DE's dividend yield for the trailing twelve months is around 7.55%, while SMLP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%
SMLP.DE
Invesco Morningstar US Energy Infrastructure MLP 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


With a correlation of 0.97, SMLD.DE and SMLP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SMLD.DE and SMLP.DE have the same expense ratio: 0.50% per year.

Both ETFs track Morningstar MLP Composite.

Portfolio Optimizer

Find the right allocation for SMLD.DE and SMLP.DE

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