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

Performance

SMLD.DE vs. WNDY.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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, SMLD.DE achieves a 23.53% return, which is significantly higher than WNDY.DE's 5.20% return.


SMLD.DE

1D
-0.22%
1M
5.15%
6M
16.19%
YTD
23.53%
1Y
19.37%
3Y*
17.07%
5Y*
19.28%
10Y*
6.39%

WNDY.DE

1D
0.00%
1M
-6.32%
6M
-3.08%
YTD
5.20%
1Y
19.75%
3Y*
-1.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
23.53%-8.84%28.79%15.50%21.42%
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
5.20%17.05%-14.98%-22.01%-7.98%

Correlation

The correlation between SMLD.DE and WNDY.DE is -0.05, 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

-0.05

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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2022

0.14

The correlation between SMLD.DE and WNDY.DE shifts across timeframes, from -0.05 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMLD.DE vs. WNDY.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: 3939
Overall Rank
SMLD.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 3535
Martin Ratio Rank

WNDY.DE
WNDY.DE Risk / Return Rank: 2929
Overall Rank
WNDY.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 2929
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 3030
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. WNDY.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.24

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratioReturn relative to maximum drawdown

1.99

1.04

+0.95

Martin ratioReturn relative to average drawdown

4.37

3.53

+0.84

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

The current SMLD.DE Sharpe Ratio is 1.16, which is comparable to the WNDY.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SMLD.DE and WNDY.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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Drawdowns

SMLD.DE vs. WNDY.DE - Drawdown Comparison

The maximum SMLD.DE drawdown since its inception was -83.65%, which is greater than WNDY.DE's maximum drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for SMLD.DE and WNDY.DE.


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Drawdown Indicators


SMLD.DEWNDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.65%

-52.12%

-31.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-19.06%

+9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-22.99%

-34.61%

+11.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Max Drawdown (10Y)

Largest decline over 10 years

-76.32%

Current Drawdown

Current decline from peak

-1.24%

-31.47%

+30.23%

Average Drawdown

Average peak-to-trough decline

-33.93%

-29.94%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

5.61%

-1.19%

Volatility

SMLD.DE vs. WNDY.DE - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) is 3.72%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 8.10%. This indicates that SMLD.DE experiences smaller price fluctuations and is considered to be less risky than WNDY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLD.DEWNDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

8.10%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

15.96%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

21.61%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

21.20%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.07%

21.20%

+7.87%

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

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


Dividends

SMLD.DE vs. WNDY.DE - Dividend Comparison

SMLD.DE's dividend yield for the trailing twelve months is around 7.52%, while WNDY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.52%8.45%7.99%8.81%8.09%8.24%11.54%9.90%9.70%8.60%7.76%9.80%
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
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


SMLD.DE and WNDY.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 WNDY.DE have the same expense ratio: 0.50% per year.

SMLD.DE tracks Morningstar MLP Composite, while WNDY.DE tracks Solactive Wind Energy. They also come from different issuers: Invesco and Global X.

Portfolio Optimizer

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