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

Performance

SMLP.DE vs. S0LR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Invesco Solar Energy UCITS ETF Acc (S0LR.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, SMLP.DE achieves a 21.07% return, which is significantly lower than S0LR.DE's 39.14% return.


SMLP.DE

1D
-0.67%
1M
3.80%
YTD
21.07%
6M
13.97%
1Y
14.90%
3Y*
15.69%
5Y*
18.35%
10Y*
6.71%

S0LR.DE

1D
-2.10%
1M
16.00%
YTD
39.14%
6M
43.68%
1Y
104.04%
3Y*
-3.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SMLP.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc
21.07%-9.11%28.88%15.48%39.72%6.40%
S0LR.DE
Invesco Solar Energy UCITS ETF Acc
39.14%31.50%-33.95%-27.80%1.22%-8.13%

Correlation

The correlation between SMLP.DE and S0LR.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

0.11

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

0.20

The correlation between SMLP.DE and S0LR.DE shifts across timeframes, from -0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Invesco Solar Energy UCITS ETF Acc (S0LR.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.


SMLP.DES0LR.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.15

1.44

-0.29

Calmar ratioReturn relative to maximum drawdown

1.41

8.71

-7.30

Martin ratioReturn relative to average drawdown

3.20

21.79

-18.59

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

The current SMLP.DE Sharpe Ratio is 0.83, which is lower than the S0LR.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of SMLP.DE and S0LR.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


SMLP.DES0LR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

3.02

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

-0.12

+0.21

Drawdowns

SMLP.DE vs. S0LR.DE - Drawdown Comparison

The maximum SMLP.DE drawdown since its inception was -79.34%, which is greater than S0LR.DE's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for SMLP.DE and S0LR.DE.


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Drawdown Indicators


SMLP.DES0LR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-73.43%

-5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-11.75%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-64.81%

+42.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

Current Drawdown

Current decline from peak

-3.45%

-32.82%

+29.37%

Average Drawdown

Average peak-to-trough decline

-25.61%

-39.70%

+14.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

4.71%

-0.46%

Volatility

SMLP.DE vs. S0LR.DE - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) is 5.21%, while Invesco Solar Energy UCITS ETF Acc (S0LR.DE) has a volatility of 12.56%. This indicates that SMLP.DE experiences smaller price fluctuations and is considered to be less risky than S0LR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLP.DES0LR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

12.56%

-7.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

23.50%

-10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

33.92%

-17.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

36.23%

-15.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.59%

36.23%

-7.64%

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

SMLP.DE has a 0.50% expense ratio, which is lower than S0LR.DE's 0.69% expense ratio.


Dividends

SMLP.DE vs. S0LR.DE - Dividend Comparison

Neither SMLP.DE nor S0LR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMLP.DE and S0LR.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, SMLP.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLP.DE is cheaper with a 0.50% expense ratio, compared with 0.69% for S0LR.DE.

SMLP.DE tracks Morningstar MLP Composite, while S0LR.DE tracks MAC Global Solar Energy. Their fees differ too: 0.50% for SMLP.DE and 0.69% for S0LR.DE.

Portfolio Optimizer

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