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SOLR vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLR vs. GXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Sustainable Energy II ETF (SOLR) and Global X PureCap MSCI Energy ETF (GXPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOLR achieves a 13.21% return, which is significantly lower than GXPE's 20.25% return.


SOLR

1D
0.06%
1M
-0.40%
YTD
13.21%
6M
11.51%
1Y
29.80%
3Y*
5.60%
5Y*
2.81%
10Y*

GXPE

1D
-1.80%
1M
-9.28%
YTD
20.25%
6M
21.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOLR vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between SOLR and GXPE is -0.09, 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 (All Time)
Calculated using the full available price history since Jul 23, 2025

-0.09

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Return for Risk

SOLR vs. GXPE — Risk / Return Rank

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

SOLR
SOLR Risk / Return Rank: 4646
Overall Rank
SOLR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SOLR Sortino Ratio Rank: 4545
Sortino Ratio Rank
SOLR Omega Ratio Rank: 4444
Omega Ratio Rank
SOLR Calmar Ratio Rank: 4747
Calmar Ratio Rank
SOLR Martin Ratio Rank: 4848
Martin Ratio Rank

GXPE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SOLR vs. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Sustainable Energy II ETF (SOLR) and Global X PureCap MSCI Energy ETF (GXPE). 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.


SOLRGXPEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.05

Martin ratioReturn relative to average drawdown

7.03

SOLR vs. GXPE - Sharpe Ratio Comparison


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Drawdowns

SOLR vs. GXPE - Drawdown Comparison

The maximum SOLR drawdown since its inception was -39.46%, which is greater than GXPE's maximum drawdown of -14.89%. Use the drawdown chart below to compare losses from any high point for SOLR and GXPE.


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Drawdown Indicators


SOLRGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-39.46%

-14.89%

-24.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

Max Drawdown (3Y)

Largest decline over 3 years

-34.66%

Max Drawdown (5Y)

Largest decline over 5 years

-39.46%

Current Drawdown

Current decline from peak

-5.45%

-14.64%

+9.19%

Average Drawdown

Average peak-to-trough decline

-15.47%

-3.66%

-11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

Volatility

SOLR vs. GXPE - Volatility Comparison


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Volatility by Period


SOLRGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

Volatility (6M)

Calculated over the trailing 6-month period

17.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.84%

20.74%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

20.74%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

20.74%

+2.14%

SOLR vs. GXPE - Expense Ratio Comparison

SOLR has a 0.79% expense ratio, which is higher than GXPE's 0.15% expense ratio.


Dividends

SOLR vs. GXPE - Dividend Comparison

SOLR's dividend yield for the trailing twelve months is around 0.59%, less than GXPE's 1.00% yield.


PositionTTM20252024202320222021
GXPE
Global X PureCap MSCI Energy ETF
1.00%1.20%0.00%0.00%0.00%0.00%
SOLR
SmartETFs Sustainable Energy II ETF
0.59%0.67%0.93%0.42%1.29%2.62%

Frequently Asked Questions


SOLR and GXPE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPE is cheaper with a 0.15% expense ratio, compared with 0.79% for SOLR.

GXPE has the higher dividend yield at 1.00%, compared with 0.59% for SOLR.

They also come from different issuers: SmartETFs and Global X. Their fees differ too: 0.79% for SOLR and 0.15% for GXPE.

Portfolio Optimizer

Find the right allocation for SOLR and GXPE

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