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SPOG.L vs. RAYS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOG.L vs. RAYS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPOG.L achieves a 28.42% return, which is significantly lower than RAYS.L's 41.92% return.


SPOG.L

1D
1.98%
1M
-1.72%
YTD
28.42%
6M
24.11%
1Y
37.28%
3Y*
11.67%
5Y*
17.41%
10Y*
8.27%

RAYS.L

1D
-1.03%
1M
21.09%
YTD
41.92%
6M
47.18%
1Y
114.79%
3Y*
-2.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOG.L vs. RAYS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPOG.L
iShares Oil & Gas Exploration & Production UCITS ETF
28.42%-0.88%0.57%-2.90%54.40%26.04%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
41.92%36.36%-36.34%-29.61%5.10%-6.84%

Correlation

The correlation between SPOG.L and RAYS.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2021

0.19

The correlation between SPOG.L and RAYS.L shifts across timeframes, from -0.15 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPOG.L vs. RAYS.L — Risk / Return Rank

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

SPOG.L
SPOG.L Risk / Return Rank: 3838
Overall Rank
SPOG.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SPOG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPOG.L Omega Ratio Rank: 3737
Omega Ratio Rank
SPOG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPOG.L Martin Ratio Rank: 3737
Martin Ratio Rank

RAYS.L
RAYS.L Risk / Return Rank: 9191
Overall Rank
RAYS.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8282
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9292
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.

SPOG.L vs. RAYS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) and Invesco Solar Energy UCITS ETF Acc (RAYS.L). 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.


SPOG.LRAYS.LDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.24

1.50

-0.25

Calmar ratioReturn relative to maximum drawdown

2.16

9.60

-7.43

Martin ratioReturn relative to average drawdown

5.84

23.29

-17.45

SPOG.L vs. RAYS.L - Sharpe Ratio Comparison

The current SPOG.L Sharpe Ratio is 1.37, which is lower than the RAYS.L Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of SPOG.L and RAYS.L, 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


SPOG.LRAYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

3.48

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.10

+0.24

Drawdowns

SPOG.L vs. RAYS.L - Drawdown Comparison

The maximum SPOG.L drawdown since its inception was -76.49%, roughly equal to the maximum RAYS.L drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for SPOG.L and RAYS.L.


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Drawdown Indicators


SPOG.LRAYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.49%

-73.42%

-3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-11.90%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-29.87%

-64.82%

+34.95%

Max Drawdown (5Y)

Largest decline over 5 years

-32.90%

Max Drawdown (10Y)

Largest decline over 10 years

-71.97%

Current Drawdown

Current decline from peak

-10.32%

-31.51%

+21.19%

Average Drawdown

Average peak-to-trough decline

-26.50%

-41.70%

+15.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

4.91%

+1.46%

Volatility

SPOG.L vs. RAYS.L - Volatility Comparison

The current volatility for iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) is 9.65%, while Invesco Solar Energy UCITS ETF Acc (RAYS.L) has a volatility of 12.28%. This indicates that SPOG.L experiences smaller price fluctuations and is considered to be less risky than RAYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPOG.LRAYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

12.28%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

22.82%

22.01%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.20%

32.96%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.32%

36.87%

-7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.94%

36.87%

-4.93%

SPOG.L vs. RAYS.L - Expense Ratio Comparison

SPOG.L has a 0.55% expense ratio, which is lower than RAYS.L's 0.69% expense ratio.


Dividends

SPOG.L vs. RAYS.L - Dividend Comparison

Neither SPOG.L nor RAYS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPOG.L and RAYS.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPOG.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPOG.L is cheaper with a 0.55% expense ratio, compared with 0.69% for RAYS.L.

SPOG.L tracks MSCI World/Energy NR USD, while RAYS.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for SPOG.L and 0.69% for RAYS.L.

Portfolio Optimizer

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