PortfoliosLab logoPortfoliosLab logo
VMIG.L vs. INRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMIG.L vs. INRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VMIG.L is traded in GBP, while INRG.L is traded in GBp. To make them comparable, the INRG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VMIG.L achieves a 5.18% return, which is significantly lower than INRG.L's 39.09% return.


VMIG.L

1D
0.70%
1M
4.25%
YTD
5.18%
6M
7.41%
1Y
14.23%
3Y*
10.30%
5Y*
3.38%
10Y*

INRG.L

1D
-2.01%
1M
8.39%
YTD
39.09%
6M
35.51%
1Y
82.63%
3Y*
5.64%
5Y*
2.72%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMIG.L vs. INRG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
5.18%12.85%7.41%8.08%-17.25%16.12%-4.72%14.21%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
39.09%34.75%-24.39%-23.83%5.52%-23.71%135.23%14.96%

Correlation

The correlation between VMIG.L and INRG.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.49

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

0.50

Correlation (All Time)
Calculated using the full available price history since May 17, 2019

0.49

The correlation between VMIG.L and INRG.L shifts across timeframes, from 0.39 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

VMIG.L vs. INRG.L - Sectors Allocation Comparison


Sectors
VMIG.L
INRG.L

Industrials

19.9%
28.3%

Financial Services

19.4%

-

Consumer Cyclical

13.3%
0.1%

Real Estate

9.4%

-

Technology

9.4%
10.5%

Basic Materials

6.6%
1.3%

Consumer Defensive

6.1%

-

Communication Services

5.9%

-

Healthcare

4.4%

-

Utilities

3.0%
33.7%

Energy

2.5%
24.7%

Industrials

VMIG.L
19.9%
INRG.L
28.3%

Financial Services

VMIG.L
19.4%
INRG.L

-

Consumer Cyclical

VMIG.L
13.3%
INRG.L
0.1%

Real Estate

VMIG.L
9.4%
INRG.L

-

Technology

VMIG.L
9.4%
INRG.L
10.5%

Basic Materials

VMIG.L
6.6%
INRG.L
1.3%

Consumer Defensive

VMIG.L
6.1%
INRG.L

-

Communication Services

VMIG.L
5.9%
INRG.L

-

Healthcare

VMIG.L
4.4%
INRG.L

-

Utilities

VMIG.L
3.0%
INRG.L
33.7%

Energy

VMIG.L
2.5%
INRG.L
24.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VMIG.L vs. INRG.L — Risk / Return Rank

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

VMIG.L
VMIG.L Risk / Return Rank: 3131
Overall Rank
VMIG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 3232
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 3131
Martin Ratio Rank

INRG.L
INRG.L Risk / Return Rank: 9191
Overall Rank
INRG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
INRG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
INRG.L Omega Ratio Rank: 8787
Omega Ratio Rank
INRG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
INRG.L Martin Ratio Rank: 8989
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.

VMIG.L vs. INRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.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.


VMIG.LINRG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.21

1.53

-0.31

Calmar ratioReturn relative to maximum drawdown

1.22

6.64

-5.42

Martin ratioReturn relative to average drawdown

4.41

19.87

-15.46

VMIG.L vs. INRG.L - Sharpe Ratio Comparison

The current VMIG.L Sharpe Ratio is 1.16, which is lower than the INRG.L Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of VMIG.L and INRG.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.


Loading charts...

Sharpe Ratios by Period


VMIG.LINRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

3.42

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.11

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.02

+0.29

Drawdowns

VMIG.L vs. INRG.L - Drawdown Comparison

The maximum VMIG.L drawdown since its inception was -41.38%, smaller than the maximum INRG.L drawdown of -85.09%. Use the drawdown chart below to compare losses from any high point for VMIG.L and INRG.L.


Loading charts...

Drawdown Indicators


VMIG.LINRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-85.09%

+43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-12.38%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-44.29%

+27.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-57.38%

+27.87%

Max Drawdown (10Y)

Largest decline over 10 years

-65.47%

Current Drawdown

Current decline from peak

-0.69%

-27.35%

+26.66%

Average Drawdown

Average peak-to-trough decline

-10.02%

-56.54%

+46.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

4.15%

-0.93%

Volatility

VMIG.L vs. INRG.L - Volatility Comparison

The current volatility for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) is 3.70%, while iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a volatility of 9.58%. This indicates that VMIG.L experiences smaller price fluctuations and is considered to be less risky than INRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VMIG.LINRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

9.58%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

17.61%

-7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

24.04%

-11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

24.80%

-9.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

25.33%

-8.02%

VMIG.L vs. INRG.L - Expense Ratio Comparison

VMIG.L has a 0.10% expense ratio, which is lower than INRG.L's 0.65% expense ratio.


Dividends

VMIG.L vs. INRG.L - Dividend Comparison

VMIG.L has not paid dividends to shareholders, while INRG.L's dividend yield for the trailing twelve months is around 1.09%.


PositionTTM20252024202320222021202020192018201720162015
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
1.09%1.77%1.58%1.00%0.62%1.01%0.61%2.05%3.68%3.69%3.65%3.90%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) 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


VMIG.L and INRG.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VMIG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMIG.L is cheaper with a 0.10% expense ratio, compared with 0.65% for INRG.L.

VMIG.L is categorized as Europe Equities, while INRG.L is Energy Equities. VMIG.L tracks FTSE 250 Ex Investment Trust TR GBP, while INRG.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VMIG.L and 0.65% for INRG.L.

Portfolio Optimizer

Find the right allocation for VMIG.L and INRG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer