WATL.L vs. NRJL.L
Compare and contrast key facts about Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L).
WATL.L and NRJL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WATL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Water TR. It was launched on Oct 10, 2007. NRJL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on Oct 10, 2007. Both WATL.L and NRJL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WATL.L or NRJL.L.
Key characteristics
| WATL.L | NRJL.L | |
|---|---|---|
| YTD Return | 12.57% | -9.22% |
| 1Y Return | 18.97% | 0.44% |
| 3Y Return (Ann) | 4.14% | -17.96% |
| Sharpe Ratio | 1.65 | -0.11 |
| Sortino Ratio | 2.39 | -0.01 |
| Omega Ratio | 1.28 | 1.00 |
| Calmar Ratio | 2.18 | -0.04 |
| Martin Ratio | 4.87 | -0.26 |
| Ulcer Index | 3.74% | 8.08% |
| Daily Std Dev | 11.10% | 19.91% |
| Max Drawdown | -28.96% | -48.33% |
| Current Drawdown | -0.21% | -45.29% |
Correlation
The correlation between WATL.L and NRJL.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WATL.L vs. NRJL.L - Performance Comparison
In the year-to-date period, WATL.L achieves a 12.57% return, which is significantly higher than NRJL.L's -9.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WATL.L vs. NRJL.L - Expense Ratio Comparison
Both WATL.L and NRJL.L have an expense ratio of 0.60%.
Risk-Adjusted Performance
WATL.L vs. NRJL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.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.
Dividends
WATL.L vs. NRJL.L - Dividend Comparison
WATL.L's dividend yield for the trailing twelve months is around 0.75%, less than NRJL.L's 84.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WATL.L Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist | 0.75% | 0.84% | 0.42% | 0.63% | 1.22% | 1.59% | 2.06% | 1.60% | 2.21% | 2.43% | 1.17% | 1.84% |
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 84.70% | 76.88% | 23.99% | 31.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WATL.L vs. NRJL.L - Drawdown Comparison
The maximum WATL.L drawdown since its inception was -28.96%, smaller than the maximum NRJL.L drawdown of -48.33%. Use the drawdown chart below to compare losses from any high point for WATL.L and NRJL.L. For additional features, visit the drawdowns tool.
Volatility
WATL.L vs. NRJL.L - Volatility Comparison
The current volatility for Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) is 3.07%, while Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) has a volatility of 8.39%. This indicates that WATL.L experiences smaller price fluctuations and is considered to be less risky than NRJL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.