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WDNR.DE vs. INRG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WDNR.DEINRG.L
YTD Return-7.99%-10.21%
1Y Return-10.96%-10.72%
3Y Return (Ann)16.91%-11.01%
5Y Return (Ann)5.76%5.07%
10Y Return (Ann)1.75%7.03%
Sharpe Ratio-0.70-0.45
Daily Std Dev13.96%23.88%
Max Drawdown-62.27%-85.09%
Current Drawdown-19.78%-53.97%

Correlation

-0.50.00.51.00.4

The correlation between WDNR.DE and INRG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

WDNR.DE vs. INRG.L - Performance Comparison

In the year-to-date period, WDNR.DE achieves a -7.99% return, which is significantly higher than INRG.L's -10.21% return. Over the past 10 years, WDNR.DE has underperformed INRG.L with an annualized return of 1.75%, while INRG.L has yielded a comparatively higher 7.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-4.53%
5.70%
WDNR.DE
INRG.L

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


WDNR.DE vs. INRG.L - Expense Ratio Comparison

WDNR.DE has a 0.35% expense ratio, which is lower than INRG.L's 0.65% expense ratio.


INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
Expense ratio chart for INRG.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for WDNR.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

WDNR.DE vs. INRG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) 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.


WDNR.DE
Sharpe ratio
The chart of Sharpe ratio for WDNR.DE, currently valued at -0.34, compared to the broader market0.002.004.00-0.34
Sortino ratio
The chart of Sortino ratio for WDNR.DE, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.38
Omega ratio
The chart of Omega ratio for WDNR.DE, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.96
Calmar ratio
The chart of Calmar ratio for WDNR.DE, currently valued at -0.36, compared to the broader market0.005.0010.0015.00-0.36
Martin ratio
The chart of Martin ratio for WDNR.DE, currently valued at -0.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.94
INRG.L
Sharpe ratio
The chart of Sharpe ratio for INRG.L, currently valued at -0.04, compared to the broader market0.002.004.00-0.04
Sortino ratio
The chart of Sortino ratio for INRG.L, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.0012.000.14
Omega ratio
The chart of Omega ratio for INRG.L, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.02
Calmar ratio
The chart of Calmar ratio for INRG.L, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.02
Martin ratio
The chart of Martin ratio for INRG.L, currently valued at -0.11, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.11

WDNR.DE vs. INRG.L - Sharpe Ratio Comparison

The current WDNR.DE Sharpe Ratio is -0.70, which is lower than the INRG.L Sharpe Ratio of -0.45. The chart below compares the 12-month rolling Sharpe Ratio of WDNR.DE and INRG.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AprilMayJuneJulyAugustSeptember
-0.34
-0.04
WDNR.DE
INRG.L

Dividends

WDNR.DE vs. INRG.L - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
WDNR.DE
Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
1.09%1.00%0.62%1.01%0.61%2.05%3.68%3.69%3.65%3.90%3.05%2.70%

Drawdowns

WDNR.DE vs. INRG.L - Drawdown Comparison

The maximum WDNR.DE drawdown since its inception was -62.27%, smaller than the maximum INRG.L drawdown of -85.09%. Use the drawdown chart below to compare losses from any high point for WDNR.DE and INRG.L. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-11.36%
-55.31%
WDNR.DE
INRG.L

Volatility

WDNR.DE vs. INRG.L - Volatility Comparison

The current volatility for Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) is 4.56%, while iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a volatility of 6.33%. This indicates that WDNR.DE 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.


3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.56%
6.33%
WDNR.DE
INRG.L