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WDNR.DE vs. SMLP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDNR.DE vs. SMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE). The values are adjusted to include any dividend payments, if applicable.

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WDNR.DE vs. SMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDNR.DE
Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc
29.90%10.93%-16.29%-1.60%53.34%50.49%-37.73%13.17%-12.36%-8.17%
SMLP.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc
16.73%-9.11%28.88%15.48%39.72%46.65%-37.48%12.48%-11.75%-19.80%

Returns By Period

In the year-to-date period, WDNR.DE achieves a 29.90% return, which is significantly higher than SMLP.DE's 16.73% return. Over the past 10 years, WDNR.DE has underperformed SMLP.DE with an annualized return of 7.49%, while SMLP.DE has yielded a comparatively higher 9.30% annualized return.


WDNR.DE

1D
1.40%
1M
10.81%
YTD
29.90%
6M
34.71%
1Y
49.42%
3Y*
6.07%
5Y*
16.66%
10Y*
7.49%

SMLP.DE

1D
-3.96%
1M
-1.51%
YTD
16.73%
6M
15.48%
1Y
-1.87%
3Y*
15.78%
5Y*
20.74%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDNR.DE vs. SMLP.DE - Expense Ratio Comparison

WDNR.DE has a 0.35% expense ratio, which is lower than SMLP.DE's 0.50% expense ratio.


Return for Risk

WDNR.DE vs. SMLP.DE — Risk / Return Rank

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

WDNR.DE
WDNR.DE Risk / Return Rank: 9797
Overall Rank
WDNR.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WDNR.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
WDNR.DE Omega Ratio Rank: 9595
Omega Ratio Rank
WDNR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
WDNR.DE Martin Ratio Rank: 9898
Martin Ratio Rank

SMLP.DE
SMLP.DE Risk / Return Rank: 99
Overall Rank
SMLP.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SMLP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SMLP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SMLP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SMLP.DE Martin Ratio Rank: 99
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.

WDNR.DE vs. SMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE). 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.DESMLP.DEDifference

Sharpe ratio

Return per unit of total volatility

2.70

-0.08

+2.78

Sortino ratio

Return per unit of downside risk

3.51

0.03

+3.48

Omega ratio

Gain probability vs. loss probability

1.49

1.00

+0.48

Calmar ratio

Return relative to maximum drawdown

7.89

-0.12

+8.01

Martin ratio

Return relative to average drawdown

31.68

-0.23

+31.91

WDNR.DE vs. SMLP.DE - Sharpe Ratio Comparison

The current WDNR.DE Sharpe Ratio is 2.70, which is higher than the SMLP.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of WDNR.DE and SMLP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDNR.DESMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

-0.08

+2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.00

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.32

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.09

+0.16

Correlation

The correlation between WDNR.DE and SMLP.DE is 0.62, 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.


Dividends

WDNR.DE vs. SMLP.DE - Dividend Comparison

Neither WDNR.DE nor SMLP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WDNR.DE vs. SMLP.DE - Drawdown Comparison

The maximum WDNR.DE drawdown since its inception was -62.27%, smaller than the maximum SMLP.DE drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for WDNR.DE and SMLP.DE.


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Drawdown Indicators


WDNR.DESMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-79.34%

+17.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-14.98%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-22.58%

-17.64%

Max Drawdown (10Y)

Largest decline over 10 years

-61.84%

-76.25%

+14.41%

Current Drawdown

Current decline from peak

-1.24%

-6.25%

+5.01%

Average Drawdown

Average peak-to-trough decline

-16.88%

-25.92%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

8.18%

-6.42%

Volatility

WDNR.DE vs. SMLP.DE - Volatility Comparison

Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) has a higher volatility of 7.27% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) at 5.84%. This indicates that WDNR.DE's price experiences larger fluctuations and is considered to be riskier than SMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDNR.DESMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

5.84%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

10.85%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

20.44%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

20.58%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

28.73%

-1.66%