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WENS.L vs. ANRJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WENS.L vs. ANRJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WENS.L achieves a 31.38% return, which is significantly higher than ANRJ.L's 27.53% return.


WENS.L

1D
-0.43%
1M
-0.63%
YTD
31.38%
6M
26.68%
1Y
44.00%
3Y*
13.87%
5Y*
10Y*

ANRJ.L

1D
-0.73%
1M
-1.44%
YTD
27.53%
6M
25.69%
1Y
66.23%
3Y*
33.07%
5Y*
28.76%
10Y*
16.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WENS.L vs. ANRJ.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
31.38%3.24%2.09%-2.00%17.73%
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
27.53%43.26%10.68%9.79%16.32%

Correlation

The correlation between WENS.L and ANRJ.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.48

The correlation between WENS.L and ANRJ.L shifts across timeframes, from -0.01 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WENS.L vs. ANRJ.L — Risk / Return Rank

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

WENS.L
WENS.L Risk / Return Rank: 5959
Overall Rank
WENS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 6262
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 5656
Martin Ratio Rank

ANRJ.L
ANRJ.L Risk / Return Rank: 9595
Overall Rank
ANRJ.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ANRJ.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
ANRJ.L Omega Ratio Rank: 9494
Omega Ratio Rank
ANRJ.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
ANRJ.L Martin Ratio Rank: 9494
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.

WENS.L vs. ANRJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.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.


WENS.LANRJ.LDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.58

Omega ratioGain probability vs. loss probability

1.37

1.66

-0.29

Calmar ratioReturn relative to maximum drawdown

2.99

8.15

-5.16

Martin ratioReturn relative to average drawdown

9.66

26.14

-16.48

WENS.L vs. ANRJ.L - Sharpe Ratio Comparison

The current WENS.L Sharpe Ratio is 2.06, which is lower than the ANRJ.L Sharpe Ratio of 4.01. The chart below compares the historical Sharpe Ratios of WENS.L and ANRJ.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


WENS.LANRJ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

4.01

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.49

+0.10

Drawdowns

WENS.L vs. ANRJ.L - Drawdown Comparison

The maximum WENS.L drawdown since its inception was -22.49%, smaller than the maximum ANRJ.L drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for WENS.L and ANRJ.L.


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Drawdown Indicators


WENS.LANRJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.49%

-57.08%

+34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-8.08%

-6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.49%

-13.17%

-9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.81%

Max Drawdown (10Y)

Largest decline over 10 years

-57.08%

Current Drawdown

Current decline from peak

-7.62%

-3.59%

-4.03%

Average Drawdown

Average peak-to-trough decline

-9.15%

-11.86%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.53%

+2.01%

Volatility

WENS.L vs. ANRJ.L - Volatility Comparison

iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 7.96% compared to Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) at 6.93%. This indicates that WENS.L's price experiences larger fluctuations and is considered to be riskier than ANRJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WENS.LANRJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

6.93%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

13.53%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

16.43%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

21.21%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

24.69%

-3.20%

WENS.L vs. ANRJ.L - Expense Ratio Comparison

Both WENS.L and ANRJ.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WENS.L vs. ANRJ.L - Dividend Comparison

Neither WENS.L nor ANRJ.L has paid dividends to shareholders.


PositionTTM2025202420232022
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
0.00%0.00%1.75%3.61%1.77%

Frequently Asked Questions


WENS.L and ANRJ.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WENS.L and ANRJ.L have the same expense ratio: 0.25% per year.

Both ETFs track MSCI World/Energy NR USD. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

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