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

Performance

WENS.L vs. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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 LDEG.L is traded in GBp. To make them comparable, the LDEG.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 31.68% return, which is significantly higher than LDEG.L's 12.38% return.


WENS.L

1D
0.00%
1M
2.79%
YTD
31.68%
6M
31.58%
1Y
43.09%
3Y*
15.52%
5Y*
10Y*

LDEG.L

1D
1.47%
1M
2.68%
YTD
12.38%
6M
14.78%
1Y
31.37%
3Y*
24.60%
5Y*
16.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
31.68%6.73%3.85%-2.00%17.73%
LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
12.38%44.91%8.81%14.31%9.65%

Correlation

The correlation between WENS.L and LDEG.L is -0.07, 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

-0.07

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.24

The correlation between WENS.L and LDEG.L shifts across timeframes, from -0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WENS.L vs. LDEG.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: 6666
Overall Rank
WENS.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 7171
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 6060
Martin Ratio Rank

LDEG.L
LDEG.L Risk / Return Rank: 8686
Overall Rank
LDEG.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LDEG.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
LDEG.L Omega Ratio Rank: 8888
Omega Ratio Rank
LDEG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LDEG.L Martin Ratio Rank: 8282
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. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.64

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.37

1.48

-0.11

Calmar ratioReturn relative to maximum drawdown

2.96

3.89

-0.93

Martin ratioReturn relative to average drawdown

9.41

14.14

-4.73

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

The current WENS.L Sharpe Ratio is 2.03, which is comparable to the LDEG.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of WENS.L and LDEG.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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Drawdowns

WENS.L vs. LDEG.L - Drawdown Comparison

The maximum WENS.L drawdown since its inception was -21.15%, roughly equal to the maximum LDEG.L drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for WENS.L and LDEG.L.


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Drawdown Indicators


WENS.LLDEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.15%

-21.96%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-8.04%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-12.05%

-9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.39%

Current Drawdown

Current decline from peak

-7.41%

0.00%

-7.41%

Average Drawdown

Average peak-to-trough decline

-8.42%

-5.39%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

2.21%

+2.38%

Volatility

WENS.L vs. LDEG.L - Volatility Comparison

iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 6.58% compared to L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) at 3.50%. This indicates that WENS.L's price experiences larger fluctuations and is considered to be riskier than LDEG.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.LLDEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

3.50%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

9.36%

+8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

11.73%

+9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

14.21%

+7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

15.22%

+6.24%

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

Both WENS.L and LDEG.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. LDEG.L - Dividend Comparison

WENS.L's dividend yield for the trailing twelve months is around 1.28%, less than LDEG.L's 3.56% yield.


PositionTTM20252024202320222021
LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.56%3.42%4.20%4.10%3.69%3.06%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
1.28%3.25%3.52%3.61%1.77%0.00%

Frequently Asked Questions


WENS.L and LDEG.L have a correlation of -0.07, 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 LDEG.L have the same expense ratio: 0.25% per year.

WENS.L is categorized as Energy Equities, while LDEG.L is Europe Equities. WENS.L tracks MSCI World/Energy NR USD, while LDEG.L tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: iShares and Legal & General.

Portfolio Optimizer

Find the right allocation for WENS.L and LDEG.L

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

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