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

Performance

WENS.L vs. RAYS.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 Invesco Solar Energy UCITS ETF Acc (RAYS.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 RAYS.L is traded in GBp. To make them comparable, the RAYS.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 lower than RAYS.L's 39.17% return.


WENS.L

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

RAYS.L

1D
-1.94%
1M
15.83%
YTD
39.17%
6M
42.81%
1Y
107.94%
3Y*
-3.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WENS.L vs. RAYS.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%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
39.17%36.36%-36.34%-29.61%3.60%

Correlation

The correlation between WENS.L and RAYS.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.14

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

0.16

The correlation between WENS.L and RAYS.L shifts across timeframes, from -0.11 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WENS.L vs. RAYS.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

RAYS.L
RAYS.L Risk / Return Rank: 8989
Overall Rank
RAYS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8080
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9191
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. RAYS.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 Invesco Solar Energy UCITS ETF Acc (RAYS.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.LRAYS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.37

1.47

-0.10

Calmar ratioReturn relative to maximum drawdown

2.99

9.02

-6.03

Martin ratioReturn relative to average drawdown

9.66

21.84

-12.17

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

The current WENS.L Sharpe Ratio is 2.06, which is lower than the RAYS.L Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of WENS.L and RAYS.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.LRAYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

3.27

-1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.11

+0.70

Drawdowns

WENS.L vs. RAYS.L - Drawdown Comparison

The maximum WENS.L drawdown since its inception was -22.49%, smaller than the maximum RAYS.L drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for WENS.L and RAYS.L.


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Drawdown Indicators


WENS.LRAYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.49%

-73.42%

+50.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-11.90%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-22.49%

-64.74%

+42.25%

Current Drawdown

Current decline from peak

-7.62%

-32.84%

+25.22%

Average Drawdown

Average peak-to-trough decline

-9.15%

-41.69%

+32.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

4.93%

-0.39%

Volatility

WENS.L vs. RAYS.L - Volatility Comparison

The current volatility for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) is 7.96%, while Invesco Solar Energy UCITS ETF Acc (RAYS.L) has a volatility of 12.48%. This indicates that WENS.L experiences smaller price fluctuations and is considered to be less risky than RAYS.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.LRAYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

12.48%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

21.95%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

32.89%

-11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

36.87%

-15.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

36.87%

-15.38%

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

WENS.L has a 0.25% expense ratio, which is lower than RAYS.L's 0.69% expense ratio.


Dividends

WENS.L vs. RAYS.L - Dividend Comparison

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


PositionTTM2025202420232022
RAYS.L
Invesco Solar Energy UCITS ETF Acc
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 RAYS.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WENS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WENS.L is cheaper with a 0.25% expense ratio, compared with 0.69% for RAYS.L.

WENS.L tracks MSCI World/Energy NR USD, while RAYS.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for WENS.L and 0.69% for RAYS.L.

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