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WNDG.L vs. IUES.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WNDG.L vs. IUES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

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WNDG.L vs. IUES.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WNDG.L
Global X Wind Energy UCITS ETF USD Accumulating
21.59%23.53%-18.76%-23.82%-3.71%
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
33.79%1.99%5.69%-5.60%46.12%
Different Trading Currencies

WNDG.L is traded in GBP, while IUES.L is traded in USD. To make them comparable, the IUES.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, WNDG.L achieves a 21.59% return, which is significantly lower than IUES.L's 33.79% return.


WNDG.L

1D
-0.02%
1M
4.84%
YTD
21.59%
6M
27.54%
1Y
54.17%
3Y*
-0.83%
5Y*
10Y*

IUES.L

1D
-6.31%
1M
5.51%
YTD
33.79%
6M
36.74%
1Y
26.90%
3Y*
13.02%
5Y*
24.28%
10Y*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WNDG.L vs. IUES.L - Expense Ratio Comparison

WNDG.L has a 0.50% expense ratio, which is higher than IUES.L's 0.15% expense ratio.


Return for Risk

WNDG.L vs. IUES.L — Risk / Return Rank

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

WNDG.L
WNDG.L Risk / Return Rank: 9595
Overall Rank
WNDG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WNDG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
WNDG.L Omega Ratio Rank: 9393
Omega Ratio Rank
WNDG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
WNDG.L Martin Ratio Rank: 9696
Martin Ratio Rank

IUES.L
IUES.L Risk / Return Rank: 6868
Overall Rank
IUES.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 6363
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 6565
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.

WNDG.L vs. IUES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.


WNDG.LIUES.LDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.14

+1.35

Sortino ratio

Return per unit of downside risk

3.19

1.55

+1.65

Omega ratio

Gain probability vs. loss probability

1.45

1.22

+0.23

Calmar ratio

Return relative to maximum drawdown

5.52

1.98

+3.54

Martin ratio

Return relative to average drawdown

19.31

5.43

+13.89

WNDG.L vs. IUES.L - Sharpe Ratio Comparison

The current WNDG.L Sharpe Ratio is 2.50, which is higher than the IUES.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of WNDG.L and IUES.L, 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


WNDG.LIUES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.14

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.37

-0.50

Correlation

The correlation between WNDG.L and IUES.L is 0.14, 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.


Dividends

WNDG.L vs. IUES.L - Dividend Comparison

Neither WNDG.L nor IUES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WNDG.L vs. IUES.L - Drawdown Comparison

The maximum WNDG.L drawdown since its inception was -52.03%, smaller than the maximum IUES.L drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for WNDG.L and IUES.L.


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Drawdown Indicators


WNDG.LIUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.03%

-66.78%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-19.01%

+8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-27.98%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

Current Drawdown

Current decline from peak

-18.05%

-6.62%

-11.43%

Average Drawdown

Average peak-to-trough decline

-29.30%

-14.29%

-15.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

4.26%

-1.49%

Volatility

WNDG.L vs. IUES.L - Volatility Comparison

The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) is 7.84%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a volatility of 9.49%. This indicates that WNDG.L experiences smaller price fluctuations and is considered to be less risky than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WNDG.LIUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

9.49%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

15.39%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

23.45%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

26.51%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

28.02%

-7.14%