WNDG.L vs. NRJL.L

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) and Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L).

WNDG.L and NRJL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WNDG.L is a passively managed fund by Global X that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on Feb 8, 2022. NRJL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on Oct 10, 2007. Both WNDG.L and NRJL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WNDG.L vs. NRJL.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 Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
WNDG.L Global X Wind Energy UCITS ETF USD Accumulating	21.59%	23.53%	-18.76%	-23.82%	-3.71%
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist	18.52%	130.90%	-11.57%	-22.89%	34.15%

Returns By Period

In the year-to-date period, WNDG.L achieves a 21.59% return, which is significantly higher than NRJL.L's 18.52% return.

WNDG.L

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

NRJL.L

• 1D: 3.32%
• 1M: -2.64%
• YTD: 18.52%
• 6M: 119.89%
• 1Y: 191.91%
• 3Y*: 22.86%
• 5Y*: 26.22%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WNDG.L has a 0.50% expense ratio, which is lower than NRJL.L's 0.60% expense ratio.

NRJL.L

Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist

WNDG.L

Global X Wind Energy UCITS ETF USD Accumulating

Return for Risk

WNDG.L vs. NRJL.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: 95
WNDG.L Sharpe Ratio Rank: 95
WNDG.L Sortino Ratio Rank: 95
WNDG.L Omega Ratio Rank: 93
WNDG.L Calmar Ratio Rank: 97
WNDG.L Martin Ratio Rank: 96

NRJL.L

NRJL.L Risk / Return Rank: 98
NRJL.L Sharpe Ratio Rank: 96
NRJL.L Sortino Ratio Rank: 99
NRJL.L Omega Ratio Rank: 99
NRJL.L Calmar Ratio Rank: 99
NRJL.L Martin Ratio Rank: 99

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. NRJL.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 Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.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.L	NRJL.L	Difference
Sharpe ratio Return per unit of total volatility	2.50	2.66	-0.16
Sortino ratio Return per unit of downside risk	3.19	9.62	-6.43
Omega ratio Gain probability vs. loss probability	1.45	2.40	-0.96
Calmar ratio Return relative to maximum drawdown	5.52	22.34	-16.82
Martin ratio Return relative to average drawdown	19.31	77.72	-58.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WNDG.L Sharpe Ratio is 2.50, which is comparable to the NRJL.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of WNDG.L and NRJL.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.

Sharpe Ratios by Period

	WNDG.L	NRJL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.66	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	0.61	-0.74

Correlation

The correlation between WNDG.L and NRJL.L is 0.63, 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

WNDG.L vs. NRJL.L - Dividend Comparison

WNDG.L has not paid dividends to shareholders, while NRJL.L's dividend yield for the trailing twelve months is around 35.50%.

	TTM	2025	2024	2023	2022	2021
WNDG.L Global X Wind Energy UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist	35.50%	42.07%	0.73%	0.77%	23.99%	31.56%

Drawdowns

WNDG.L vs. NRJL.L - Drawdown Comparison

The maximum WNDG.L drawdown since its inception was -52.03%, roughly equal to the maximum NRJL.L drawdown of -51.06%. Use the drawdown chart below to compare losses from any high point for WNDG.L and NRJL.L.

Drawdown Indicators

	WNDG.L	NRJL.L	Difference
Max Drawdown Largest peak-to-trough decline	-52.03%	-51.06%	-0.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.16%	-9.66%	-0.50%
Max Drawdown (5Y) Largest decline over 5 years	—	-51.06%	—
Current Drawdown Current decline from peak	-18.05%	-3.97%	-14.08%
Average Drawdown Average peak-to-trough decline	-29.30%	-22.78%	-6.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.45%	+0.32%

Volatility

WNDG.L vs. NRJL.L - Volatility Comparison

Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) has a higher volatility of 7.84% compared to Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) at 7.46%. This indicates that WNDG.L's price experiences larger fluctuations and is considered to be riskier than NRJL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WNDG.L	NRJL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	7.46%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	14.40%	54.75%	-40.35%
Volatility (1Y) Calculated over the trailing 1-year period	21.59%	71.73%	-50.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.88%	45.49%	-24.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.88%	44.32%	-23.44%