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WNRG.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WNRG.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI World Energy UCITS ETF (WNRG.L) and Invesco S&P 500 UCITS ETF (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WNRG.L achieves a 25.26% return, which is significantly higher than SPXS.L's 10.20% return. Over the past 10 years, WNRG.L has outperformed SPXS.L with an annualized return of 8.57%, while SPXS.L has yielded a comparatively lower -27.39% annualized return.


WNRG.L

1D
0.34%
1M
1.22%
6M
19.05%
YTD
25.26%
1Y
33.56%
3Y*
16.08%
5Y*
20.08%
10Y*
8.57%

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WNRG.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WNRG.L
State Street SPDR MSCI World Energy UCITS ETF
25.26%14.83%2.07%3.52%46.61%38.74%-30.35%9.89%-14.99%4.80%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%17.89%30.86%-5.19%21.62%

Correlation

The correlation between WNRG.L and SPXS.L is -0.13, 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

-0.13

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 20, 2010

0.50

The correlation between WNRG.L and SPXS.L shifts across timeframes, from -0.13 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Invesco S&P 500 UCITS ETF

Return for Risk

WNRG.L vs. SPXS.L — Risk / Return Rank

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

WNRG.L
WNRG.L Risk / Return Rank: 5555
Overall Rank
WNRG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WNRG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
WNRG.L Omega Ratio Rank: 5858
Omega Ratio Rank
WNRG.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
WNRG.L Martin Ratio Rank: 4646
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

WNRG.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Energy UCITS ETF (WNRG.L) and Invesco S&P 500 UCITS ETF (SPXS.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.


WNRG.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.29

0.52

+0.77

Calmar ratioReturn relative to maximum drawdown

2.14

-1.00

+3.14

Martin ratioReturn relative to average drawdown

6.18

-1.23

+7.41

WNRG.L vs. SPXS.L - Sharpe Ratio Comparison

The current WNRG.L Sharpe Ratio is 1.67, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of WNRG.L and SPXS.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

WNRG.L vs. SPXS.L - Drawdown Comparison

The maximum WNRG.L drawdown since its inception was -68.72%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for WNRG.L and SPXS.L.


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Drawdown Indicators


WNRG.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.72%

-99.07%

+30.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.98%

-99.07%

+83.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

-99.07%

+80.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-99.07%

+72.52%

Max Drawdown (10Y)

Largest decline over 10 years

-63.92%

-99.07%

+35.15%

Current Drawdown

Current decline from peak

-9.97%

-98.90%

+88.93%

Average Drawdown

Average peak-to-trough decline

-17.54%

-7.67%

-9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

80.57%

-75.02%

Volatility

WNRG.L vs. SPXS.L - Volatility Comparison

State Street SPDR MSCI World Energy UCITS ETF (WNRG.L) has a higher volatility of 6.79% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that WNRG.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WNRG.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

2.73%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.77%

9.24%

+8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

99.43%

-78.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.34%

47.13%

-22.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.35%

35.27%

-1.92%

WNRG.L vs. SPXS.L - Expense Ratio Comparison

WNRG.L has a 0.30% expense ratio, which is higher than SPXS.L's 0.05% expense ratio.


Dividends

WNRG.L vs. SPXS.L - Dividend Comparison

Neither WNRG.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WNRG.L and SPXS.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.30% for WNRG.L.

WNRG.L tracks State Street SPDR MSCI World Energy UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for WNRG.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for WNRG.L and SPXS.L

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