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The aim of this paper is to analyze the energy performance of Small Island Developing States (SIDS). Against a backdrop of widespread tensions on global energy markets, SIDS are particularly vulnerable. Using World Bank data for 183 countries, convergence tests, and non-parametric methods such as Markov chains, this article compares the energy performance of SIDS with that of other countries. The results show that there is no absolute convergence between countries in terms of energy intensity, but rather convergence by clubs. Although most SIDS are in the lower or middle clubs in terms of energy intensity, their performance in terms of energy intensity reduction between 2000 and 2019 is among the lowest in the world.