PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
L&G Europe ESG Exclusions Paris Aligned UCITS ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKLTRN76
WKNA2PRHB
IssuerLegal & General
Inception DateAug 30, 2019
CategoryEurope Equities
Index TrackedFoxberry Sustainability Consensus Europe
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

DELF.DE features an expense ratio of 0.16%, falling within the medium range.


Expense ratio chart for DELF.DE: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
40.78%
65.68%
DELF.DE (L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating)
Benchmark (^GSPC)

S&P 500

Returns By Period

L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating had a return of 10.75% year-to-date (YTD) and 13.87% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.75%11.18%
1 month6.13%5.60%
6 months16.92%17.48%
1 year13.87%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of DELF.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.22%1.94%3.66%-1.83%10.75%
20236.71%1.41%0.46%2.31%-1.72%2.18%1.67%-2.95%-2.22%-4.09%7.26%4.12%15.42%
2022-5.08%-4.01%0.79%-1.06%-1.77%-7.18%8.36%-5.79%-6.59%5.72%6.98%-2.48%-12.87%
2021-1.44%2.59%6.27%2.57%2.49%1.64%2.15%2.27%-3.87%4.72%-2.13%5.54%24.69%
2020-0.48%0.20%-23.05%9.87%3.37%3.37%-0.67%3.09%-0.87%-4.98%12.99%3.27%1.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DELF.DE is 54, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DELF.DE is 5454
DELF.DE (L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating)
The Sharpe Ratio Rank of DELF.DE is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of DELF.DE is 5353Sortino Ratio Rank
The Omega Ratio Rank of DELF.DE is 5353Omega Ratio Rank
The Calmar Ratio Rank of DELF.DE is 6060Calmar Ratio Rank
The Martin Ratio Rank of DELF.DE is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating (DELF.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DELF.DE
Sharpe ratio
The chart of Sharpe ratio for DELF.DE, currently valued at 1.29, compared to the broader market0.002.004.001.29
Sortino ratio
The chart of Sortino ratio for DELF.DE, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Omega ratio
The chart of Omega ratio for DELF.DE, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for DELF.DE, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.17
Martin ratio
The chart of Martin ratio for DELF.DE, currently valued at 4.16, compared to the broader market0.0020.0040.0060.0080.00100.004.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating Sharpe ratio is 1.29. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.29
2.47
DELF.DE (L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.27%
-0.08%
DELF.DE (L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating was 33.99%, occurring on Mar 19, 2020. Recovery took 210 trading sessions.

The current L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.99%Feb 20, 20208Mar 19, 2020210Feb 15, 2021218
-22.72%Jan 6, 2022189Sep 29, 2022338Jan 25, 2024527
-5.7%Aug 16, 202136Oct 4, 202120Nov 1, 202156
-5.45%Nov 18, 202112Dec 3, 202119Jan 3, 202231
-3.49%Jul 13, 20215Jul 19, 20214Jul 23, 20219

Volatility

Volatility Chart

The current L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating volatility is 2.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.69%
3.03%
DELF.DE (L&G Europe ESG Exclusions Paris Aligned UCITS ETF EUR Accumulating)
Benchmark (^GSPC)