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Legal & General UCITS ETF plc - L&G Ecommerce Logi...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF0M6N54
IssuerLegal & General
Inception DateJan 18, 2018
CategoryTechnology Equities
Index TrackedMSCI World/Information Tech NR USD
Asset ClassEquity

Expense Ratio

ECOG.L has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for ECOG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

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


Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%December2024FebruaryMarchAprilMay
75.65%
107.75%
ECOG.L (Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF had a return of -1.19% year-to-date (YTD) and 8.58% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.19%11.29%
1 month1.43%4.87%
6 months5.54%17.88%
1 year8.58%29.16%
5 years (annualized)12.16%13.20%
10 years (annualized)N/A10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.58%-0.45%2.60%-3.99%-1.19%
20238.00%-2.50%1.97%-3.04%-1.90%4.10%5.50%-2.28%-1.39%-6.99%6.54%7.42%15.08%
2022-7.46%-1.28%2.53%-5.38%-1.28%-4.93%6.45%1.46%-9.43%0.35%8.21%-0.93%-12.47%
2021-0.85%4.03%5.69%4.33%-0.03%6.20%-1.64%5.91%-2.89%-1.18%-1.18%0.82%20.26%
2020-4.25%-6.43%-2.04%10.03%8.22%6.36%0.41%9.31%5.63%-0.62%7.02%1.24%38.74%
20198.48%2.03%4.56%4.91%-5.23%5.74%4.11%-3.08%0.85%-1.39%4.48%-0.62%26.75%
2018-2.14%-1.82%-3.79%4.44%4.74%-0.13%0.37%1.42%-4.18%-9.04%2.30%-8.96%-16.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ECOG.L is 29, 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 ECOG.L is 2929
ECOG.L (Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF)
The Sharpe Ratio Rank of ECOG.L is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of ECOG.L is 2727Sortino Ratio Rank
The Omega Ratio Rank of ECOG.L is 2727Omega Ratio Rank
The Calmar Ratio Rank of ECOG.L is 3535Calmar Ratio Rank
The Martin Ratio Rank of ECOG.L is 3131Martin 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 Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ECOG.L
Sharpe ratio
The chart of Sharpe ratio for ECOG.L, currently valued at 0.60, compared to the broader market0.002.004.000.60
Sortino ratio
The chart of Sortino ratio for ECOG.L, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.93
Omega ratio
The chart of Omega ratio for ECOG.L, currently valued at 1.11, compared to the broader market0.501.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for ECOG.L, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.46
Martin ratio
The chart of Martin ratio for ECOG.L, currently valued at 2.16, compared to the broader market0.0020.0040.0060.0080.002.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.0014.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39

Sharpe Ratio

The current Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF Sharpe ratio is 0.60. 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 Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF 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 Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.60
2.06
ECOG.L (Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-6.96%
0
ECOG.L (Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF. 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 Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF was 26.12%, occurring on Oct 13, 2022. The portfolio has not yet recovered.

The current Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.12%Sep 7, 2021277Oct 13, 2022
-23.11%Jan 21, 202040Mar 16, 202048May 27, 202088
-23.07%Jun 14, 2018137Dec 24, 2018147Jul 26, 2019284
-9.41%Jan 24, 201813Feb 9, 201861May 10, 201874
-6.16%Aug 2, 201910Aug 15, 201958Nov 7, 201968

Volatility

Volatility Chart

The current Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF volatility is 4.28%, 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%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.28%
3.80%
ECOG.L (Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)