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L&G Ecommerce Logistics UCITS ETF (ECOM.L)
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

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


Expense ratio chart for ECOM.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.


L&G Ecommerce Logistics UCITS ETF

Popular comparisons: ECOM.L vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 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.


50.00%60.00%70.00%80.00%90.00%December2024FebruaryMarchAprilMay
60.05%
86.79%
ECOM.L (L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

L&G Ecommerce Logistics UCITS ETF had a return of -1.25% year-to-date (YTD) and 10.73% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.25%11.18%
1 month6.19%5.60%
6 months9.12%17.48%
1 year10.73%26.33%
5 years (annualized)12.20%13.16%
10 years (annualized)N/A10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.76%-1.08%2.61%-4.94%-1.25%
202310.61%-3.85%3.57%-1.36%-3.61%7.11%6.80%-4.21%-4.49%-7.60%10.92%8.41%21.80%
2022-7.89%-0.81%0.04%-9.52%-1.07%-8.26%6.62%-2.97%-13.34%3.52%12.28%0.07%-21.74%
2021-0.40%5.59%5.12%4.11%2.53%3.57%-0.97%4.62%-4.73%0.25%-4.44%2.60%18.57%
2020-4.37%-9.52%-4.39%11.32%6.04%6.67%6.59%11.13%2.23%-0.46%9.72%4.14%43.47%
201911.51%3.23%2.43%4.98%-8.20%6.44%0.12%-3.13%1.54%3.70%4.46%1.52%30.98%
2018-0.59%-4.67%-2.09%2.45%1.11%-0.87%-0.20%0.41%-3.69%-11.07%2.35%-8.84%-23.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ECOM.L is 27, 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 ECOM.L is 2727
ECOM.L (L&G Ecommerce Logistics UCITS ETF)
The Sharpe Ratio Rank of ECOM.L is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of ECOM.L is 2626Sortino Ratio Rank
The Omega Ratio Rank of ECOM.L is 2525Omega Ratio Rank
The Calmar Ratio Rank of ECOM.L is 3030Calmar Ratio Rank
The Martin Ratio Rank of ECOM.L is 2626Martin 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 Ecommerce Logistics UCITS ETF (ECOM.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ECOM.L
Sharpe ratio
The chart of Sharpe ratio for ECOM.L, currently valued at 0.63, compared to the broader market0.002.004.000.63
Sortino ratio
The chart of Sortino ratio for ECOM.L, currently valued at 1.00, compared to the broader market0.005.0010.001.00
Omega ratio
The chart of Omega ratio for ECOM.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for ECOM.L, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.38
Martin ratio
The chart of Martin ratio for ECOM.L, currently valued at 1.80, compared to the broader market0.0020.0040.0060.0080.00100.001.80
^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 Ecommerce Logistics UCITS ETF Sharpe ratio is 0.63. 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 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 Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.63
2.38
ECOM.L (L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


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.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.29%
-0.09%
ECOM.L (L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the 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 L&G Ecommerce Logistics UCITS ETF was 39.66%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current L&G Ecommerce Logistics UCITS ETF drawdown is 14.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.66%Sep 7, 2021276Oct 12, 2022
-28.76%Jan 20, 202043Mar 18, 202051Jun 3, 202094
-27.48%Jan 25, 2018233Dec 24, 2018253Dec 27, 2019486
-5.43%Oct 15, 202010Oct 28, 20206Nov 5, 202016
-5.05%Jun 8, 20206Jun 15, 202013Jul 2, 202019

Volatility

Volatility Chart

The current L&G Ecommerce Logistics UCITS ETF volatility is 4.36%, 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%7.00%December2024FebruaryMarchAprilMay
4.36%
3.36%
ECOM.L (L&G Ecommerce Logistics UCITS ETF)
Benchmark (^GSPC)