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L&G Pharma Breakthrough UCITS ETF (ETLI.DE) Sharpe Ratio: 2.09

ETF · Currency in EUR · Last updated Jun 26, 2026

ETLI.DE is a passive ETF by Legal & General tracking the investment results of the Solactive Pharma Breakthrough Value. ETLI.DE launched on Jan 18, 2018 and has a 0.49% expense ratio.

ETLI.DE's Sharpe Ratio of 2.09 indicates that for each unit of volatility, it generates 2.09 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ETLI.DE Sharpe Ratio Rank

ETLI.DE Sharpe Ratio Rank: 74.274
Above Average

ETLI.DE ranks above 74.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ETLI.DE Sharpe Ratio Market Positioning

The chart shows ETLI.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.95+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares L&G Pharma Breakthrough UCITS ETF's Sharpe Ratio with other ETFs in the Health & Biotech Equities category across multiple time periods, showing how ETLI.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NBTK.DEInvesco Nasdaq Biotech UCITS ETF2.81
2B70.DEiShares Nasdaq US Biotechnology UCITS ETF2.78
GN0M.DEGlobal X Genomics & Biotechnology UCITS ETF2.48
2B77.DEiShares Ageing Population UCITS ETF2.12
WRNA.DEWisdomTree BioRevolution UCITS ETF USD Acc2.11
ETLI.DEL&G Pharma Breakthrough UCITS ETF2.09
WELP.DEHANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF1.75
2B78.DEiShares Healthcare Innovation UCITS ETF1.69
ZPDH.DESPDR S&P US Health Care Select Sector UCITS ETF1.41
QDVG.DEiShares S&P 500 Health Care Sector UCITS ETF (Acc)1.40

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ETLI.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ETLI.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ETLI.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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